NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117.50 |
121.10 |
3.60 |
3.1% |
116.62 |
| High |
117.50 |
123.30 |
5.80 |
4.9% |
118.01 |
| Low |
114.65 |
121.10 |
6.45 |
5.6% |
113.01 |
| Close |
117.38 |
123.40 |
6.02 |
5.1% |
115.54 |
| Range |
2.85 |
2.20 |
-0.65 |
-22.8% |
5.00 |
| ATR |
2.92 |
3.14 |
0.21 |
7.3% |
0.00 |
| Volume |
1,559 |
2,633 |
1,074 |
68.9% |
9,658 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.20 |
128.50 |
124.61 |
|
| R3 |
127.00 |
126.30 |
124.01 |
|
| R2 |
124.80 |
124.80 |
123.80 |
|
| R1 |
124.10 |
124.10 |
123.60 |
124.45 |
| PP |
122.60 |
122.60 |
122.60 |
122.78 |
| S1 |
121.90 |
121.90 |
123.20 |
122.25 |
| S2 |
120.40 |
120.40 |
123.00 |
|
| S3 |
118.20 |
119.70 |
122.80 |
|
| S4 |
116.00 |
117.50 |
122.19 |
|
|
| 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 |
132.65 |
|
2.618 |
129.06 |
|
1.618 |
126.86 |
|
1.000 |
125.50 |
|
0.618 |
124.66 |
|
HIGH |
123.30 |
|
0.618 |
122.46 |
|
0.500 |
122.20 |
|
0.382 |
121.94 |
|
LOW |
121.10 |
|
0.618 |
119.74 |
|
1.000 |
118.90 |
|
1.618 |
117.54 |
|
2.618 |
115.34 |
|
4.250 |
111.75 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.00 |
121.85 |
| PP |
122.60 |
120.29 |
| S1 |
122.20 |
118.74 |
|