NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.25 |
116.40 |
2.15 |
1.9% |
116.88 |
| High |
115.55 |
116.40 |
0.85 |
0.7% |
116.95 |
| Low |
113.39 |
114.98 |
1.59 |
1.4% |
113.39 |
| Close |
115.55 |
114.34 |
-1.21 |
-1.0% |
115.55 |
| Range |
2.16 |
1.42 |
-0.74 |
-34.3% |
3.56 |
| ATR |
2.91 |
2.81 |
-0.11 |
-3.7% |
0.00 |
| Volume |
5,347 |
1,494 |
-3,853 |
-72.1% |
19,763 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.50 |
118.34 |
115.12 |
|
| R3 |
118.08 |
116.92 |
114.73 |
|
| R2 |
116.66 |
116.66 |
114.60 |
|
| R1 |
115.50 |
115.50 |
114.47 |
115.37 |
| PP |
115.24 |
115.24 |
115.24 |
115.18 |
| S1 |
114.08 |
114.08 |
114.21 |
113.95 |
| S2 |
113.82 |
113.82 |
114.08 |
|
| S3 |
112.40 |
112.66 |
113.95 |
|
| S4 |
110.98 |
111.24 |
113.56 |
|
|
| 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 |
122.44 |
|
2.618 |
120.12 |
|
1.618 |
118.70 |
|
1.000 |
117.82 |
|
0.618 |
117.28 |
|
HIGH |
116.40 |
|
0.618 |
115.86 |
|
0.500 |
115.69 |
|
0.382 |
115.52 |
|
LOW |
114.98 |
|
0.618 |
114.10 |
|
1.000 |
113.56 |
|
1.618 |
112.68 |
|
2.618 |
111.26 |
|
4.250 |
108.95 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.69 |
115.03 |
| PP |
115.24 |
114.80 |
| S1 |
114.79 |
114.57 |
|