NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 01-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
124.95 |
123.80 |
-1.15 |
-0.9% |
125.75 |
| High |
125.36 |
129.18 |
3.82 |
3.0% |
129.18 |
| Low |
124.95 |
123.80 |
-1.15 |
-0.9% |
122.55 |
| Close |
125.08 |
126.32 |
1.24 |
1.0% |
126.32 |
| Range |
0.41 |
5.38 |
4.97 |
1,212.2% |
6.63 |
| ATR |
3.36 |
3.50 |
0.14 |
4.3% |
0.00 |
| Volume |
4,597 |
1,542 |
-3,055 |
-66.5% |
16,421 |
|
| Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.57 |
139.83 |
129.28 |
|
| R3 |
137.19 |
134.45 |
127.80 |
|
| R2 |
131.81 |
131.81 |
127.31 |
|
| R1 |
129.07 |
129.07 |
126.81 |
130.44 |
| PP |
126.43 |
126.43 |
126.43 |
127.12 |
| S1 |
123.69 |
123.69 |
125.83 |
125.06 |
| S2 |
121.05 |
121.05 |
125.33 |
|
| S3 |
115.67 |
118.31 |
124.84 |
|
| S4 |
110.29 |
112.93 |
123.36 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.91 |
142.74 |
129.97 |
|
| R3 |
139.28 |
136.11 |
128.14 |
|
| R2 |
132.65 |
132.65 |
127.54 |
|
| R1 |
129.48 |
129.48 |
126.93 |
131.07 |
| PP |
126.02 |
126.02 |
126.02 |
126.81 |
| S1 |
122.85 |
122.85 |
125.71 |
124.44 |
| S2 |
119.39 |
119.39 |
125.10 |
|
| S3 |
112.76 |
116.22 |
124.50 |
|
| S4 |
106.13 |
109.59 |
122.67 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152.05 |
|
2.618 |
143.26 |
|
1.618 |
137.88 |
|
1.000 |
134.56 |
|
0.618 |
132.50 |
|
HIGH |
129.18 |
|
0.618 |
127.12 |
|
0.500 |
126.49 |
|
0.382 |
125.86 |
|
LOW |
123.80 |
|
0.618 |
120.48 |
|
1.000 |
118.42 |
|
1.618 |
115.10 |
|
2.618 |
109.72 |
|
4.250 |
100.94 |
|
|
| Fisher Pivots for day following 01-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.49 |
126.17 |
| PP |
126.43 |
126.02 |
| S1 |
126.38 |
125.87 |
|