NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
90.38 |
91.09 |
0.71 |
0.8% |
86.45 |
| High |
90.64 |
91.13 |
0.49 |
0.5% |
90.31 |
| Low |
89.40 |
89.96 |
0.56 |
0.6% |
86.20 |
| Close |
90.29 |
90.25 |
-0.04 |
0.0% |
90.12 |
| Range |
1.24 |
1.17 |
-0.07 |
-5.6% |
4.11 |
| ATR |
1.28 |
1.27 |
-0.01 |
-0.6% |
0.00 |
| Volume |
7,146 |
5,369 |
-1,777 |
-24.9% |
12,734 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.96 |
93.27 |
90.89 |
|
| R3 |
92.79 |
92.10 |
90.57 |
|
| R2 |
91.62 |
91.62 |
90.46 |
|
| R1 |
90.93 |
90.93 |
90.36 |
90.69 |
| PP |
90.45 |
90.45 |
90.45 |
90.33 |
| S1 |
89.76 |
89.76 |
90.14 |
89.52 |
| S2 |
89.28 |
89.28 |
90.04 |
|
| S3 |
88.11 |
88.59 |
89.93 |
|
| S4 |
86.94 |
87.42 |
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 |
96.10 |
|
2.618 |
94.19 |
|
1.618 |
93.02 |
|
1.000 |
92.30 |
|
0.618 |
91.85 |
|
HIGH |
91.13 |
|
0.618 |
90.68 |
|
0.500 |
90.55 |
|
0.382 |
90.41 |
|
LOW |
89.96 |
|
0.618 |
89.24 |
|
1.000 |
88.79 |
|
1.618 |
88.07 |
|
2.618 |
86.90 |
|
4.250 |
84.99 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
90.55 |
90.53 |
| PP |
90.45 |
90.44 |
| S1 |
90.35 |
90.34 |
|