NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
119.51 |
119.45 |
-0.06 |
-0.1% |
125.75 |
| High |
119.57 |
119.75 |
0.18 |
0.2% |
129.18 |
| Low |
118.56 |
119.12 |
0.56 |
0.5% |
122.55 |
| Close |
118.68 |
119.35 |
0.67 |
0.6% |
126.32 |
| Range |
1.01 |
0.63 |
-0.38 |
-37.6% |
6.63 |
| ATR |
3.44 |
3.27 |
-0.17 |
-4.9% |
0.00 |
| Volume |
4,269 |
3,088 |
-1,181 |
-27.7% |
16,421 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.30 |
120.95 |
119.70 |
|
| R3 |
120.67 |
120.32 |
119.52 |
|
| R2 |
120.04 |
120.04 |
119.47 |
|
| R1 |
119.69 |
119.69 |
119.41 |
119.55 |
| PP |
119.41 |
119.41 |
119.41 |
119.34 |
| S1 |
119.06 |
119.06 |
119.29 |
118.92 |
| S2 |
118.78 |
118.78 |
119.23 |
|
| S3 |
118.15 |
118.43 |
119.18 |
|
| S4 |
117.52 |
117.80 |
119.00 |
|
|
| 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 |
122.43 |
|
2.618 |
121.40 |
|
1.618 |
120.77 |
|
1.000 |
120.38 |
|
0.618 |
120.14 |
|
HIGH |
119.75 |
|
0.618 |
119.51 |
|
0.500 |
119.44 |
|
0.382 |
119.36 |
|
LOW |
119.12 |
|
0.618 |
118.73 |
|
1.000 |
118.49 |
|
1.618 |
118.10 |
|
2.618 |
117.47 |
|
4.250 |
116.44 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.44 |
120.25 |
| PP |
119.41 |
119.95 |
| S1 |
119.38 |
119.65 |
|