NYMEX Light Sweet Crude Oil Future July 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 |
117.43 |
123.05 |
5.62 |
4.8% |
114.25 |
| High |
117.43 |
123.73 |
6.30 |
5.4% |
117.00 |
| Low |
117.43 |
123.05 |
5.62 |
4.8% |
114.00 |
| Close |
117.43 |
123.73 |
6.30 |
5.4% |
115.41 |
| Range |
0.00 |
0.68 |
0.68 |
|
3.00 |
| ATR |
1.80 |
2.12 |
0.32 |
17.9% |
0.00 |
| Volume |
855 |
423 |
-432 |
-50.5% |
1,671 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.54 |
125.32 |
124.10 |
|
| R3 |
124.86 |
124.64 |
123.92 |
|
| R2 |
124.18 |
124.18 |
123.85 |
|
| R1 |
123.96 |
123.96 |
123.79 |
124.07 |
| PP |
123.50 |
123.50 |
123.50 |
123.56 |
| S1 |
123.28 |
123.28 |
123.67 |
123.39 |
| S2 |
122.82 |
122.82 |
123.61 |
|
| S3 |
122.14 |
122.60 |
123.54 |
|
| S4 |
121.46 |
121.92 |
123.36 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.47 |
122.94 |
117.06 |
|
| R3 |
121.47 |
119.94 |
116.24 |
|
| R2 |
118.47 |
118.47 |
115.96 |
|
| R1 |
116.94 |
116.94 |
115.69 |
117.71 |
| PP |
115.47 |
115.47 |
115.47 |
115.85 |
| S1 |
113.94 |
113.94 |
115.14 |
114.71 |
| S2 |
112.47 |
112.47 |
114.86 |
|
| S3 |
109.47 |
110.94 |
114.59 |
|
| S4 |
106.47 |
107.94 |
113.76 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.62 |
|
2.618 |
125.51 |
|
1.618 |
124.83 |
|
1.000 |
124.41 |
|
0.618 |
124.15 |
|
HIGH |
123.73 |
|
0.618 |
123.47 |
|
0.500 |
123.39 |
|
0.382 |
123.31 |
|
LOW |
123.05 |
|
0.618 |
122.63 |
|
1.000 |
122.37 |
|
1.618 |
121.95 |
|
2.618 |
121.27 |
|
4.250 |
120.16 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.62 |
122.40 |
| PP |
123.50 |
121.06 |
| S1 |
123.39 |
119.73 |
|