NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
90.61 |
92.09 |
1.48 |
1.6% |
90.82 |
| High |
91.81 |
92.94 |
1.13 |
1.2% |
91.81 |
| Low |
90.61 |
91.85 |
1.24 |
1.4% |
89.36 |
| Close |
91.73 |
92.06 |
0.33 |
0.4% |
91.73 |
| Range |
1.20 |
1.09 |
-0.11 |
-9.2% |
2.45 |
| ATR |
1.07 |
1.08 |
0.01 |
0.9% |
0.00 |
| Volume |
3,167 |
3,030 |
-137 |
-4.3% |
11,187 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.55 |
94.90 |
92.66 |
|
| R3 |
94.46 |
93.81 |
92.36 |
|
| R2 |
93.37 |
93.37 |
92.26 |
|
| R1 |
92.72 |
92.72 |
92.16 |
92.50 |
| PP |
92.28 |
92.28 |
92.28 |
92.18 |
| S1 |
91.63 |
91.63 |
91.96 |
91.41 |
| S2 |
91.19 |
91.19 |
91.86 |
|
| S3 |
90.10 |
90.54 |
91.76 |
|
| S4 |
89.01 |
89.45 |
91.46 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.32 |
97.47 |
93.08 |
|
| R3 |
95.87 |
95.02 |
92.40 |
|
| R2 |
93.42 |
93.42 |
92.18 |
|
| R1 |
92.57 |
92.57 |
91.95 |
93.00 |
| PP |
90.97 |
90.97 |
90.97 |
91.18 |
| S1 |
90.12 |
90.12 |
91.51 |
90.55 |
| S2 |
88.52 |
88.52 |
91.28 |
|
| S3 |
86.07 |
87.67 |
91.06 |
|
| S4 |
83.62 |
85.22 |
90.38 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.57 |
|
2.618 |
95.79 |
|
1.618 |
94.70 |
|
1.000 |
94.03 |
|
0.618 |
93.61 |
|
HIGH |
92.94 |
|
0.618 |
92.52 |
|
0.500 |
92.40 |
|
0.382 |
92.27 |
|
LOW |
91.85 |
|
0.618 |
91.18 |
|
1.000 |
90.76 |
|
1.618 |
90.09 |
|
2.618 |
89.00 |
|
4.250 |
87.22 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.40 |
91.91 |
| PP |
92.28 |
91.76 |
| S1 |
92.17 |
91.62 |
|