NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117.80 |
119.77 |
1.97 |
1.7% |
116.40 |
| High |
118.25 |
119.77 |
1.52 |
1.3% |
123.85 |
| Low |
117.19 |
118.00 |
0.81 |
0.7% |
113.50 |
| Close |
118.01 |
118.39 |
0.38 |
0.3% |
117.23 |
| Range |
1.06 |
1.77 |
0.71 |
67.0% |
10.35 |
| ATR |
3.02 |
2.93 |
-0.09 |
-3.0% |
0.00 |
| Volume |
1,631 |
1,952 |
321 |
19.7% |
12,973 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.03 |
122.98 |
119.36 |
|
| R3 |
122.26 |
121.21 |
118.88 |
|
| R2 |
120.49 |
120.49 |
118.71 |
|
| R1 |
119.44 |
119.44 |
118.55 |
119.08 |
| PP |
118.72 |
118.72 |
118.72 |
118.54 |
| S1 |
117.67 |
117.67 |
118.23 |
117.31 |
| S2 |
116.95 |
116.95 |
118.07 |
|
| S3 |
115.18 |
115.90 |
117.90 |
|
| S4 |
113.41 |
114.13 |
117.42 |
|
|
| 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 |
127.29 |
|
2.618 |
124.40 |
|
1.618 |
122.63 |
|
1.000 |
121.54 |
|
0.618 |
120.86 |
|
HIGH |
119.77 |
|
0.618 |
119.09 |
|
0.500 |
118.89 |
|
0.382 |
118.68 |
|
LOW |
118.00 |
|
0.618 |
116.91 |
|
1.000 |
116.23 |
|
1.618 |
115.14 |
|
2.618 |
113.37 |
|
4.250 |
110.48 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.89 |
119.34 |
| PP |
118.72 |
119.02 |
| S1 |
118.56 |
118.71 |
|