NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
90.29 |
89.94 |
-0.35 |
-0.4% |
86.07 |
| High |
90.48 |
91.82 |
1.34 |
1.5% |
90.34 |
| Low |
89.66 |
89.90 |
0.24 |
0.3% |
85.92 |
| Close |
90.13 |
90.39 |
0.26 |
0.3% |
90.14 |
| Range |
0.82 |
1.92 |
1.10 |
134.1% |
4.42 |
| ATR |
1.50 |
1.53 |
0.03 |
2.0% |
0.00 |
| Volume |
10,380 |
11,185 |
805 |
7.8% |
22,997 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.46 |
95.35 |
91.45 |
|
| R3 |
94.54 |
93.43 |
90.92 |
|
| R2 |
92.62 |
92.62 |
90.74 |
|
| R1 |
91.51 |
91.51 |
90.57 |
92.07 |
| PP |
90.70 |
90.70 |
90.70 |
90.98 |
| S1 |
89.59 |
89.59 |
90.21 |
90.15 |
| S2 |
88.78 |
88.78 |
90.04 |
|
| S3 |
86.86 |
87.67 |
89.86 |
|
| S4 |
84.94 |
85.75 |
89.33 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.06 |
100.52 |
92.57 |
|
| R3 |
97.64 |
96.10 |
91.36 |
|
| R2 |
93.22 |
93.22 |
90.95 |
|
| R1 |
91.68 |
91.68 |
90.55 |
92.45 |
| PP |
88.80 |
88.80 |
88.80 |
89.19 |
| S1 |
87.26 |
87.26 |
89.73 |
88.03 |
| S2 |
84.38 |
84.38 |
89.33 |
|
| S3 |
79.96 |
82.84 |
88.92 |
|
| S4 |
75.54 |
78.42 |
87.71 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.98 |
|
2.618 |
96.85 |
|
1.618 |
94.93 |
|
1.000 |
93.74 |
|
0.618 |
93.01 |
|
HIGH |
91.82 |
|
0.618 |
91.09 |
|
0.500 |
90.86 |
|
0.382 |
90.63 |
|
LOW |
89.90 |
|
0.618 |
88.71 |
|
1.000 |
87.98 |
|
1.618 |
86.79 |
|
2.618 |
84.87 |
|
4.250 |
81.74 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
90.86 |
90.42 |
| PP |
90.70 |
90.41 |
| S1 |
90.55 |
90.40 |
|