NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 04-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
123.80 |
125.50 |
1.70 |
1.4% |
125.75 |
| High |
129.18 |
126.50 |
-2.68 |
-2.1% |
129.18 |
| Low |
123.80 |
121.00 |
-2.80 |
-2.3% |
122.55 |
| Close |
126.32 |
122.44 |
-3.88 |
-3.1% |
126.32 |
| Range |
5.38 |
5.50 |
0.12 |
2.2% |
6.63 |
| ATR |
3.50 |
3.64 |
0.14 |
4.1% |
0.00 |
| Volume |
1,542 |
3,454 |
1,912 |
124.0% |
16,421 |
|
| Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.81 |
136.63 |
125.47 |
|
| R3 |
134.31 |
131.13 |
123.95 |
|
| R2 |
128.81 |
128.81 |
123.45 |
|
| R1 |
125.63 |
125.63 |
122.94 |
124.47 |
| PP |
123.31 |
123.31 |
123.31 |
122.74 |
| S1 |
120.13 |
120.13 |
121.94 |
118.97 |
| S2 |
117.81 |
117.81 |
121.43 |
|
| S3 |
112.31 |
114.63 |
120.93 |
|
| S4 |
106.81 |
109.13 |
119.42 |
|
|
| 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 |
149.88 |
|
2.618 |
140.90 |
|
1.618 |
135.40 |
|
1.000 |
132.00 |
|
0.618 |
129.90 |
|
HIGH |
126.50 |
|
0.618 |
124.40 |
|
0.500 |
123.75 |
|
0.382 |
123.10 |
|
LOW |
121.00 |
|
0.618 |
117.60 |
|
1.000 |
115.50 |
|
1.618 |
112.10 |
|
2.618 |
106.60 |
|
4.250 |
97.63 |
|
|
| Fisher Pivots for day following 04-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.75 |
125.09 |
| PP |
123.31 |
124.21 |
| S1 |
122.88 |
123.32 |
|