NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.23 |
90.11 |
-0.12 |
-0.1% |
90.29 |
High |
90.95 |
91.32 |
0.37 |
0.4% |
91.82 |
Low |
90.23 |
89.63 |
-0.60 |
-0.7% |
89.17 |
Close |
90.54 |
91.11 |
0.57 |
0.6% |
89.70 |
Range |
0.72 |
1.69 |
0.97 |
134.7% |
2.65 |
ATR |
1.44 |
1.46 |
0.02 |
1.3% |
0.00 |
Volume |
8,217 |
5,670 |
-2,547 |
-31.0% |
48,705 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.76 |
95.12 |
92.04 |
|
R3 |
94.07 |
93.43 |
91.57 |
|
R2 |
92.38 |
92.38 |
91.42 |
|
R1 |
91.74 |
91.74 |
91.26 |
92.06 |
PP |
90.69 |
90.69 |
90.69 |
90.85 |
S1 |
90.05 |
90.05 |
90.96 |
90.37 |
S2 |
89.00 |
89.00 |
90.80 |
|
S3 |
87.31 |
88.36 |
90.65 |
|
S4 |
85.62 |
86.67 |
90.18 |
|
|
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 |
98.50 |
2.618 |
95.74 |
1.618 |
94.05 |
1.000 |
93.01 |
0.618 |
92.36 |
HIGH |
91.32 |
0.618 |
90.67 |
0.500 |
90.48 |
0.382 |
90.28 |
LOW |
89.63 |
0.618 |
88.59 |
1.000 |
87.94 |
1.618 |
86.90 |
2.618 |
85.21 |
4.250 |
82.45 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.90 |
90.90 |
PP |
90.69 |
90.69 |
S1 |
90.48 |
90.48 |
|