NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
121.10 |
119.37 |
-1.73 |
-1.4% |
117.80 |
| High |
121.37 |
120.15 |
-1.22 |
-1.0% |
121.37 |
| Low |
117.36 |
116.99 |
-0.37 |
-0.3% |
116.99 |
| Close |
117.78 |
117.43 |
-0.35 |
-0.3% |
117.43 |
| Range |
4.01 |
3.16 |
-0.85 |
-21.2% |
4.38 |
| ATR |
2.93 |
2.95 |
0.02 |
0.6% |
0.00 |
| Volume |
2,936 |
2,981 |
45 |
1.5% |
11,002 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.67 |
125.71 |
119.17 |
|
| R3 |
124.51 |
122.55 |
118.30 |
|
| R2 |
121.35 |
121.35 |
118.01 |
|
| R1 |
119.39 |
119.39 |
117.72 |
118.79 |
| PP |
118.19 |
118.19 |
118.19 |
117.89 |
| S1 |
116.23 |
116.23 |
117.14 |
115.63 |
| S2 |
115.03 |
115.03 |
116.85 |
|
| S3 |
111.87 |
113.07 |
116.56 |
|
| S4 |
108.71 |
109.91 |
115.69 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.74 |
128.96 |
119.84 |
|
| R3 |
127.36 |
124.58 |
118.63 |
|
| R2 |
122.98 |
122.98 |
118.23 |
|
| R1 |
120.20 |
120.20 |
117.83 |
119.40 |
| PP |
118.60 |
118.60 |
118.60 |
118.20 |
| S1 |
115.82 |
115.82 |
117.03 |
115.02 |
| S2 |
114.22 |
114.22 |
116.63 |
|
| S3 |
109.84 |
111.44 |
116.23 |
|
| S4 |
105.46 |
107.06 |
115.02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.58 |
|
2.618 |
128.42 |
|
1.618 |
125.26 |
|
1.000 |
123.31 |
|
0.618 |
122.10 |
|
HIGH |
120.15 |
|
0.618 |
118.94 |
|
0.500 |
118.57 |
|
0.382 |
118.20 |
|
LOW |
116.99 |
|
0.618 |
115.04 |
|
1.000 |
113.83 |
|
1.618 |
111.88 |
|
2.618 |
108.72 |
|
4.250 |
103.56 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.57 |
119.18 |
| PP |
118.19 |
118.60 |
| S1 |
117.81 |
118.01 |
|