NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
92.31 |
92.88 |
0.57 |
0.6% |
89.95 |
| High |
92.91 |
93.65 |
0.74 |
0.8% |
91.32 |
| Low |
92.31 |
92.52 |
0.21 |
0.2% |
89.63 |
| Close |
92.73 |
93.55 |
0.82 |
0.9% |
90.89 |
| Range |
0.60 |
1.13 |
0.53 |
88.3% |
1.69 |
| ATR |
1.27 |
1.26 |
-0.01 |
-0.8% |
0.00 |
| Volume |
3,854 |
6,468 |
2,614 |
67.8% |
33,505 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.63 |
96.22 |
94.17 |
|
| R3 |
95.50 |
95.09 |
93.86 |
|
| R2 |
94.37 |
94.37 |
93.76 |
|
| R1 |
93.96 |
93.96 |
93.65 |
94.17 |
| PP |
93.24 |
93.24 |
93.24 |
93.34 |
| S1 |
92.83 |
92.83 |
93.45 |
93.04 |
| S2 |
92.11 |
92.11 |
93.34 |
|
| S3 |
90.98 |
91.70 |
93.24 |
|
| S4 |
89.85 |
90.57 |
92.93 |
|
|
| 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 |
98.45 |
|
2.618 |
96.61 |
|
1.618 |
95.48 |
|
1.000 |
94.78 |
|
0.618 |
94.35 |
|
HIGH |
93.65 |
|
0.618 |
93.22 |
|
0.500 |
93.09 |
|
0.382 |
92.95 |
|
LOW |
92.52 |
|
0.618 |
91.82 |
|
1.000 |
91.39 |
|
1.618 |
90.69 |
|
2.618 |
89.56 |
|
4.250 |
87.72 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
93.40 |
93.24 |
| PP |
93.24 |
92.93 |
| S1 |
93.09 |
92.63 |
|