NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
91.67 |
91.39 |
-0.28 |
-0.3% |
90.79 |
| High |
91.67 |
91.89 |
0.22 |
0.2% |
91.73 |
| Low |
90.70 |
90.71 |
0.01 |
0.0% |
88.57 |
| Close |
91.42 |
91.02 |
-0.40 |
-0.4% |
91.63 |
| Range |
0.97 |
1.18 |
0.21 |
21.6% |
3.16 |
| ATR |
1.42 |
1.40 |
-0.02 |
-1.2% |
0.00 |
| Volume |
4,204 |
3,062 |
-1,142 |
-27.2% |
16,456 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.75 |
94.06 |
91.67 |
|
| R3 |
93.57 |
92.88 |
91.34 |
|
| R2 |
92.39 |
92.39 |
91.24 |
|
| R1 |
91.70 |
91.70 |
91.13 |
91.46 |
| PP |
91.21 |
91.21 |
91.21 |
91.08 |
| S1 |
90.52 |
90.52 |
90.91 |
90.28 |
| S2 |
90.03 |
90.03 |
90.80 |
|
| S3 |
88.85 |
89.34 |
90.70 |
|
| S4 |
87.67 |
88.16 |
90.37 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.12 |
99.04 |
93.37 |
|
| R3 |
96.96 |
95.88 |
92.50 |
|
| R2 |
93.80 |
93.80 |
92.21 |
|
| R1 |
92.72 |
92.72 |
91.92 |
93.26 |
| PP |
90.64 |
90.64 |
90.64 |
90.92 |
| S1 |
89.56 |
89.56 |
91.34 |
90.10 |
| S2 |
87.48 |
87.48 |
91.05 |
|
| S3 |
84.32 |
86.40 |
90.76 |
|
| S4 |
81.16 |
83.24 |
89.89 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.91 |
|
2.618 |
94.98 |
|
1.618 |
93.80 |
|
1.000 |
93.07 |
|
0.618 |
92.62 |
|
HIGH |
91.89 |
|
0.618 |
91.44 |
|
0.500 |
91.30 |
|
0.382 |
91.16 |
|
LOW |
90.71 |
|
0.618 |
89.98 |
|
1.000 |
89.53 |
|
1.618 |
88.80 |
|
2.618 |
87.62 |
|
4.250 |
85.70 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.30 |
91.78 |
| PP |
91.21 |
91.52 |
| S1 |
91.11 |
91.27 |
|