NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
88.70 |
89.17 |
0.47 |
0.5% |
91.52 |
| High |
89.00 |
89.88 |
0.88 |
1.0% |
92.85 |
| Low |
88.48 |
89.00 |
0.52 |
0.6% |
88.89 |
| Close |
88.79 |
89.55 |
0.76 |
0.9% |
89.06 |
| Range |
0.52 |
0.88 |
0.36 |
69.2% |
3.96 |
| ATR |
1.30 |
1.28 |
-0.01 |
-1.1% |
0.00 |
| Volume |
5,896 |
8,653 |
2,757 |
46.8% |
22,802 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.12 |
91.71 |
90.03 |
|
| R3 |
91.24 |
90.83 |
89.79 |
|
| R2 |
90.36 |
90.36 |
89.71 |
|
| R1 |
89.95 |
89.95 |
89.63 |
90.16 |
| PP |
89.48 |
89.48 |
89.48 |
89.58 |
| S1 |
89.07 |
89.07 |
89.47 |
89.28 |
| S2 |
88.60 |
88.60 |
89.39 |
|
| S3 |
87.72 |
88.19 |
89.31 |
|
| S4 |
86.84 |
87.31 |
89.07 |
|
|
| 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 |
93.62 |
|
2.618 |
92.18 |
|
1.618 |
91.30 |
|
1.000 |
90.76 |
|
0.618 |
90.42 |
|
HIGH |
89.88 |
|
0.618 |
89.54 |
|
0.500 |
89.44 |
|
0.382 |
89.34 |
|
LOW |
89.00 |
|
0.618 |
88.46 |
|
1.000 |
88.12 |
|
1.618 |
87.58 |
|
2.618 |
86.70 |
|
4.250 |
85.26 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.51 |
89.43 |
| PP |
89.48 |
89.30 |
| S1 |
89.44 |
89.18 |
|