NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.31 |
114.50 |
0.19 |
0.2% |
122.49 |
| High |
114.31 |
116.74 |
2.43 |
2.1% |
122.49 |
| Low |
114.31 |
114.50 |
0.19 |
0.2% |
116.45 |
| Close |
114.31 |
116.96 |
2.65 |
2.3% |
116.45 |
| Range |
0.00 |
2.24 |
2.24 |
|
6.04 |
| ATR |
2.05 |
2.07 |
0.03 |
1.3% |
0.00 |
| Volume |
737 |
1,228 |
491 |
66.6% |
5,050 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.79 |
122.11 |
118.19 |
|
| R3 |
120.55 |
119.87 |
117.58 |
|
| R2 |
118.31 |
118.31 |
117.37 |
|
| R1 |
117.63 |
117.63 |
117.17 |
117.97 |
| PP |
116.07 |
116.07 |
116.07 |
116.24 |
| S1 |
115.39 |
115.39 |
116.75 |
115.73 |
| S2 |
113.83 |
113.83 |
116.55 |
|
| S3 |
111.59 |
113.15 |
116.34 |
|
| S4 |
109.35 |
110.91 |
115.73 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.58 |
132.56 |
119.77 |
|
| R3 |
130.54 |
126.52 |
118.11 |
|
| R2 |
124.50 |
124.50 |
117.56 |
|
| R1 |
120.48 |
120.48 |
117.00 |
119.47 |
| PP |
118.46 |
118.46 |
118.46 |
117.96 |
| S1 |
114.44 |
114.44 |
115.90 |
113.43 |
| S2 |
112.42 |
112.42 |
115.34 |
|
| S3 |
106.38 |
108.40 |
114.79 |
|
| S4 |
100.34 |
102.36 |
113.13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.26 |
|
2.618 |
122.60 |
|
1.618 |
120.36 |
|
1.000 |
118.98 |
|
0.618 |
118.12 |
|
HIGH |
116.74 |
|
0.618 |
115.88 |
|
0.500 |
115.62 |
|
0.382 |
115.36 |
|
LOW |
114.50 |
|
0.618 |
113.12 |
|
1.000 |
112.26 |
|
1.618 |
110.88 |
|
2.618 |
108.64 |
|
4.250 |
104.98 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.51 |
116.48 |
| PP |
116.07 |
116.00 |
| S1 |
115.62 |
115.53 |
|