NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117.00 |
114.06 |
-2.94 |
-2.5% |
116.62 |
| High |
117.00 |
115.54 |
-1.46 |
-1.2% |
118.01 |
| Low |
114.70 |
113.01 |
-1.69 |
-1.5% |
113.01 |
| Close |
116.19 |
115.54 |
-0.65 |
-0.6% |
115.54 |
| Range |
2.30 |
2.53 |
0.23 |
10.0% |
5.00 |
| ATR |
2.92 |
2.94 |
0.02 |
0.6% |
0.00 |
| Volume |
1,338 |
3,144 |
1,806 |
135.0% |
9,658 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.29 |
121.44 |
116.93 |
|
| R3 |
119.76 |
118.91 |
116.24 |
|
| R2 |
117.23 |
117.23 |
116.00 |
|
| R1 |
116.38 |
116.38 |
115.77 |
116.81 |
| PP |
114.70 |
114.70 |
114.70 |
114.91 |
| S1 |
113.85 |
113.85 |
115.31 |
114.28 |
| S2 |
112.17 |
112.17 |
115.08 |
|
| S3 |
109.64 |
111.32 |
114.84 |
|
| S4 |
107.11 |
108.79 |
114.15 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.52 |
128.03 |
118.29 |
|
| R3 |
125.52 |
123.03 |
116.92 |
|
| R2 |
120.52 |
120.52 |
116.46 |
|
| R1 |
118.03 |
118.03 |
116.00 |
116.78 |
| PP |
115.52 |
115.52 |
115.52 |
114.89 |
| S1 |
113.03 |
113.03 |
115.08 |
111.78 |
| S2 |
110.52 |
110.52 |
114.62 |
|
| S3 |
105.52 |
108.03 |
114.17 |
|
| S4 |
100.52 |
103.03 |
112.79 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.29 |
|
2.618 |
122.16 |
|
1.618 |
119.63 |
|
1.000 |
118.07 |
|
0.618 |
117.10 |
|
HIGH |
115.54 |
|
0.618 |
114.57 |
|
0.500 |
114.28 |
|
0.382 |
113.98 |
|
LOW |
113.01 |
|
0.618 |
111.45 |
|
1.000 |
110.48 |
|
1.618 |
108.92 |
|
2.618 |
106.39 |
|
4.250 |
102.26 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.12 |
115.53 |
| PP |
114.70 |
115.52 |
| S1 |
114.28 |
115.51 |
|