NYMEX Light Sweet Crude Oil Future July 2011
Trading Metrics calculated at close of trading on 20-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
91.22 |
90.91 |
-0.31 |
-0.3% |
89.95 |
High |
91.27 |
91.95 |
0.68 |
0.7% |
91.32 |
Low |
90.51 |
90.36 |
-0.15 |
-0.2% |
89.63 |
Close |
90.89 |
91.83 |
0.94 |
1.0% |
90.89 |
Range |
0.76 |
1.59 |
0.83 |
109.2% |
1.69 |
ATR |
1.35 |
1.37 |
0.02 |
1.3% |
0.00 |
Volume |
10,711 |
8,557 |
-2,154 |
-20.1% |
33,505 |
|
Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.15 |
95.58 |
92.70 |
|
R3 |
94.56 |
93.99 |
92.27 |
|
R2 |
92.97 |
92.97 |
92.12 |
|
R1 |
92.40 |
92.40 |
91.98 |
92.69 |
PP |
91.38 |
91.38 |
91.38 |
91.52 |
S1 |
90.81 |
90.81 |
91.68 |
91.10 |
S2 |
89.79 |
89.79 |
91.54 |
|
S3 |
88.20 |
89.22 |
91.39 |
|
S4 |
86.61 |
87.63 |
90.96 |
|
|
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 |
98.71 |
2.618 |
96.11 |
1.618 |
94.52 |
1.000 |
93.54 |
0.618 |
92.93 |
HIGH |
91.95 |
0.618 |
91.34 |
0.500 |
91.16 |
0.382 |
90.97 |
LOW |
90.36 |
0.618 |
89.38 |
1.000 |
88.77 |
1.618 |
87.79 |
2.618 |
86.20 |
4.250 |
83.60 |
|
|
Fisher Pivots for day following 20-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
91.61 |
91.61 |
PP |
91.38 |
91.38 |
S1 |
91.16 |
91.16 |
|