NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
90.23 |
91.11 |
0.88 |
1.0% |
90.31 |
High |
91.43 |
91.33 |
-0.10 |
-0.1% |
91.66 |
Low |
89.80 |
90.72 |
0.92 |
1.0% |
89.40 |
Close |
91.22 |
90.96 |
-0.26 |
-0.3% |
89.76 |
Range |
1.63 |
0.61 |
-1.02 |
-62.6% |
2.26 |
ATR |
1.28 |
1.23 |
-0.05 |
-3.7% |
0.00 |
Volume |
3,053 |
4,419 |
1,366 |
44.7% |
31,436 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.83 |
92.51 |
91.30 |
|
R3 |
92.22 |
91.90 |
91.13 |
|
R2 |
91.61 |
91.61 |
91.07 |
|
R1 |
91.29 |
91.29 |
91.02 |
91.15 |
PP |
91.00 |
91.00 |
91.00 |
90.93 |
S1 |
90.68 |
90.68 |
90.90 |
90.54 |
S2 |
90.39 |
90.39 |
90.85 |
|
S3 |
89.78 |
90.07 |
90.79 |
|
S4 |
89.17 |
89.46 |
90.62 |
|
|
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 |
93.92 |
2.618 |
92.93 |
1.618 |
92.32 |
1.000 |
91.94 |
0.618 |
91.71 |
HIGH |
91.33 |
0.618 |
91.10 |
0.500 |
91.03 |
0.382 |
90.95 |
LOW |
90.72 |
0.618 |
90.34 |
1.000 |
90.11 |
1.618 |
89.73 |
2.618 |
89.12 |
4.250 |
88.13 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
91.03 |
90.85 |
PP |
91.00 |
90.73 |
S1 |
90.98 |
90.62 |
|