NYMEX Light Sweet Crude Oil Future August 2011
Trading Metrics calculated at close of trading on 17-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
91.11 |
91.37 |
0.26 |
0.3% |
90.10 |
High |
91.33 |
91.72 |
0.39 |
0.4% |
91.72 |
Low |
90.72 |
90.67 |
-0.05 |
-0.1% |
89.80 |
Close |
90.96 |
91.05 |
0.09 |
0.1% |
91.05 |
Range |
0.61 |
1.05 |
0.44 |
72.1% |
1.92 |
ATR |
1.23 |
1.21 |
-0.01 |
-1.0% |
0.00 |
Volume |
4,419 |
5,422 |
1,003 |
22.7% |
24,104 |
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.30 |
93.72 |
91.63 |
|
R3 |
93.25 |
92.67 |
91.34 |
|
R2 |
92.20 |
92.20 |
91.24 |
|
R1 |
91.62 |
91.62 |
91.15 |
91.39 |
PP |
91.15 |
91.15 |
91.15 |
91.03 |
S1 |
90.57 |
90.57 |
90.95 |
90.34 |
S2 |
90.10 |
90.10 |
90.86 |
|
S3 |
89.05 |
89.52 |
90.76 |
|
S4 |
88.00 |
88.47 |
90.47 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.62 |
95.75 |
92.11 |
|
R3 |
94.70 |
93.83 |
91.58 |
|
R2 |
92.78 |
92.78 |
91.40 |
|
R1 |
91.91 |
91.91 |
91.23 |
92.35 |
PP |
90.86 |
90.86 |
90.86 |
91.07 |
S1 |
89.99 |
89.99 |
90.87 |
90.43 |
S2 |
88.94 |
88.94 |
90.70 |
|
S3 |
87.02 |
88.07 |
90.52 |
|
S4 |
85.10 |
86.15 |
89.99 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.18 |
2.618 |
94.47 |
1.618 |
93.42 |
1.000 |
92.77 |
0.618 |
92.37 |
HIGH |
91.72 |
0.618 |
91.32 |
0.500 |
91.20 |
0.382 |
91.07 |
LOW |
90.67 |
0.618 |
90.02 |
1.000 |
89.62 |
1.618 |
88.97 |
2.618 |
87.92 |
4.250 |
86.21 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
91.20 |
90.95 |
PP |
91.15 |
90.86 |
S1 |
91.10 |
90.76 |
|