NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
90.27 |
90.23 |
-0.04 |
0.0% |
90.31 |
| High |
91.03 |
91.43 |
0.40 |
0.4% |
91.66 |
| Low |
90.27 |
89.80 |
-0.47 |
-0.5% |
89.40 |
| Close |
90.63 |
91.22 |
0.59 |
0.7% |
89.76 |
| Range |
0.76 |
1.63 |
0.87 |
114.5% |
2.26 |
| ATR |
1.25 |
1.28 |
0.03 |
2.2% |
0.00 |
| Volume |
9,631 |
3,053 |
-6,578 |
-68.3% |
31,436 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.71 |
95.09 |
92.12 |
|
| R3 |
94.08 |
93.46 |
91.67 |
|
| R2 |
92.45 |
92.45 |
91.52 |
|
| R1 |
91.83 |
91.83 |
91.37 |
92.14 |
| PP |
90.82 |
90.82 |
90.82 |
90.97 |
| S1 |
90.20 |
90.20 |
91.07 |
90.51 |
| S2 |
89.19 |
89.19 |
90.92 |
|
| S3 |
87.56 |
88.57 |
90.77 |
|
| S4 |
85.93 |
86.94 |
90.32 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.05 |
95.67 |
91.00 |
|
| R3 |
94.79 |
93.41 |
90.38 |
|
| R2 |
92.53 |
92.53 |
90.17 |
|
| R1 |
91.15 |
91.15 |
89.97 |
90.71 |
| PP |
90.27 |
90.27 |
90.27 |
90.06 |
| S1 |
88.89 |
88.89 |
89.55 |
88.45 |
| S2 |
88.01 |
88.01 |
89.35 |
|
| S3 |
85.75 |
86.63 |
89.14 |
|
| S4 |
83.49 |
84.37 |
88.52 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.36 |
|
2.618 |
95.70 |
|
1.618 |
94.07 |
|
1.000 |
93.06 |
|
0.618 |
92.44 |
|
HIGH |
91.43 |
|
0.618 |
90.81 |
|
0.500 |
90.62 |
|
0.382 |
90.42 |
|
LOW |
89.80 |
|
0.618 |
88.79 |
|
1.000 |
88.17 |
|
1.618 |
87.16 |
|
2.618 |
85.53 |
|
4.250 |
82.87 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
91.02 |
91.02 |
| PP |
90.82 |
90.82 |
| S1 |
90.62 |
90.62 |
|