NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
91.63 |
90.38 |
-1.25 |
-1.4% |
86.45 |
| High |
91.66 |
90.64 |
-1.02 |
-1.1% |
90.31 |
| Low |
89.94 |
89.40 |
-0.54 |
-0.6% |
86.20 |
| Close |
90.40 |
90.29 |
-0.11 |
-0.1% |
90.12 |
| Range |
1.72 |
1.24 |
-0.48 |
-27.9% |
4.11 |
| ATR |
1.29 |
1.28 |
0.00 |
-0.3% |
0.00 |
| Volume |
7,140 |
7,146 |
6 |
0.1% |
12,734 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.83 |
93.30 |
90.97 |
|
| R3 |
92.59 |
92.06 |
90.63 |
|
| R2 |
91.35 |
91.35 |
90.52 |
|
| R1 |
90.82 |
90.82 |
90.40 |
90.47 |
| PP |
90.11 |
90.11 |
90.11 |
89.93 |
| S1 |
89.58 |
89.58 |
90.18 |
89.23 |
| S2 |
88.87 |
88.87 |
90.06 |
|
| S3 |
87.63 |
88.34 |
89.95 |
|
| S4 |
86.39 |
87.10 |
89.61 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.21 |
99.77 |
92.38 |
|
| R3 |
97.10 |
95.66 |
91.25 |
|
| R2 |
92.99 |
92.99 |
90.87 |
|
| R1 |
91.55 |
91.55 |
90.50 |
92.27 |
| PP |
88.88 |
88.88 |
88.88 |
89.24 |
| S1 |
87.44 |
87.44 |
89.74 |
88.16 |
| S2 |
84.77 |
84.77 |
89.37 |
|
| S3 |
80.66 |
83.33 |
88.99 |
|
| S4 |
76.55 |
79.22 |
87.86 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.91 |
|
2.618 |
93.89 |
|
1.618 |
92.65 |
|
1.000 |
91.88 |
|
0.618 |
91.41 |
|
HIGH |
90.64 |
|
0.618 |
90.17 |
|
0.500 |
90.02 |
|
0.382 |
89.87 |
|
LOW |
89.40 |
|
0.618 |
88.63 |
|
1.000 |
88.16 |
|
1.618 |
87.39 |
|
2.618 |
86.15 |
|
4.250 |
84.13 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
90.20 |
90.53 |
| PP |
90.11 |
90.45 |
| S1 |
90.02 |
90.37 |
|