NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
90.70 |
89.25 |
-1.45 |
-1.6% |
91.52 |
| High |
90.70 |
89.65 |
-1.05 |
-1.2% |
92.85 |
| Low |
89.12 |
88.89 |
-0.23 |
-0.3% |
88.89 |
| Close |
89.42 |
89.06 |
-0.36 |
-0.4% |
89.06 |
| Range |
1.58 |
0.76 |
-0.82 |
-51.9% |
3.96 |
| ATR |
1.44 |
1.39 |
-0.05 |
-3.4% |
0.00 |
| Volume |
4,944 |
6,483 |
1,539 |
31.1% |
22,802 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.48 |
91.03 |
89.48 |
|
| R3 |
90.72 |
90.27 |
89.27 |
|
| R2 |
89.96 |
89.96 |
89.20 |
|
| R1 |
89.51 |
89.51 |
89.13 |
89.36 |
| PP |
89.20 |
89.20 |
89.20 |
89.12 |
| S1 |
88.75 |
88.75 |
88.99 |
88.60 |
| S2 |
88.44 |
88.44 |
88.92 |
|
| S3 |
87.68 |
87.99 |
88.85 |
|
| S4 |
86.92 |
87.23 |
88.64 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.15 |
99.56 |
91.24 |
|
| R3 |
98.19 |
95.60 |
90.15 |
|
| R2 |
94.23 |
94.23 |
89.79 |
|
| R1 |
91.64 |
91.64 |
89.42 |
90.96 |
| PP |
90.27 |
90.27 |
90.27 |
89.92 |
| S1 |
87.68 |
87.68 |
88.70 |
87.00 |
| S2 |
86.31 |
86.31 |
88.33 |
|
| S3 |
82.35 |
83.72 |
87.97 |
|
| S4 |
78.39 |
79.76 |
86.88 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.88 |
|
2.618 |
91.64 |
|
1.618 |
90.88 |
|
1.000 |
90.41 |
|
0.618 |
90.12 |
|
HIGH |
89.65 |
|
0.618 |
89.36 |
|
0.500 |
89.27 |
|
0.382 |
89.18 |
|
LOW |
88.89 |
|
0.618 |
88.42 |
|
1.000 |
88.13 |
|
1.618 |
87.66 |
|
2.618 |
86.90 |
|
4.250 |
85.66 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.27 |
90.39 |
| PP |
89.20 |
89.95 |
| S1 |
89.13 |
89.50 |
|