NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.40 |
116.67 |
0.27 |
0.2% |
122.58 |
| High |
116.40 |
116.84 |
0.44 |
0.4% |
122.58 |
| Low |
116.40 |
114.63 |
-1.77 |
-1.5% |
116.40 |
| Close |
116.40 |
115.82 |
-0.58 |
-0.5% |
116.40 |
| Range |
0.00 |
2.21 |
2.21 |
|
6.18 |
| ATR |
2.26 |
2.25 |
0.00 |
-0.1% |
0.00 |
| Volume |
902 |
544 |
-358 |
-39.7% |
4,055 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.39 |
121.32 |
117.04 |
|
| R3 |
120.18 |
119.11 |
116.43 |
|
| R2 |
117.97 |
117.97 |
116.23 |
|
| R1 |
116.90 |
116.90 |
116.02 |
116.33 |
| PP |
115.76 |
115.76 |
115.76 |
115.48 |
| S1 |
114.69 |
114.69 |
115.62 |
114.12 |
| S2 |
113.55 |
113.55 |
115.41 |
|
| S3 |
111.34 |
112.48 |
115.21 |
|
| S4 |
109.13 |
110.27 |
114.60 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.00 |
132.88 |
119.80 |
|
| R3 |
130.82 |
126.70 |
118.10 |
|
| R2 |
124.64 |
124.64 |
117.53 |
|
| R1 |
120.52 |
120.52 |
116.97 |
119.49 |
| PP |
118.46 |
118.46 |
118.46 |
117.95 |
| S1 |
114.34 |
114.34 |
115.83 |
113.31 |
| S2 |
112.28 |
112.28 |
115.27 |
|
| S3 |
106.10 |
108.16 |
114.70 |
|
| S4 |
99.92 |
101.98 |
113.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.23 |
|
2.618 |
122.63 |
|
1.618 |
120.42 |
|
1.000 |
119.05 |
|
0.618 |
118.21 |
|
HIGH |
116.84 |
|
0.618 |
116.00 |
|
0.500 |
115.74 |
|
0.382 |
115.47 |
|
LOW |
114.63 |
|
0.618 |
113.26 |
|
1.000 |
112.42 |
|
1.618 |
111.05 |
|
2.618 |
108.84 |
|
4.250 |
105.24 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.79 |
117.08 |
| PP |
115.76 |
116.66 |
| S1 |
115.74 |
116.24 |
|