NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
89.17 |
89.37 |
0.20 |
0.2% |
91.52 |
| High |
89.88 |
89.64 |
-0.24 |
-0.3% |
92.85 |
| Low |
89.00 |
88.55 |
-0.45 |
-0.5% |
88.89 |
| Close |
89.55 |
88.60 |
-0.95 |
-1.1% |
89.06 |
| Range |
0.88 |
1.09 |
0.21 |
23.9% |
3.96 |
| ATR |
1.28 |
1.27 |
-0.01 |
-1.1% |
0.00 |
| Volume |
8,653 |
9,963 |
1,310 |
15.1% |
22,802 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.20 |
91.49 |
89.20 |
|
| R3 |
91.11 |
90.40 |
88.90 |
|
| R2 |
90.02 |
90.02 |
88.80 |
|
| R1 |
89.31 |
89.31 |
88.70 |
89.12 |
| PP |
88.93 |
88.93 |
88.93 |
88.84 |
| S1 |
88.22 |
88.22 |
88.50 |
88.03 |
| S2 |
87.84 |
87.84 |
88.40 |
|
| S3 |
86.75 |
87.13 |
88.30 |
|
| S4 |
85.66 |
86.04 |
88.00 |
|
|
| 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 |
94.27 |
|
2.618 |
92.49 |
|
1.618 |
91.40 |
|
1.000 |
90.73 |
|
0.618 |
90.31 |
|
HIGH |
89.64 |
|
0.618 |
89.22 |
|
0.500 |
89.10 |
|
0.382 |
88.97 |
|
LOW |
88.55 |
|
0.618 |
87.88 |
|
1.000 |
87.46 |
|
1.618 |
86.79 |
|
2.618 |
85.70 |
|
4.250 |
83.92 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.10 |
89.18 |
| PP |
88.93 |
88.99 |
| S1 |
88.77 |
88.79 |
|