NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
119.50 |
121.10 |
1.60 |
1.3% |
116.40 |
| High |
120.20 |
121.37 |
1.17 |
1.0% |
123.85 |
| Low |
119.38 |
117.36 |
-2.02 |
-1.7% |
113.50 |
| Close |
119.84 |
117.78 |
-2.06 |
-1.7% |
117.23 |
| Range |
0.82 |
4.01 |
3.19 |
389.0% |
10.35 |
| ATR |
2.85 |
2.93 |
0.08 |
2.9% |
0.00 |
| Volume |
1,502 |
2,936 |
1,434 |
95.5% |
12,973 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.87 |
128.33 |
119.99 |
|
| R3 |
126.86 |
124.32 |
118.88 |
|
| R2 |
122.85 |
122.85 |
118.52 |
|
| R1 |
120.31 |
120.31 |
118.15 |
119.58 |
| PP |
118.84 |
118.84 |
118.84 |
118.47 |
| S1 |
116.30 |
116.30 |
117.41 |
115.57 |
| S2 |
114.83 |
114.83 |
117.04 |
|
| S3 |
110.82 |
112.29 |
116.68 |
|
| S4 |
106.81 |
108.28 |
115.57 |
|
|
| 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 |
138.41 |
|
2.618 |
131.87 |
|
1.618 |
127.86 |
|
1.000 |
125.38 |
|
0.618 |
123.85 |
|
HIGH |
121.37 |
|
0.618 |
119.84 |
|
0.500 |
119.37 |
|
0.382 |
118.89 |
|
LOW |
117.36 |
|
0.618 |
114.88 |
|
1.000 |
113.35 |
|
1.618 |
110.87 |
|
2.618 |
106.86 |
|
4.250 |
100.32 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.37 |
119.37 |
| PP |
118.84 |
118.84 |
| S1 |
118.31 |
118.31 |
|