NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 05-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
125.50 |
120.00 |
-5.50 |
-4.4% |
125.75 |
| High |
126.50 |
121.93 |
-4.57 |
-3.6% |
129.18 |
| Low |
121.00 |
118.98 |
-2.02 |
-1.7% |
122.55 |
| Close |
122.44 |
119.57 |
-2.87 |
-2.3% |
126.32 |
| Range |
5.50 |
2.95 |
-2.55 |
-46.4% |
6.63 |
| ATR |
3.64 |
3.63 |
-0.01 |
-0.4% |
0.00 |
| Volume |
3,454 |
3,226 |
-228 |
-6.6% |
16,421 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.01 |
127.24 |
121.19 |
|
| R3 |
126.06 |
124.29 |
120.38 |
|
| R2 |
123.11 |
123.11 |
120.11 |
|
| R1 |
121.34 |
121.34 |
119.84 |
120.75 |
| PP |
120.16 |
120.16 |
120.16 |
119.87 |
| S1 |
118.39 |
118.39 |
119.30 |
117.80 |
| S2 |
117.21 |
117.21 |
119.03 |
|
| S3 |
114.26 |
115.44 |
118.76 |
|
| S4 |
111.31 |
112.49 |
117.95 |
|
|
| 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 |
134.47 |
|
2.618 |
129.65 |
|
1.618 |
126.70 |
|
1.000 |
124.88 |
|
0.618 |
123.75 |
|
HIGH |
121.93 |
|
0.618 |
120.80 |
|
0.500 |
120.46 |
|
0.382 |
120.11 |
|
LOW |
118.98 |
|
0.618 |
117.16 |
|
1.000 |
116.03 |
|
1.618 |
114.21 |
|
2.618 |
111.26 |
|
4.250 |
106.44 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120.46 |
124.08 |
| PP |
120.16 |
122.58 |
| S1 |
119.87 |
121.07 |
|