NYMEX Light Sweet Crude Oil Future May 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 |
116.20 |
115.10 |
-1.10 |
-0.9% |
116.67 |
| High |
116.20 |
115.63 |
-0.57 |
-0.5% |
116.84 |
| Low |
116.20 |
115.10 |
-1.10 |
-0.9% |
114.29 |
| Close |
116.20 |
115.63 |
-0.57 |
-0.5% |
115.63 |
| Range |
0.00 |
0.53 |
0.53 |
|
2.55 |
| ATR |
2.05 |
1.98 |
-0.07 |
-3.3% |
0.00 |
| Volume |
488 |
444 |
-44 |
-9.0% |
2,831 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.04 |
116.87 |
115.92 |
|
| R3 |
116.51 |
116.34 |
115.78 |
|
| R2 |
115.98 |
115.98 |
115.73 |
|
| R1 |
115.81 |
115.81 |
115.68 |
115.90 |
| PP |
115.45 |
115.45 |
115.45 |
115.50 |
| S1 |
115.28 |
115.28 |
115.58 |
115.37 |
| S2 |
114.92 |
114.92 |
115.53 |
|
| S3 |
114.39 |
114.75 |
115.48 |
|
| S4 |
113.86 |
114.22 |
115.34 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.24 |
121.98 |
117.03 |
|
| R3 |
120.69 |
119.43 |
116.33 |
|
| R2 |
118.14 |
118.14 |
116.10 |
|
| R1 |
116.88 |
116.88 |
115.86 |
116.24 |
| PP |
115.59 |
115.59 |
115.59 |
115.26 |
| S1 |
114.33 |
114.33 |
115.40 |
113.69 |
| S2 |
113.04 |
113.04 |
115.16 |
|
| S3 |
110.49 |
111.78 |
114.93 |
|
| S4 |
107.94 |
109.23 |
114.23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.88 |
|
2.618 |
117.02 |
|
1.618 |
116.49 |
|
1.000 |
116.16 |
|
0.618 |
115.96 |
|
HIGH |
115.63 |
|
0.618 |
115.43 |
|
0.500 |
115.37 |
|
0.382 |
115.30 |
|
LOW |
115.10 |
|
0.618 |
114.77 |
|
1.000 |
114.57 |
|
1.618 |
114.24 |
|
2.618 |
113.71 |
|
4.250 |
112.85 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.54 |
115.53 |
| PP |
115.45 |
115.43 |
| S1 |
115.37 |
115.34 |
|