NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
90.89 |
92.30 |
1.41 |
1.6% |
89.85 |
| High |
91.02 |
93.14 |
2.12 |
2.3% |
92.48 |
| Low |
90.61 |
92.20 |
1.59 |
1.8% |
89.54 |
| Close |
90.94 |
93.03 |
2.09 |
2.3% |
90.96 |
| Range |
0.41 |
0.94 |
0.53 |
129.3% |
2.94 |
| ATR |
1.20 |
1.27 |
0.07 |
6.0% |
0.00 |
| Volume |
6,294 |
2,024 |
-4,270 |
-67.8% |
37,983 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.61 |
95.26 |
93.55 |
|
| R3 |
94.67 |
94.32 |
93.29 |
|
| R2 |
93.73 |
93.73 |
93.20 |
|
| R1 |
93.38 |
93.38 |
93.12 |
93.56 |
| PP |
92.79 |
92.79 |
92.79 |
92.88 |
| S1 |
92.44 |
92.44 |
92.94 |
92.62 |
| S2 |
91.85 |
91.85 |
92.86 |
|
| S3 |
90.91 |
91.50 |
92.77 |
|
| S4 |
89.97 |
90.56 |
92.51 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.81 |
98.33 |
92.58 |
|
| R3 |
96.87 |
95.39 |
91.77 |
|
| R2 |
93.93 |
93.93 |
91.50 |
|
| R1 |
92.45 |
92.45 |
91.23 |
93.19 |
| PP |
90.99 |
90.99 |
90.99 |
91.37 |
| S1 |
89.51 |
89.51 |
90.69 |
90.25 |
| S2 |
88.05 |
88.05 |
90.42 |
|
| S3 |
85.11 |
86.57 |
90.15 |
|
| S4 |
82.17 |
83.63 |
89.34 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.14 |
|
2.618 |
95.60 |
|
1.618 |
94.66 |
|
1.000 |
94.08 |
|
0.618 |
93.72 |
|
HIGH |
93.14 |
|
0.618 |
92.78 |
|
0.500 |
92.67 |
|
0.382 |
92.56 |
|
LOW |
92.20 |
|
0.618 |
91.62 |
|
1.000 |
91.26 |
|
1.618 |
90.68 |
|
2.618 |
89.74 |
|
4.250 |
88.21 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.91 |
92.63 |
| PP |
92.79 |
92.22 |
| S1 |
92.67 |
91.82 |
|