NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.17 |
117.50 |
3.33 |
2.9% |
116.62 |
| High |
117.26 |
117.50 |
0.24 |
0.2% |
118.01 |
| Low |
114.17 |
114.65 |
0.48 |
0.4% |
113.01 |
| Close |
115.91 |
117.38 |
1.47 |
1.3% |
115.54 |
| Range |
3.09 |
2.85 |
-0.24 |
-7.8% |
5.00 |
| ATR |
2.93 |
2.92 |
-0.01 |
-0.2% |
0.00 |
| Volume |
1,334 |
1,559 |
225 |
16.9% |
9,658 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.06 |
124.07 |
118.95 |
|
| R3 |
122.21 |
121.22 |
118.16 |
|
| R2 |
119.36 |
119.36 |
117.90 |
|
| R1 |
118.37 |
118.37 |
117.64 |
117.44 |
| PP |
116.51 |
116.51 |
116.51 |
116.05 |
| S1 |
115.52 |
115.52 |
117.12 |
114.59 |
| S2 |
113.66 |
113.66 |
116.86 |
|
| S3 |
110.81 |
112.67 |
116.60 |
|
| S4 |
107.96 |
109.82 |
115.81 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.52 |
128.03 |
118.29 |
|
| R3 |
125.52 |
123.03 |
116.92 |
|
| R2 |
120.52 |
120.52 |
116.46 |
|
| R1 |
118.03 |
118.03 |
116.00 |
116.78 |
| PP |
115.52 |
115.52 |
115.52 |
114.89 |
| S1 |
113.03 |
113.03 |
115.08 |
111.78 |
| S2 |
110.52 |
110.52 |
114.62 |
|
| S3 |
105.52 |
108.03 |
114.17 |
|
| S4 |
100.52 |
103.03 |
112.79 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.61 |
|
2.618 |
124.96 |
|
1.618 |
122.11 |
|
1.000 |
120.35 |
|
0.618 |
119.26 |
|
HIGH |
117.50 |
|
0.618 |
116.41 |
|
0.500 |
116.08 |
|
0.382 |
115.74 |
|
LOW |
114.65 |
|
0.618 |
112.89 |
|
1.000 |
111.80 |
|
1.618 |
110.04 |
|
2.618 |
107.19 |
|
4.250 |
102.54 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.95 |
116.82 |
| PP |
116.51 |
116.26 |
| S1 |
116.08 |
115.70 |
|