NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.50 |
115.10 |
0.60 |
0.5% |
125.50 |
| High |
115.80 |
116.95 |
1.15 |
1.0% |
126.50 |
| Low |
114.50 |
115.02 |
0.52 |
0.5% |
116.00 |
| Close |
114.18 |
116.80 |
2.62 |
2.3% |
116.27 |
| Range |
1.30 |
1.93 |
0.63 |
48.5% |
10.50 |
| ATR |
3.11 |
3.08 |
-0.02 |
-0.8% |
0.00 |
| Volume |
3,419 |
1,553 |
-1,866 |
-54.6% |
16,109 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.05 |
121.35 |
117.86 |
|
| R3 |
120.12 |
119.42 |
117.33 |
|
| R2 |
118.19 |
118.19 |
117.15 |
|
| R1 |
117.49 |
117.49 |
116.98 |
117.84 |
| PP |
116.26 |
116.26 |
116.26 |
116.43 |
| S1 |
115.56 |
115.56 |
116.62 |
115.91 |
| S2 |
114.33 |
114.33 |
116.45 |
|
| S3 |
112.40 |
113.63 |
116.27 |
|
| S4 |
110.47 |
111.70 |
115.74 |
|
|
| 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 |
125.15 |
|
2.618 |
122.00 |
|
1.618 |
120.07 |
|
1.000 |
118.88 |
|
0.618 |
118.14 |
|
HIGH |
116.95 |
|
0.618 |
116.21 |
|
0.500 |
115.99 |
|
0.382 |
115.76 |
|
LOW |
115.02 |
|
0.618 |
113.83 |
|
1.000 |
113.09 |
|
1.618 |
111.90 |
|
2.618 |
109.97 |
|
4.250 |
106.82 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.53 |
116.37 |
| PP |
116.26 |
115.94 |
| S1 |
115.99 |
115.52 |
|