NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.25 |
116.88 |
0.63 |
0.5% |
125.50 |
| High |
116.78 |
116.90 |
0.12 |
0.1% |
126.50 |
| Low |
116.00 |
114.08 |
-1.92 |
-1.7% |
116.00 |
| Close |
116.27 |
115.72 |
-0.55 |
-0.5% |
116.27 |
| Range |
0.78 |
2.82 |
2.04 |
261.5% |
10.50 |
| ATR |
3.28 |
3.25 |
-0.03 |
-1.0% |
0.00 |
| Volume |
2,072 |
3,170 |
1,098 |
53.0% |
16,109 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.03 |
122.69 |
117.27 |
|
| R3 |
121.21 |
119.87 |
116.50 |
|
| R2 |
118.39 |
118.39 |
116.24 |
|
| R1 |
117.05 |
117.05 |
115.98 |
116.31 |
| PP |
115.57 |
115.57 |
115.57 |
115.20 |
| S1 |
114.23 |
114.23 |
115.46 |
113.49 |
| S2 |
112.75 |
112.75 |
115.20 |
|
| S3 |
109.93 |
111.41 |
114.94 |
|
| S4 |
107.11 |
108.59 |
114.17 |
|
|
| 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 |
128.89 |
|
2.618 |
124.28 |
|
1.618 |
121.46 |
|
1.000 |
119.72 |
|
0.618 |
118.64 |
|
HIGH |
116.90 |
|
0.618 |
115.82 |
|
0.500 |
115.49 |
|
0.382 |
115.16 |
|
LOW |
114.08 |
|
0.618 |
112.34 |
|
1.000 |
111.26 |
|
1.618 |
109.52 |
|
2.618 |
106.70 |
|
4.250 |
102.10 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.64 |
116.92 |
| PP |
115.57 |
116.52 |
| S1 |
115.49 |
116.12 |
|