NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
91.95 |
92.31 |
0.36 |
0.4% |
89.95 |
| High |
92.28 |
92.91 |
0.63 |
0.7% |
91.32 |
| Low |
91.60 |
92.31 |
0.71 |
0.8% |
89.63 |
| Close |
92.24 |
92.73 |
0.49 |
0.5% |
90.89 |
| Range |
0.68 |
0.60 |
-0.08 |
-11.8% |
1.69 |
| ATR |
1.32 |
1.27 |
-0.05 |
-3.5% |
0.00 |
| Volume |
5,150 |
3,854 |
-1,296 |
-25.2% |
33,505 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.45 |
94.19 |
93.06 |
|
| R3 |
93.85 |
93.59 |
92.90 |
|
| R2 |
93.25 |
93.25 |
92.84 |
|
| R1 |
92.99 |
92.99 |
92.79 |
93.12 |
| PP |
92.65 |
92.65 |
92.65 |
92.72 |
| S1 |
92.39 |
92.39 |
92.68 |
92.52 |
| S2 |
92.05 |
92.05 |
92.62 |
|
| S3 |
91.45 |
91.79 |
92.57 |
|
| S4 |
90.85 |
91.19 |
92.40 |
|
|
| 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 |
95.46 |
|
2.618 |
94.48 |
|
1.618 |
93.88 |
|
1.000 |
93.51 |
|
0.618 |
93.28 |
|
HIGH |
92.91 |
|
0.618 |
92.68 |
|
0.500 |
92.61 |
|
0.382 |
92.54 |
|
LOW |
92.31 |
|
0.618 |
91.94 |
|
1.000 |
91.71 |
|
1.618 |
91.34 |
|
2.618 |
90.74 |
|
4.250 |
89.76 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
92.69 |
92.37 |
| PP |
92.65 |
92.00 |
| S1 |
92.61 |
91.64 |
|