NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 08-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
119.45 |
116.25 |
-3.20 |
-2.7% |
125.50 |
| High |
119.75 |
116.78 |
-2.97 |
-2.5% |
126.50 |
| Low |
119.12 |
116.00 |
-3.12 |
-2.6% |
116.00 |
| Close |
119.35 |
116.27 |
-3.08 |
-2.6% |
116.27 |
| Range |
0.63 |
0.78 |
0.15 |
23.8% |
10.50 |
| ATR |
3.27 |
3.28 |
0.01 |
0.2% |
0.00 |
| Volume |
3,088 |
2,072 |
-1,016 |
-32.9% |
16,109 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.69 |
118.26 |
116.70 |
|
| R3 |
117.91 |
117.48 |
116.48 |
|
| R2 |
117.13 |
117.13 |
116.41 |
|
| R1 |
116.70 |
116.70 |
116.34 |
116.92 |
| PP |
116.35 |
116.35 |
116.35 |
116.46 |
| S1 |
115.92 |
115.92 |
116.20 |
116.14 |
| S2 |
115.57 |
115.57 |
116.13 |
|
| S3 |
114.79 |
115.14 |
116.06 |
|
| S4 |
114.01 |
114.36 |
115.84 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151.09 |
144.18 |
122.05 |
|
| R3 |
140.59 |
133.68 |
119.16 |
|
| R2 |
130.09 |
130.09 |
118.20 |
|
| R1 |
123.18 |
123.18 |
117.23 |
121.39 |
| PP |
119.59 |
119.59 |
119.59 |
118.69 |
| S1 |
112.68 |
112.68 |
115.31 |
110.89 |
| S2 |
109.09 |
109.09 |
114.35 |
|
| S3 |
98.59 |
102.18 |
113.38 |
|
| S4 |
88.09 |
91.68 |
110.50 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.10 |
|
2.618 |
118.82 |
|
1.618 |
118.04 |
|
1.000 |
117.56 |
|
0.618 |
117.26 |
|
HIGH |
116.78 |
|
0.618 |
116.48 |
|
0.500 |
116.39 |
|
0.382 |
116.30 |
|
LOW |
116.00 |
|
0.618 |
115.52 |
|
1.000 |
115.22 |
|
1.618 |
114.74 |
|
2.618 |
113.96 |
|
4.250 |
112.69 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.39 |
117.88 |
| PP |
116.35 |
117.34 |
| S1 |
116.31 |
116.81 |
|