NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
120.00 |
119.51 |
-0.49 |
-0.4% |
125.75 |
| High |
121.93 |
119.57 |
-2.36 |
-1.9% |
129.18 |
| Low |
118.98 |
118.56 |
-0.42 |
-0.4% |
122.55 |
| Close |
119.57 |
118.68 |
-0.89 |
-0.7% |
126.32 |
| Range |
2.95 |
1.01 |
-1.94 |
-65.8% |
6.63 |
| ATR |
3.63 |
3.44 |
-0.19 |
-5.2% |
0.00 |
| Volume |
3,226 |
4,269 |
1,043 |
32.3% |
16,421 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.97 |
121.33 |
119.24 |
|
| R3 |
120.96 |
120.32 |
118.96 |
|
| R2 |
119.95 |
119.95 |
118.87 |
|
| R1 |
119.31 |
119.31 |
118.77 |
119.13 |
| PP |
118.94 |
118.94 |
118.94 |
118.84 |
| S1 |
118.30 |
118.30 |
118.59 |
118.12 |
| S2 |
117.93 |
117.93 |
118.49 |
|
| S3 |
116.92 |
117.29 |
118.40 |
|
| S4 |
115.91 |
116.28 |
118.12 |
|
|
| 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 |
123.86 |
|
2.618 |
122.21 |
|
1.618 |
121.20 |
|
1.000 |
120.58 |
|
0.618 |
120.19 |
|
HIGH |
119.57 |
|
0.618 |
119.18 |
|
0.500 |
119.07 |
|
0.382 |
118.95 |
|
LOW |
118.56 |
|
0.618 |
117.94 |
|
1.000 |
117.55 |
|
1.618 |
116.93 |
|
2.618 |
115.92 |
|
4.250 |
114.27 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.07 |
122.53 |
| PP |
118.94 |
121.25 |
| S1 |
118.81 |
119.96 |
|