NYMEX Light Sweet Crude Oil Future September 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 |
92.52 |
92.96 |
0.44 |
0.5% |
90.30 |
| High |
92.89 |
93.72 |
0.83 |
0.9% |
91.50 |
| Low |
92.52 |
92.79 |
0.27 |
0.3% |
89.83 |
| Close |
92.91 |
93.72 |
0.81 |
0.9% |
91.16 |
| Range |
0.37 |
0.93 |
0.56 |
151.4% |
1.67 |
| ATR |
|
|
|
|
|
| Volume |
2,377 |
2,864 |
487 |
20.5% |
24,768 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.20 |
95.89 |
94.23 |
|
| R3 |
95.27 |
94.96 |
93.98 |
|
| R2 |
94.34 |
94.34 |
93.89 |
|
| R1 |
94.03 |
94.03 |
93.81 |
94.19 |
| PP |
93.41 |
93.41 |
93.41 |
93.49 |
| S1 |
93.10 |
93.10 |
93.63 |
93.26 |
| S2 |
92.48 |
92.48 |
93.55 |
|
| S3 |
91.55 |
92.17 |
93.46 |
|
| S4 |
90.62 |
91.24 |
93.21 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.84 |
95.17 |
92.08 |
|
| R3 |
94.17 |
93.50 |
91.62 |
|
| R2 |
92.50 |
92.50 |
91.47 |
|
| R1 |
91.83 |
91.83 |
91.31 |
92.17 |
| PP |
90.83 |
90.83 |
90.83 |
91.00 |
| S1 |
90.16 |
90.16 |
91.01 |
90.50 |
| S2 |
89.16 |
89.16 |
90.85 |
|
| S3 |
87.49 |
88.49 |
90.70 |
|
| S4 |
85.82 |
86.82 |
90.24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.67 |
|
2.618 |
96.15 |
|
1.618 |
95.22 |
|
1.000 |
94.65 |
|
0.618 |
94.29 |
|
HIGH |
93.72 |
|
0.618 |
93.36 |
|
0.500 |
93.26 |
|
0.382 |
93.15 |
|
LOW |
92.79 |
|
0.618 |
92.22 |
|
1.000 |
91.86 |
|
1.618 |
91.29 |
|
2.618 |
90.36 |
|
4.250 |
88.84 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
93.57 |
93.43 |
| PP |
93.41 |
93.14 |
| S1 |
93.26 |
92.85 |
|