NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
91.96 |
92.44 |
0.48 |
0.5% |
90.10 |
| High |
92.40 |
92.94 |
0.54 |
0.6% |
91.72 |
| Low |
91.91 |
92.44 |
0.53 |
0.6% |
89.80 |
| Close |
92.37 |
92.84 |
0.47 |
0.5% |
91.05 |
| Range |
0.49 |
0.50 |
0.01 |
2.0% |
1.92 |
| ATR |
1.18 |
1.14 |
-0.04 |
-3.7% |
0.00 |
| Volume |
3,411 |
2,613 |
-798 |
-23.4% |
24,104 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.24 |
94.04 |
93.12 |
|
| R3 |
93.74 |
93.54 |
92.98 |
|
| R2 |
93.24 |
93.24 |
92.93 |
|
| R1 |
93.04 |
93.04 |
92.89 |
93.14 |
| PP |
92.74 |
92.74 |
92.74 |
92.79 |
| S1 |
92.54 |
92.54 |
92.79 |
92.64 |
| S2 |
92.24 |
92.24 |
92.75 |
|
| S3 |
91.74 |
92.04 |
92.70 |
|
| S4 |
91.24 |
91.54 |
92.57 |
|
|
| 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 |
95.07 |
|
2.618 |
94.25 |
|
1.618 |
93.75 |
|
1.000 |
93.44 |
|
0.618 |
93.25 |
|
HIGH |
92.94 |
|
0.618 |
92.75 |
|
0.500 |
92.69 |
|
0.382 |
92.63 |
|
LOW |
92.44 |
|
0.618 |
92.13 |
|
1.000 |
91.94 |
|
1.618 |
91.63 |
|
2.618 |
91.13 |
|
4.250 |
90.32 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
92.79 |
92.48 |
| PP |
92.74 |
92.12 |
| S1 |
92.69 |
91.76 |
|