NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
113.75 |
117.77 |
4.02 |
3.5% |
116.88 |
| High |
114.42 |
117.80 |
3.38 |
3.0% |
116.95 |
| Low |
113.50 |
115.44 |
1.94 |
1.7% |
113.39 |
| Close |
115.86 |
117.52 |
1.66 |
1.4% |
115.55 |
| Range |
0.92 |
2.36 |
1.44 |
156.5% |
3.56 |
| ATR |
2.67 |
2.65 |
-0.02 |
-0.8% |
0.00 |
| Volume |
2,569 |
2,976 |
407 |
15.8% |
19,763 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.00 |
123.12 |
118.82 |
|
| R3 |
121.64 |
120.76 |
118.17 |
|
| R2 |
119.28 |
119.28 |
117.95 |
|
| R1 |
118.40 |
118.40 |
117.74 |
117.66 |
| PP |
116.92 |
116.92 |
116.92 |
116.55 |
| S1 |
116.04 |
116.04 |
117.30 |
115.30 |
| S2 |
114.56 |
114.56 |
117.09 |
|
| S3 |
112.20 |
113.68 |
116.87 |
|
| S4 |
109.84 |
111.32 |
116.22 |
|
|
| 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 |
127.83 |
|
2.618 |
123.98 |
|
1.618 |
121.62 |
|
1.000 |
120.16 |
|
0.618 |
119.26 |
|
HIGH |
117.80 |
|
0.618 |
116.90 |
|
0.500 |
116.62 |
|
0.382 |
116.34 |
|
LOW |
115.44 |
|
0.618 |
113.98 |
|
1.000 |
113.08 |
|
1.618 |
111.62 |
|
2.618 |
109.26 |
|
4.250 |
105.41 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.22 |
116.90 |
| PP |
116.92 |
116.27 |
| S1 |
116.62 |
115.65 |
|