NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
92.44 |
93.00 |
0.56 |
0.6% |
90.10 |
| High |
92.94 |
93.76 |
0.82 |
0.9% |
91.72 |
| Low |
92.44 |
92.62 |
0.18 |
0.2% |
89.80 |
| Close |
92.84 |
93.65 |
0.81 |
0.9% |
91.05 |
| Range |
0.50 |
1.14 |
0.64 |
128.0% |
1.92 |
| ATR |
1.14 |
1.14 |
0.00 |
0.0% |
0.00 |
| Volume |
2,613 |
3,542 |
929 |
35.6% |
24,104 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.76 |
96.35 |
94.28 |
|
| R3 |
95.62 |
95.21 |
93.96 |
|
| R2 |
94.48 |
94.48 |
93.86 |
|
| R1 |
94.07 |
94.07 |
93.75 |
94.28 |
| PP |
93.34 |
93.34 |
93.34 |
93.45 |
| S1 |
92.93 |
92.93 |
93.55 |
93.14 |
| S2 |
92.20 |
92.20 |
93.44 |
|
| S3 |
91.06 |
91.79 |
93.34 |
|
| S4 |
89.92 |
90.65 |
93.02 |
|
|
| 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 |
98.61 |
|
2.618 |
96.74 |
|
1.618 |
95.60 |
|
1.000 |
94.90 |
|
0.618 |
94.46 |
|
HIGH |
93.76 |
|
0.618 |
93.32 |
|
0.500 |
93.19 |
|
0.382 |
93.06 |
|
LOW |
92.62 |
|
0.618 |
91.92 |
|
1.000 |
91.48 |
|
1.618 |
90.78 |
|
2.618 |
89.64 |
|
4.250 |
87.78 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
93.50 |
93.38 |
| PP |
93.34 |
93.11 |
| S1 |
93.19 |
92.84 |
|