NYMEX Light Sweet Crude Oil Future August 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 |
90.30 |
90.10 |
-0.20 |
-0.2% |
90.31 |
| High |
90.57 |
91.36 |
0.79 |
0.9% |
91.66 |
| Low |
89.48 |
90.10 |
0.62 |
0.7% |
89.40 |
| Close |
89.76 |
90.57 |
0.81 |
0.9% |
89.76 |
| Range |
1.09 |
1.26 |
0.17 |
15.6% |
2.26 |
| ATR |
1.26 |
1.29 |
0.02 |
1.9% |
0.00 |
| Volume |
4,603 |
1,579 |
-3,024 |
-65.7% |
31,436 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.46 |
93.77 |
91.26 |
|
| R3 |
93.20 |
92.51 |
90.92 |
|
| R2 |
91.94 |
91.94 |
90.80 |
|
| R1 |
91.25 |
91.25 |
90.69 |
91.60 |
| PP |
90.68 |
90.68 |
90.68 |
90.85 |
| S1 |
89.99 |
89.99 |
90.45 |
90.34 |
| S2 |
89.42 |
89.42 |
90.34 |
|
| S3 |
88.16 |
88.73 |
90.22 |
|
| S4 |
86.90 |
87.47 |
89.88 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.05 |
95.67 |
91.00 |
|
| R3 |
94.79 |
93.41 |
90.38 |
|
| R2 |
92.53 |
92.53 |
90.17 |
|
| R1 |
91.15 |
91.15 |
89.97 |
90.71 |
| PP |
90.27 |
90.27 |
90.27 |
90.06 |
| S1 |
88.89 |
88.89 |
89.55 |
88.45 |
| S2 |
88.01 |
88.01 |
89.35 |
|
| S3 |
85.75 |
86.63 |
89.14 |
|
| S4 |
83.49 |
84.37 |
88.52 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.72 |
|
2.618 |
94.66 |
|
1.618 |
93.40 |
|
1.000 |
92.62 |
|
0.618 |
92.14 |
|
HIGH |
91.36 |
|
0.618 |
90.88 |
|
0.500 |
90.73 |
|
0.382 |
90.58 |
|
LOW |
90.10 |
|
0.618 |
89.32 |
|
1.000 |
88.84 |
|
1.618 |
88.06 |
|
2.618 |
86.80 |
|
4.250 |
84.75 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
90.73 |
90.52 |
| PP |
90.68 |
90.47 |
| S1 |
90.62 |
90.42 |
|