NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.67 |
114.25 |
-2.42 |
-2.1% |
116.88 |
| High |
116.67 |
115.55 |
-1.12 |
-1.0% |
116.95 |
| Low |
115.85 |
113.39 |
-2.46 |
-2.1% |
113.39 |
| Close |
116.08 |
115.55 |
-0.53 |
-0.5% |
115.55 |
| Range |
0.82 |
2.16 |
1.34 |
163.4% |
3.56 |
| ATR |
2.93 |
2.91 |
-0.02 |
-0.6% |
0.00 |
| Volume |
6,274 |
5,347 |
-927 |
-14.8% |
19,763 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.31 |
120.59 |
116.74 |
|
| R3 |
119.15 |
118.43 |
116.14 |
|
| R2 |
116.99 |
116.99 |
115.95 |
|
| R1 |
116.27 |
116.27 |
115.75 |
116.63 |
| PP |
114.83 |
114.83 |
114.83 |
115.01 |
| S1 |
114.11 |
114.11 |
115.35 |
114.47 |
| S2 |
112.67 |
112.67 |
115.15 |
|
| S3 |
110.51 |
111.95 |
114.96 |
|
| S4 |
108.35 |
109.79 |
114.36 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.98 |
124.32 |
117.51 |
|
| R3 |
122.42 |
120.76 |
116.53 |
|
| R2 |
118.86 |
118.86 |
116.20 |
|
| R1 |
117.20 |
117.20 |
115.88 |
116.25 |
| PP |
115.30 |
115.30 |
115.30 |
114.82 |
| S1 |
113.64 |
113.64 |
115.22 |
112.69 |
| S2 |
111.74 |
111.74 |
114.90 |
|
| S3 |
108.18 |
110.08 |
114.57 |
|
| S4 |
104.62 |
106.52 |
113.59 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.73 |
|
2.618 |
121.20 |
|
1.618 |
119.04 |
|
1.000 |
117.71 |
|
0.618 |
116.88 |
|
HIGH |
115.55 |
|
0.618 |
114.72 |
|
0.500 |
114.47 |
|
0.382 |
114.22 |
|
LOW |
113.39 |
|
0.618 |
112.06 |
|
1.000 |
111.23 |
|
1.618 |
109.90 |
|
2.618 |
107.74 |
|
4.250 |
104.21 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.19 |
115.42 |
| PP |
114.83 |
115.30 |
| S1 |
114.47 |
115.17 |
|