NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
89.85 |
90.22 |
0.37 |
0.4% |
89.24 |
| High |
90.18 |
90.55 |
0.37 |
0.4% |
89.88 |
| Low |
89.54 |
89.85 |
0.31 |
0.3% |
88.48 |
| Close |
89.60 |
90.47 |
0.87 |
1.0% |
89.60 |
| Range |
0.64 |
0.70 |
0.06 |
9.4% |
1.40 |
| ATR |
1.21 |
1.19 |
-0.02 |
-1.5% |
0.00 |
| Volume |
12,272 |
4,925 |
-7,347 |
-59.9% |
36,055 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.39 |
92.13 |
90.86 |
|
| R3 |
91.69 |
91.43 |
90.66 |
|
| R2 |
90.99 |
90.99 |
90.60 |
|
| R1 |
90.73 |
90.73 |
90.53 |
90.86 |
| PP |
90.29 |
90.29 |
90.29 |
90.36 |
| S1 |
90.03 |
90.03 |
90.41 |
90.16 |
| S2 |
89.59 |
89.59 |
90.34 |
|
| S3 |
88.89 |
89.33 |
90.28 |
|
| S4 |
88.19 |
88.63 |
90.09 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.52 |
92.96 |
90.37 |
|
| R3 |
92.12 |
91.56 |
89.99 |
|
| R2 |
90.72 |
90.72 |
89.86 |
|
| R1 |
90.16 |
90.16 |
89.73 |
90.44 |
| PP |
89.32 |
89.32 |
89.32 |
89.46 |
| S1 |
88.76 |
88.76 |
89.47 |
89.04 |
| S2 |
87.92 |
87.92 |
89.34 |
|
| S3 |
86.52 |
87.36 |
89.22 |
|
| S4 |
85.12 |
85.96 |
88.83 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.53 |
|
2.618 |
92.38 |
|
1.618 |
91.68 |
|
1.000 |
91.25 |
|
0.618 |
90.98 |
|
HIGH |
90.55 |
|
0.618 |
90.28 |
|
0.500 |
90.20 |
|
0.382 |
90.12 |
|
LOW |
89.85 |
|
0.618 |
89.42 |
|
1.000 |
89.15 |
|
1.618 |
88.72 |
|
2.618 |
88.02 |
|
4.250 |
86.88 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
90.38 |
90.26 |
| PP |
90.29 |
90.05 |
| S1 |
90.20 |
89.84 |
|