NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 14-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.10 |
116.67 |
1.57 |
1.4% |
125.50 |
| High |
116.95 |
116.67 |
-0.28 |
-0.2% |
126.50 |
| Low |
115.02 |
115.85 |
0.83 |
0.7% |
116.00 |
| Close |
116.80 |
116.08 |
-0.72 |
-0.6% |
116.27 |
| Range |
1.93 |
0.82 |
-1.11 |
-57.5% |
10.50 |
| ATR |
3.08 |
2.93 |
-0.15 |
-4.9% |
0.00 |
| Volume |
1,553 |
6,274 |
4,721 |
304.0% |
16,109 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.66 |
118.19 |
116.53 |
|
| R3 |
117.84 |
117.37 |
116.31 |
|
| R2 |
117.02 |
117.02 |
116.23 |
|
| R1 |
116.55 |
116.55 |
116.16 |
116.38 |
| PP |
116.20 |
116.20 |
116.20 |
116.11 |
| S1 |
115.73 |
115.73 |
116.00 |
115.56 |
| S2 |
115.38 |
115.38 |
115.93 |
|
| S3 |
114.56 |
114.91 |
115.85 |
|
| S4 |
113.74 |
114.09 |
115.63 |
|
|
| 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 |
120.16 |
|
2.618 |
118.82 |
|
1.618 |
118.00 |
|
1.000 |
117.49 |
|
0.618 |
117.18 |
|
HIGH |
116.67 |
|
0.618 |
116.36 |
|
0.500 |
116.26 |
|
0.382 |
116.16 |
|
LOW |
115.85 |
|
0.618 |
115.34 |
|
1.000 |
115.03 |
|
1.618 |
114.52 |
|
2.618 |
113.70 |
|
4.250 |
112.37 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.26 |
115.96 |
| PP |
116.20 |
115.84 |
| S1 |
116.14 |
115.73 |
|