NYMEX Light Sweet Crude Oil Future September 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
93.69 |
93.80 |
0.11 |
0.1% |
91.20 |
| High |
93.90 |
94.00 |
0.10 |
0.1% |
93.72 |
| Low |
93.34 |
92.20 |
-1.14 |
-1.2% |
90.73 |
| Close |
93.71 |
92.83 |
-0.88 |
-0.9% |
93.72 |
| Range |
0.56 |
1.80 |
1.24 |
221.4% |
2.99 |
| ATR |
0.77 |
0.85 |
0.07 |
9.5% |
0.00 |
| Volume |
4,234 |
4,283 |
49 |
1.2% |
13,600 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.41 |
97.42 |
93.82 |
|
| R3 |
96.61 |
95.62 |
93.33 |
|
| R2 |
94.81 |
94.81 |
93.16 |
|
| R1 |
93.82 |
93.82 |
93.00 |
93.42 |
| PP |
93.01 |
93.01 |
93.01 |
92.81 |
| S1 |
92.02 |
92.02 |
92.67 |
91.62 |
| S2 |
91.21 |
91.21 |
92.50 |
|
| S3 |
89.41 |
90.22 |
92.34 |
|
| S4 |
87.61 |
88.42 |
91.84 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.69 |
100.70 |
95.36 |
|
| R3 |
98.70 |
97.71 |
94.54 |
|
| R2 |
95.71 |
95.71 |
94.27 |
|
| R1 |
94.72 |
94.72 |
93.99 |
95.22 |
| PP |
92.72 |
92.72 |
92.72 |
92.97 |
| S1 |
91.73 |
91.73 |
93.45 |
92.23 |
| S2 |
89.73 |
89.73 |
93.17 |
|
| S3 |
86.74 |
88.74 |
92.90 |
|
| S4 |
83.75 |
85.75 |
92.08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.65 |
|
2.618 |
98.71 |
|
1.618 |
96.91 |
|
1.000 |
95.80 |
|
0.618 |
95.11 |
|
HIGH |
94.00 |
|
0.618 |
93.31 |
|
0.500 |
93.10 |
|
0.382 |
92.89 |
|
LOW |
92.20 |
|
0.618 |
91.09 |
|
1.000 |
90.40 |
|
1.618 |
89.29 |
|
2.618 |
87.49 |
|
4.250 |
84.55 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
93.10 |
93.12 |
| PP |
93.01 |
93.02 |
| S1 |
92.92 |
92.93 |
|