NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.88 |
114.50 |
-2.38 |
-2.0% |
125.50 |
| High |
116.90 |
115.80 |
-1.10 |
-0.9% |
126.50 |
| Low |
114.08 |
114.50 |
0.42 |
0.4% |
116.00 |
| Close |
115.72 |
114.18 |
-1.54 |
-1.3% |
116.27 |
| Range |
2.82 |
1.30 |
-1.52 |
-53.9% |
10.50 |
| ATR |
3.25 |
3.11 |
-0.14 |
-4.3% |
0.00 |
| Volume |
3,170 |
3,419 |
249 |
7.9% |
16,109 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.73 |
117.75 |
114.90 |
|
| R3 |
117.43 |
116.45 |
114.54 |
|
| R2 |
116.13 |
116.13 |
114.42 |
|
| R1 |
115.15 |
115.15 |
114.30 |
114.99 |
| PP |
114.83 |
114.83 |
114.83 |
114.75 |
| S1 |
113.85 |
113.85 |
114.06 |
113.69 |
| S2 |
113.53 |
113.53 |
113.94 |
|
| S3 |
112.23 |
112.55 |
113.82 |
|
| S4 |
110.93 |
111.25 |
113.47 |
|
|
| 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 |
121.33 |
|
2.618 |
119.20 |
|
1.618 |
117.90 |
|
1.000 |
117.10 |
|
0.618 |
116.60 |
|
HIGH |
115.80 |
|
0.618 |
115.30 |
|
0.500 |
115.15 |
|
0.382 |
115.00 |
|
LOW |
114.50 |
|
0.618 |
113.70 |
|
1.000 |
113.20 |
|
1.618 |
112.40 |
|
2.618 |
111.10 |
|
4.250 |
108.98 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.15 |
115.49 |
| PP |
114.83 |
115.05 |
| S1 |
114.50 |
114.62 |
|