NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 17-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
91.00 |
91.22 |
0.22 |
0.2% |
89.95 |
High |
91.20 |
91.27 |
0.07 |
0.1% |
91.32 |
Low |
90.59 |
90.51 |
-0.08 |
-0.1% |
89.63 |
Close |
90.81 |
90.89 |
0.08 |
0.1% |
90.89 |
Range |
0.61 |
0.76 |
0.15 |
24.6% |
1.69 |
ATR |
1.40 |
1.35 |
-0.05 |
-3.3% |
0.00 |
Volume |
5,514 |
10,711 |
5,197 |
94.3% |
33,505 |
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.17 |
92.79 |
91.31 |
|
R3 |
92.41 |
92.03 |
91.10 |
|
R2 |
91.65 |
91.65 |
91.03 |
|
R1 |
91.27 |
91.27 |
90.96 |
91.08 |
PP |
90.89 |
90.89 |
90.89 |
90.80 |
S1 |
90.51 |
90.51 |
90.82 |
90.32 |
S2 |
90.13 |
90.13 |
90.75 |
|
S3 |
89.37 |
89.75 |
90.68 |
|
S4 |
88.61 |
88.99 |
90.47 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.68 |
94.98 |
91.82 |
|
R3 |
93.99 |
93.29 |
91.35 |
|
R2 |
92.30 |
92.30 |
91.20 |
|
R1 |
91.60 |
91.60 |
91.04 |
91.95 |
PP |
90.61 |
90.61 |
90.61 |
90.79 |
S1 |
89.91 |
89.91 |
90.74 |
90.26 |
S2 |
88.92 |
88.92 |
90.58 |
|
S3 |
87.23 |
88.22 |
90.43 |
|
S4 |
85.54 |
86.53 |
89.96 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.50 |
2.618 |
93.26 |
1.618 |
92.50 |
1.000 |
92.03 |
0.618 |
91.74 |
HIGH |
91.27 |
0.618 |
90.98 |
0.500 |
90.89 |
0.382 |
90.80 |
LOW |
90.51 |
0.618 |
90.04 |
1.000 |
89.75 |
1.618 |
89.28 |
2.618 |
88.52 |
4.250 |
87.28 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
90.89 |
90.75 |
PP |
90.89 |
90.61 |
S1 |
90.89 |
90.48 |
|