NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117.77 |
120.10 |
2.33 |
2.0% |
116.88 |
| High |
117.80 |
123.85 |
6.05 |
5.1% |
116.95 |
| Low |
115.44 |
119.79 |
4.35 |
3.8% |
113.39 |
| Close |
117.52 |
123.75 |
6.23 |
5.3% |
115.55 |
| Range |
2.36 |
4.06 |
1.70 |
72.0% |
3.56 |
| ATR |
2.65 |
2.91 |
0.26 |
9.9% |
0.00 |
| Volume |
2,976 |
2,267 |
-709 |
-23.8% |
19,763 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.64 |
133.26 |
125.98 |
|
| R3 |
130.58 |
129.20 |
124.87 |
|
| R2 |
126.52 |
126.52 |
124.49 |
|
| R1 |
125.14 |
125.14 |
124.12 |
125.83 |
| PP |
122.46 |
122.46 |
122.46 |
122.81 |
| S1 |
121.08 |
121.08 |
123.38 |
121.77 |
| S2 |
118.40 |
118.40 |
123.01 |
|
| S3 |
114.34 |
117.02 |
122.63 |
|
| S4 |
110.28 |
112.96 |
121.52 |
|
|
| 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 |
141.11 |
|
2.618 |
134.48 |
|
1.618 |
130.42 |
|
1.000 |
127.91 |
|
0.618 |
126.36 |
|
HIGH |
123.85 |
|
0.618 |
122.30 |
|
0.500 |
121.82 |
|
0.382 |
121.34 |
|
LOW |
119.79 |
|
0.618 |
117.28 |
|
1.000 |
115.73 |
|
1.618 |
113.22 |
|
2.618 |
109.16 |
|
4.250 |
102.54 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.11 |
122.06 |
| PP |
122.46 |
120.37 |
| S1 |
121.82 |
118.68 |
|