NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
120.10 |
121.48 |
1.38 |
1.1% |
116.40 |
| High |
123.85 |
121.48 |
-2.37 |
-1.9% |
123.85 |
| Low |
119.79 |
117.23 |
-2.56 |
-2.1% |
113.50 |
| Close |
123.75 |
117.23 |
-6.52 |
-5.3% |
117.23 |
| Range |
4.06 |
4.25 |
0.19 |
4.7% |
10.35 |
| ATR |
2.91 |
3.17 |
0.26 |
8.8% |
0.00 |
| Volume |
2,267 |
3,667 |
1,400 |
61.8% |
12,973 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.40 |
128.56 |
119.57 |
|
| R3 |
127.15 |
124.31 |
118.40 |
|
| R2 |
122.90 |
122.90 |
118.01 |
|
| R1 |
120.06 |
120.06 |
117.62 |
119.36 |
| PP |
118.65 |
118.65 |
118.65 |
118.29 |
| S1 |
115.81 |
115.81 |
116.84 |
115.11 |
| S2 |
114.40 |
114.40 |
116.45 |
|
| S3 |
110.15 |
111.56 |
116.06 |
|
| S4 |
105.90 |
107.31 |
114.89 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.24 |
143.59 |
122.92 |
|
| R3 |
138.89 |
133.24 |
120.08 |
|
| R2 |
128.54 |
128.54 |
119.13 |
|
| R1 |
122.89 |
122.89 |
118.18 |
125.72 |
| PP |
118.19 |
118.19 |
118.19 |
119.61 |
| S1 |
112.54 |
112.54 |
116.28 |
115.37 |
| S2 |
107.84 |
107.84 |
115.33 |
|
| S3 |
97.49 |
102.19 |
114.38 |
|
| S4 |
87.14 |
91.84 |
111.54 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.54 |
|
2.618 |
132.61 |
|
1.618 |
128.36 |
|
1.000 |
125.73 |
|
0.618 |
124.11 |
|
HIGH |
121.48 |
|
0.618 |
119.86 |
|
0.500 |
119.36 |
|
0.382 |
118.85 |
|
LOW |
117.23 |
|
0.618 |
114.60 |
|
1.000 |
112.98 |
|
1.618 |
110.35 |
|
2.618 |
106.10 |
|
4.250 |
99.17 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.36 |
119.65 |
| PP |
118.65 |
118.84 |
| S1 |
117.94 |
118.04 |
|