NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
89.95 |
90.23 |
0.28 |
0.3% |
90.29 |
High |
91.31 |
90.95 |
-0.36 |
-0.4% |
91.82 |
Low |
89.95 |
90.23 |
0.28 |
0.3% |
89.17 |
Close |
90.52 |
90.54 |
0.02 |
0.0% |
89.70 |
Range |
1.36 |
0.72 |
-0.64 |
-47.1% |
2.65 |
ATR |
1.49 |
1.44 |
-0.06 |
-3.7% |
0.00 |
Volume |
3,393 |
8,217 |
4,824 |
142.2% |
48,705 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.73 |
92.36 |
90.94 |
|
R3 |
92.01 |
91.64 |
90.74 |
|
R2 |
91.29 |
91.29 |
90.67 |
|
R1 |
90.92 |
90.92 |
90.61 |
91.11 |
PP |
90.57 |
90.57 |
90.57 |
90.67 |
S1 |
90.20 |
90.20 |
90.47 |
90.39 |
S2 |
89.85 |
89.85 |
90.41 |
|
S3 |
89.13 |
89.48 |
90.34 |
|
S4 |
88.41 |
88.76 |
90.14 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.18 |
96.59 |
91.16 |
|
R3 |
95.53 |
93.94 |
90.43 |
|
R2 |
92.88 |
92.88 |
90.19 |
|
R1 |
91.29 |
91.29 |
89.94 |
90.76 |
PP |
90.23 |
90.23 |
90.23 |
89.97 |
S1 |
88.64 |
88.64 |
89.46 |
88.11 |
S2 |
87.58 |
87.58 |
89.21 |
|
S3 |
84.93 |
85.99 |
88.97 |
|
S4 |
82.28 |
83.34 |
88.24 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.01 |
2.618 |
92.83 |
1.618 |
92.11 |
1.000 |
91.67 |
0.618 |
91.39 |
HIGH |
90.95 |
0.618 |
90.67 |
0.500 |
90.59 |
0.382 |
90.51 |
LOW |
90.23 |
0.618 |
89.79 |
1.000 |
89.51 |
1.618 |
89.07 |
2.618 |
88.35 |
4.250 |
87.17 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.59 |
90.44 |
PP |
90.57 |
90.34 |
S1 |
90.56 |
90.24 |
|