NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
93.83 |
92.56 |
-1.27 |
-1.4% |
93.67 |
| High |
93.97 |
94.28 |
0.31 |
0.3% |
94.28 |
| Low |
92.13 |
92.03 |
-0.10 |
-0.1% |
92.03 |
| Close |
92.73 |
94.23 |
1.50 |
1.6% |
94.23 |
| Range |
1.84 |
2.25 |
0.41 |
22.3% |
2.25 |
| ATR |
1.10 |
1.18 |
0.08 |
7.4% |
0.00 |
| Volume |
4,576 |
6,981 |
2,405 |
52.6% |
20,382 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.26 |
99.50 |
95.47 |
|
| R3 |
98.01 |
97.25 |
94.85 |
|
| R2 |
95.76 |
95.76 |
94.64 |
|
| R1 |
95.00 |
95.00 |
94.44 |
95.38 |
| PP |
93.51 |
93.51 |
93.51 |
93.71 |
| S1 |
92.75 |
92.75 |
94.02 |
93.13 |
| S2 |
91.26 |
91.26 |
93.82 |
|
| S3 |
89.01 |
90.50 |
93.61 |
|
| S4 |
86.76 |
88.25 |
92.99 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.26 |
99.50 |
95.47 |
|
| R3 |
98.01 |
97.25 |
94.85 |
|
| R2 |
95.76 |
95.76 |
94.64 |
|
| R1 |
95.00 |
95.00 |
94.44 |
95.38 |
| PP |
93.51 |
93.51 |
93.51 |
93.71 |
| S1 |
92.75 |
92.75 |
94.02 |
93.13 |
| S2 |
91.26 |
91.26 |
93.82 |
|
| S3 |
89.01 |
90.50 |
93.61 |
|
| S4 |
86.76 |
88.25 |
92.99 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.84 |
|
2.618 |
100.17 |
|
1.618 |
97.92 |
|
1.000 |
96.53 |
|
0.618 |
95.67 |
|
HIGH |
94.28 |
|
0.618 |
93.42 |
|
0.500 |
93.16 |
|
0.382 |
92.89 |
|
LOW |
92.03 |
|
0.618 |
90.64 |
|
1.000 |
89.78 |
|
1.618 |
88.39 |
|
2.618 |
86.14 |
|
4.250 |
82.47 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
93.87 |
93.87 |
| PP |
93.51 |
93.51 |
| S1 |
93.16 |
93.16 |
|