NYMEX Light Sweet Crude Oil Future July 2011
| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
90.91 |
91.95 |
1.04 |
1.1% |
89.95 |
| High |
91.95 |
92.28 |
0.33 |
0.4% |
91.32 |
| Low |
90.36 |
91.60 |
1.24 |
1.4% |
89.63 |
| Close |
91.83 |
92.24 |
0.41 |
0.4% |
90.89 |
| Range |
1.59 |
0.68 |
-0.91 |
-57.2% |
1.69 |
| ATR |
1.37 |
1.32 |
-0.05 |
-3.6% |
0.00 |
| Volume |
8,557 |
5,150 |
-3,407 |
-39.8% |
33,505 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.08 |
93.84 |
92.61 |
|
| R3 |
93.40 |
93.16 |
92.43 |
|
| R2 |
92.72 |
92.72 |
92.36 |
|
| R1 |
92.48 |
92.48 |
92.30 |
92.60 |
| PP |
92.04 |
92.04 |
92.04 |
92.10 |
| S1 |
91.80 |
91.80 |
92.18 |
91.92 |
| S2 |
91.36 |
91.36 |
92.12 |
|
| S3 |
90.68 |
91.12 |
92.05 |
|
| S4 |
90.00 |
90.44 |
91.87 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.68 |
94.98 |
91.82 |
|
| R3 |
93.99 |
93.29 |
91.35 |
|
| R2 |
92.30 |
92.30 |
91.20 |
|
| R1 |
91.60 |
91.60 |
91.04 |
91.95 |
| PP |
90.61 |
90.61 |
90.61 |
90.79 |
| S1 |
89.91 |
89.91 |
90.74 |
90.26 |
| S2 |
88.92 |
88.92 |
90.58 |
|
| S3 |
87.23 |
88.22 |
90.43 |
|
| S4 |
85.54 |
86.53 |
89.96 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.17 |
|
2.618 |
94.06 |
|
1.618 |
93.38 |
|
1.000 |
92.96 |
|
0.618 |
92.70 |
|
HIGH |
92.28 |
|
0.618 |
92.02 |
|
0.500 |
91.94 |
|
0.382 |
91.86 |
|
LOW |
91.60 |
|
0.618 |
91.18 |
|
1.000 |
90.92 |
|
1.618 |
90.50 |
|
2.618 |
89.82 |
|
4.250 |
88.71 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
92.14 |
91.93 |
| PP |
92.04 |
91.63 |
| S1 |
91.94 |
91.32 |
|