NYMEX Light Sweet Crude Oil Future August 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 |
91.07 |
91.96 |
0.89 |
1.0% |
90.10 |
| High |
92.07 |
92.40 |
0.33 |
0.4% |
91.72 |
| Low |
90.58 |
91.91 |
1.33 |
1.5% |
89.80 |
| Close |
91.98 |
92.37 |
0.39 |
0.4% |
91.05 |
| Range |
1.49 |
0.49 |
-1.00 |
-67.1% |
1.92 |
| ATR |
1.23 |
1.18 |
-0.05 |
-4.3% |
0.00 |
| Volume |
5,360 |
3,411 |
-1,949 |
-36.4% |
24,104 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.70 |
93.52 |
92.64 |
|
| R3 |
93.21 |
93.03 |
92.50 |
|
| R2 |
92.72 |
92.72 |
92.46 |
|
| R1 |
92.54 |
92.54 |
92.41 |
92.63 |
| PP |
92.23 |
92.23 |
92.23 |
92.27 |
| S1 |
92.05 |
92.05 |
92.33 |
92.14 |
| S2 |
91.74 |
91.74 |
92.28 |
|
| S3 |
91.25 |
91.56 |
92.24 |
|
| S4 |
90.76 |
91.07 |
92.10 |
|
|
| 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 |
94.48 |
|
2.618 |
93.68 |
|
1.618 |
93.19 |
|
1.000 |
92.89 |
|
0.618 |
92.70 |
|
HIGH |
92.40 |
|
0.618 |
92.21 |
|
0.500 |
92.16 |
|
0.382 |
92.10 |
|
LOW |
91.91 |
|
0.618 |
91.61 |
|
1.000 |
91.42 |
|
1.618 |
91.12 |
|
2.618 |
90.63 |
|
4.250 |
89.83 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
92.30 |
92.08 |
| PP |
92.23 |
91.78 |
| S1 |
92.16 |
91.49 |
|