NYMEX Light Sweet Crude Oil Future July 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 |
123.05 |
120.29 |
-2.76 |
-2.2% |
114.20 |
| High |
123.73 |
120.29 |
-3.44 |
-2.8% |
123.73 |
| Low |
123.05 |
117.18 |
-5.87 |
-4.8% |
114.20 |
| Close |
123.73 |
117.24 |
-6.49 |
-5.2% |
117.24 |
| Range |
0.68 |
3.11 |
2.43 |
357.4% |
9.53 |
| ATR |
2.12 |
2.43 |
0.32 |
15.0% |
0.00 |
| Volume |
423 |
630 |
207 |
48.9% |
2,289 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.57 |
125.51 |
118.95 |
|
| R3 |
124.46 |
122.40 |
118.10 |
|
| R2 |
121.35 |
121.35 |
117.81 |
|
| R1 |
119.29 |
119.29 |
117.53 |
118.77 |
| PP |
118.24 |
118.24 |
118.24 |
117.97 |
| S1 |
116.18 |
116.18 |
116.95 |
115.66 |
| S2 |
115.13 |
115.13 |
116.67 |
|
| S3 |
112.02 |
113.07 |
116.38 |
|
| S4 |
108.91 |
109.96 |
115.53 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.98 |
141.64 |
122.48 |
|
| R3 |
137.45 |
132.11 |
119.86 |
|
| R2 |
127.92 |
127.92 |
118.99 |
|
| R1 |
122.58 |
122.58 |
118.11 |
125.25 |
| PP |
118.39 |
118.39 |
118.39 |
119.73 |
| S1 |
113.05 |
113.05 |
116.37 |
115.72 |
| S2 |
108.86 |
108.86 |
115.49 |
|
| S3 |
99.33 |
103.52 |
114.62 |
|
| S4 |
89.80 |
93.99 |
112.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.51 |
|
2.618 |
128.43 |
|
1.618 |
125.32 |
|
1.000 |
123.40 |
|
0.618 |
122.21 |
|
HIGH |
120.29 |
|
0.618 |
119.10 |
|
0.500 |
118.74 |
|
0.382 |
118.37 |
|
LOW |
117.18 |
|
0.618 |
115.26 |
|
1.000 |
114.07 |
|
1.618 |
112.15 |
|
2.618 |
109.04 |
|
4.250 |
103.96 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.74 |
120.46 |
| PP |
118.24 |
119.38 |
| S1 |
117.74 |
118.31 |
|