NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
90.18 |
89.95 |
-0.23 |
-0.3% |
90.29 |
| High |
90.50 |
91.31 |
0.81 |
0.9% |
91.82 |
| Low |
89.17 |
89.95 |
0.78 |
0.9% |
89.17 |
| Close |
89.70 |
90.52 |
0.82 |
0.9% |
89.70 |
| Range |
1.33 |
1.36 |
0.03 |
2.3% |
2.65 |
| ATR |
1.48 |
1.49 |
0.01 |
0.6% |
0.00 |
| Volume |
6,732 |
3,393 |
-3,339 |
-49.6% |
48,705 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.67 |
93.96 |
91.27 |
|
| R3 |
93.31 |
92.60 |
90.89 |
|
| R2 |
91.95 |
91.95 |
90.77 |
|
| R1 |
91.24 |
91.24 |
90.64 |
91.60 |
| PP |
90.59 |
90.59 |
90.59 |
90.77 |
| S1 |
89.88 |
89.88 |
90.40 |
90.24 |
| S2 |
89.23 |
89.23 |
90.27 |
|
| S3 |
87.87 |
88.52 |
90.15 |
|
| S4 |
86.51 |
87.16 |
89.77 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.18 |
96.59 |
91.16 |
|
| R3 |
95.53 |
93.94 |
90.43 |
|
| R2 |
92.88 |
92.88 |
90.19 |
|
| R1 |
91.29 |
91.29 |
89.94 |
90.76 |
| PP |
90.23 |
90.23 |
90.23 |
89.97 |
| S1 |
88.64 |
88.64 |
89.46 |
88.11 |
| S2 |
87.58 |
87.58 |
89.21 |
|
| S3 |
84.93 |
85.99 |
88.97 |
|
| S4 |
82.28 |
83.34 |
88.24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.09 |
|
2.618 |
94.87 |
|
1.618 |
93.51 |
|
1.000 |
92.67 |
|
0.618 |
92.15 |
|
HIGH |
91.31 |
|
0.618 |
90.79 |
|
0.500 |
90.63 |
|
0.382 |
90.47 |
|
LOW |
89.95 |
|
0.618 |
89.11 |
|
1.000 |
88.59 |
|
1.618 |
87.75 |
|
2.618 |
86.39 |
|
4.250 |
84.17 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
90.63 |
90.43 |
| PP |
90.59 |
90.33 |
| S1 |
90.56 |
90.24 |
|