NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.40 |
113.75 |
-2.65 |
-2.3% |
116.88 |
| High |
116.40 |
114.42 |
-1.98 |
-1.7% |
116.95 |
| Low |
114.98 |
113.50 |
-1.48 |
-1.3% |
113.39 |
| Close |
114.34 |
115.86 |
1.52 |
1.3% |
115.55 |
| Range |
1.42 |
0.92 |
-0.50 |
-35.2% |
3.56 |
| ATR |
2.81 |
2.67 |
-0.13 |
-4.8% |
0.00 |
| Volume |
1,494 |
2,569 |
1,075 |
72.0% |
19,763 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.35 |
117.53 |
116.37 |
|
| R3 |
116.43 |
116.61 |
116.11 |
|
| R2 |
115.51 |
115.51 |
116.03 |
|
| R1 |
115.69 |
115.69 |
115.94 |
115.60 |
| PP |
114.59 |
114.59 |
114.59 |
114.55 |
| S1 |
114.77 |
114.77 |
115.78 |
114.68 |
| S2 |
113.67 |
113.67 |
115.69 |
|
| S3 |
112.75 |
113.85 |
115.61 |
|
| S4 |
111.83 |
112.93 |
115.35 |
|
|
| 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 |
118.33 |
|
2.618 |
116.83 |
|
1.618 |
115.91 |
|
1.000 |
115.34 |
|
0.618 |
114.99 |
|
HIGH |
114.42 |
|
0.618 |
114.07 |
|
0.500 |
113.96 |
|
0.382 |
113.85 |
|
LOW |
113.50 |
|
0.618 |
112.93 |
|
1.000 |
112.58 |
|
1.618 |
112.01 |
|
2.618 |
111.09 |
|
4.250 |
109.59 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.23 |
115.54 |
| PP |
114.59 |
115.22 |
| S1 |
113.96 |
114.90 |
|