NYMEX Light Sweet Crude Oil Future August 2011
| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
91.37 |
91.07 |
-0.30 |
-0.3% |
90.10 |
| High |
91.72 |
92.07 |
0.35 |
0.4% |
91.72 |
| Low |
90.67 |
90.58 |
-0.09 |
-0.1% |
89.80 |
| Close |
91.05 |
91.98 |
0.93 |
1.0% |
91.05 |
| Range |
1.05 |
1.49 |
0.44 |
41.9% |
1.92 |
| ATR |
1.21 |
1.23 |
0.02 |
1.6% |
0.00 |
| Volume |
5,422 |
5,360 |
-62 |
-1.1% |
24,104 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.01 |
95.49 |
92.80 |
|
| R3 |
94.52 |
94.00 |
92.39 |
|
| R2 |
93.03 |
93.03 |
92.25 |
|
| R1 |
92.51 |
92.51 |
92.12 |
92.77 |
| PP |
91.54 |
91.54 |
91.54 |
91.68 |
| S1 |
91.02 |
91.02 |
91.84 |
91.28 |
| S2 |
90.05 |
90.05 |
91.71 |
|
| S3 |
88.56 |
89.53 |
91.57 |
|
| S4 |
87.07 |
88.04 |
91.16 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.62 |
95.75 |
92.11 |
|
| R3 |
94.70 |
93.83 |
91.58 |
|
| R2 |
92.78 |
92.78 |
91.40 |
|
| R1 |
91.91 |
91.91 |
91.23 |
92.35 |
| PP |
90.86 |
90.86 |
90.86 |
91.07 |
| S1 |
89.99 |
89.99 |
90.87 |
90.43 |
| S2 |
88.94 |
88.94 |
90.70 |
|
| S3 |
87.02 |
88.07 |
90.52 |
|
| S4 |
85.10 |
86.15 |
89.99 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.40 |
|
2.618 |
95.97 |
|
1.618 |
94.48 |
|
1.000 |
93.56 |
|
0.618 |
92.99 |
|
HIGH |
92.07 |
|
0.618 |
91.50 |
|
0.500 |
91.33 |
|
0.382 |
91.15 |
|
LOW |
90.58 |
|
0.618 |
89.66 |
|
1.000 |
89.09 |
|
1.618 |
88.17 |
|
2.618 |
86.68 |
|
4.250 |
84.25 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
91.76 |
91.76 |
| PP |
91.54 |
91.54 |
| S1 |
91.33 |
91.33 |
|