NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.45 |
115.08 |
-1.37 |
-1.2% |
116.60 |
| High |
116.48 |
115.62 |
-0.86 |
-0.7% |
116.74 |
| Low |
116.45 |
115.08 |
-1.37 |
-1.2% |
114.31 |
| Close |
116.22 |
115.62 |
-0.60 |
-0.5% |
115.62 |
| Range |
0.03 |
0.54 |
0.51 |
1,700.0% |
2.43 |
| ATR |
1.96 |
1.90 |
-0.06 |
-3.0% |
0.00 |
| Volume |
972 |
1,045 |
73 |
7.5% |
4,594 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.06 |
116.88 |
115.92 |
|
| R3 |
116.52 |
116.34 |
115.77 |
|
| R2 |
115.98 |
115.98 |
115.72 |
|
| R1 |
115.80 |
115.80 |
115.67 |
115.89 |
| PP |
115.44 |
115.44 |
115.44 |
115.49 |
| S1 |
115.26 |
115.26 |
115.57 |
115.35 |
| S2 |
114.90 |
114.90 |
115.52 |
|
| S3 |
114.36 |
114.72 |
115.47 |
|
| S4 |
113.82 |
114.18 |
115.32 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.85 |
121.66 |
116.96 |
|
| R3 |
120.42 |
119.23 |
116.29 |
|
| R2 |
117.99 |
117.99 |
116.07 |
|
| R1 |
116.80 |
116.80 |
115.84 |
116.18 |
| PP |
115.56 |
115.56 |
115.56 |
115.25 |
| S1 |
114.37 |
114.37 |
115.40 |
113.75 |
| S2 |
113.13 |
113.13 |
115.17 |
|
| S3 |
110.70 |
111.94 |
114.95 |
|
| S4 |
108.27 |
109.51 |
114.28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.92 |
|
2.618 |
117.03 |
|
1.618 |
116.49 |
|
1.000 |
116.16 |
|
0.618 |
115.95 |
|
HIGH |
115.62 |
|
0.618 |
115.41 |
|
0.500 |
115.35 |
|
0.382 |
115.29 |
|
LOW |
115.08 |
|
0.618 |
114.75 |
|
1.000 |
114.54 |
|
1.618 |
114.21 |
|
2.618 |
113.67 |
|
4.250 |
112.79 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.53 |
115.62 |
| PP |
115.44 |
115.62 |
| S1 |
115.35 |
115.62 |
|