NYMEX Light Sweet Crude Oil Future September 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 |
93.80 |
92.46 |
-1.34 |
-1.4% |
93.85 |
| High |
94.00 |
94.35 |
0.35 |
0.4% |
94.35 |
| Low |
92.20 |
92.46 |
0.26 |
0.3% |
92.20 |
| Close |
92.83 |
94.34 |
1.51 |
1.6% |
94.34 |
| Range |
1.80 |
1.89 |
0.09 |
5.0% |
2.15 |
| ATR |
0.85 |
0.92 |
0.07 |
8.8% |
0.00 |
| Volume |
4,283 |
2,925 |
-1,358 |
-31.7% |
16,876 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.39 |
98.75 |
95.38 |
|
| R3 |
97.50 |
96.86 |
94.86 |
|
| R2 |
95.61 |
95.61 |
94.69 |
|
| R1 |
94.97 |
94.97 |
94.51 |
95.29 |
| PP |
93.72 |
93.72 |
93.72 |
93.88 |
| S1 |
93.08 |
93.08 |
94.17 |
93.40 |
| S2 |
91.83 |
91.83 |
93.99 |
|
| S3 |
89.94 |
91.19 |
93.82 |
|
| S4 |
88.05 |
89.30 |
93.30 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.08 |
99.36 |
95.52 |
|
| R3 |
97.93 |
97.21 |
94.93 |
|
| R2 |
95.78 |
95.78 |
94.73 |
|
| R1 |
95.06 |
95.06 |
94.54 |
95.42 |
| PP |
93.63 |
93.63 |
93.63 |
93.81 |
| S1 |
92.91 |
92.91 |
94.14 |
93.27 |
| S2 |
91.48 |
91.48 |
93.95 |
|
| S3 |
89.33 |
90.76 |
93.75 |
|
| S4 |
87.18 |
88.61 |
93.16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.38 |
|
2.618 |
99.30 |
|
1.618 |
97.41 |
|
1.000 |
96.24 |
|
0.618 |
95.52 |
|
HIGH |
94.35 |
|
0.618 |
93.63 |
|
0.500 |
93.41 |
|
0.382 |
93.18 |
|
LOW |
92.46 |
|
0.618 |
91.29 |
|
1.000 |
90.57 |
|
1.618 |
89.40 |
|
2.618 |
87.51 |
|
4.250 |
84.43 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
94.03 |
93.99 |
| PP |
93.72 |
93.63 |
| S1 |
93.41 |
93.28 |
|