NYMEX Light Sweet Crude Oil Future August 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 |
90.31 |
91.63 |
1.32 |
1.5% |
86.45 |
| High |
90.35 |
91.66 |
1.31 |
1.4% |
90.31 |
| Low |
89.50 |
89.94 |
0.44 |
0.5% |
86.20 |
| Close |
90.03 |
90.40 |
0.37 |
0.4% |
90.12 |
| Range |
0.85 |
1.72 |
0.87 |
102.4% |
4.11 |
| ATR |
1.25 |
1.29 |
0.03 |
2.7% |
0.00 |
| Volume |
7,178 |
7,140 |
-38 |
-0.5% |
12,734 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.83 |
94.83 |
91.35 |
|
| R3 |
94.11 |
93.11 |
90.87 |
|
| R2 |
92.39 |
92.39 |
90.72 |
|
| R1 |
91.39 |
91.39 |
90.56 |
91.03 |
| PP |
90.67 |
90.67 |
90.67 |
90.49 |
| S1 |
89.67 |
89.67 |
90.24 |
89.31 |
| S2 |
88.95 |
88.95 |
90.08 |
|
| S3 |
87.23 |
87.95 |
89.93 |
|
| S4 |
85.51 |
86.23 |
89.45 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.21 |
99.77 |
92.38 |
|
| R3 |
97.10 |
95.66 |
91.25 |
|
| R2 |
92.99 |
92.99 |
90.87 |
|
| R1 |
91.55 |
91.55 |
90.50 |
92.27 |
| PP |
88.88 |
88.88 |
88.88 |
89.24 |
| S1 |
87.44 |
87.44 |
89.74 |
88.16 |
| S2 |
84.77 |
84.77 |
89.37 |
|
| S3 |
80.66 |
83.33 |
88.99 |
|
| S4 |
76.55 |
79.22 |
87.86 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.97 |
|
2.618 |
96.16 |
|
1.618 |
94.44 |
|
1.000 |
93.38 |
|
0.618 |
92.72 |
|
HIGH |
91.66 |
|
0.618 |
91.00 |
|
0.500 |
90.80 |
|
0.382 |
90.60 |
|
LOW |
89.94 |
|
0.618 |
88.88 |
|
1.000 |
88.22 |
|
1.618 |
87.16 |
|
2.618 |
85.44 |
|
4.250 |
82.63 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
90.80 |
90.50 |
| PP |
90.67 |
90.47 |
| S1 |
90.53 |
90.43 |
|