NYMEX Light Sweet Crude Oil Future July 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
92.30 |
93.32 |
1.02 |
1.1% |
89.85 |
| High |
93.14 |
93.36 |
0.22 |
0.2% |
92.48 |
| Low |
92.20 |
92.42 |
0.22 |
0.2% |
89.54 |
| Close |
93.03 |
92.97 |
-0.06 |
-0.1% |
90.96 |
| Range |
0.94 |
0.94 |
0.00 |
0.0% |
2.94 |
| ATR |
1.27 |
1.25 |
-0.02 |
-1.9% |
0.00 |
| Volume |
2,024 |
8,228 |
6,204 |
306.5% |
37,983 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.74 |
95.29 |
93.49 |
|
| R3 |
94.80 |
94.35 |
93.23 |
|
| R2 |
93.86 |
93.86 |
93.14 |
|
| R1 |
93.41 |
93.41 |
93.06 |
93.17 |
| PP |
92.92 |
92.92 |
92.92 |
92.79 |
| S1 |
92.47 |
92.47 |
92.88 |
92.23 |
| S2 |
91.98 |
91.98 |
92.80 |
|
| S3 |
91.04 |
91.53 |
92.71 |
|
| S4 |
90.10 |
90.59 |
92.45 |
|
|
| 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 |
97.36 |
|
2.618 |
95.82 |
|
1.618 |
94.88 |
|
1.000 |
94.30 |
|
0.618 |
93.94 |
|
HIGH |
93.36 |
|
0.618 |
93.00 |
|
0.500 |
92.89 |
|
0.382 |
92.78 |
|
LOW |
92.42 |
|
0.618 |
91.84 |
|
1.000 |
91.48 |
|
1.618 |
90.90 |
|
2.618 |
89.96 |
|
4.250 |
88.43 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.94 |
92.64 |
| PP |
92.92 |
92.31 |
| S1 |
92.89 |
91.99 |
|