NYMEX Light Sweet Crude Oil Future May 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 |
114.29 |
114.47 |
0.18 |
0.2% |
122.58 |
| High |
114.29 |
115.80 |
1.51 |
1.3% |
122.58 |
| Low |
114.29 |
114.47 |
0.18 |
0.2% |
116.40 |
| Close |
114.29 |
116.93 |
2.64 |
2.3% |
116.40 |
| Range |
0.00 |
1.33 |
1.33 |
|
6.18 |
| ATR |
2.20 |
2.15 |
-0.05 |
-2.2% |
0.00 |
| Volume |
749 |
606 |
-143 |
-19.1% |
4,055 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.72 |
119.66 |
117.66 |
|
| R3 |
118.39 |
118.33 |
117.30 |
|
| R2 |
117.06 |
117.06 |
117.17 |
|
| R1 |
117.00 |
117.00 |
117.05 |
117.03 |
| PP |
115.73 |
115.73 |
115.73 |
115.75 |
| S1 |
115.67 |
115.67 |
116.81 |
115.70 |
| S2 |
114.40 |
114.40 |
116.69 |
|
| S3 |
113.07 |
114.34 |
116.56 |
|
| S4 |
111.74 |
113.01 |
116.20 |
|
|
| 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 |
121.45 |
|
2.618 |
119.28 |
|
1.618 |
117.95 |
|
1.000 |
117.13 |
|
0.618 |
116.62 |
|
HIGH |
115.80 |
|
0.618 |
115.29 |
|
0.500 |
115.14 |
|
0.382 |
114.98 |
|
LOW |
114.47 |
|
0.618 |
113.65 |
|
1.000 |
113.14 |
|
1.618 |
112.32 |
|
2.618 |
110.99 |
|
4.250 |
108.82 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.33 |
116.48 |
| PP |
115.73 |
116.02 |
| S1 |
115.14 |
115.57 |
|