NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.11 |
91.00 |
0.89 |
1.0% |
90.29 |
High |
91.32 |
91.20 |
-0.12 |
-0.1% |
91.82 |
Low |
89.63 |
90.59 |
0.96 |
1.1% |
89.17 |
Close |
91.11 |
90.81 |
-0.30 |
-0.3% |
89.70 |
Range |
1.69 |
0.61 |
-1.08 |
-63.9% |
2.65 |
ATR |
1.46 |
1.40 |
-0.06 |
-4.2% |
0.00 |
Volume |
5,670 |
5,514 |
-156 |
-2.8% |
48,705 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.70 |
92.36 |
91.15 |
|
R3 |
92.09 |
91.75 |
90.98 |
|
R2 |
91.48 |
91.48 |
90.92 |
|
R1 |
91.14 |
91.14 |
90.87 |
91.01 |
PP |
90.87 |
90.87 |
90.87 |
90.80 |
S1 |
90.53 |
90.53 |
90.75 |
90.40 |
S2 |
90.26 |
90.26 |
90.70 |
|
S3 |
89.65 |
89.92 |
90.64 |
|
S4 |
89.04 |
89.31 |
90.47 |
|
|
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 |
93.79 |
2.618 |
92.80 |
1.618 |
92.19 |
1.000 |
91.81 |
0.618 |
91.58 |
HIGH |
91.20 |
0.618 |
90.97 |
0.500 |
90.90 |
0.382 |
90.82 |
LOW |
90.59 |
0.618 |
90.21 |
1.000 |
89.98 |
1.618 |
89.60 |
2.618 |
88.99 |
4.250 |
88.00 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.90 |
90.70 |
PP |
90.87 |
90.59 |
S1 |
90.84 |
90.48 |
|