NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
92.09 |
91.30 |
-0.79 |
-0.9% |
90.82 |
| High |
92.94 |
91.58 |
-1.36 |
-1.5% |
91.81 |
| Low |
91.85 |
90.85 |
-1.00 |
-1.1% |
89.36 |
| Close |
92.06 |
91.57 |
-0.49 |
-0.5% |
91.73 |
| Range |
1.09 |
0.73 |
-0.36 |
-33.0% |
2.45 |
| ATR |
1.08 |
1.09 |
0.01 |
0.8% |
0.00 |
| Volume |
3,030 |
2,394 |
-636 |
-21.0% |
11,187 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.52 |
93.28 |
91.97 |
|
| R3 |
92.79 |
92.55 |
91.77 |
|
| R2 |
92.06 |
92.06 |
91.70 |
|
| R1 |
91.82 |
91.82 |
91.64 |
91.94 |
| PP |
91.33 |
91.33 |
91.33 |
91.40 |
| S1 |
91.09 |
91.09 |
91.50 |
91.21 |
| S2 |
90.60 |
90.60 |
91.44 |
|
| S3 |
89.87 |
90.36 |
91.37 |
|
| S4 |
89.14 |
89.63 |
91.17 |
|
|
| 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 |
94.68 |
|
2.618 |
93.49 |
|
1.618 |
92.76 |
|
1.000 |
92.31 |
|
0.618 |
92.03 |
|
HIGH |
91.58 |
|
0.618 |
91.30 |
|
0.500 |
91.22 |
|
0.382 |
91.13 |
|
LOW |
90.85 |
|
0.618 |
90.40 |
|
1.000 |
90.12 |
|
1.618 |
89.67 |
|
2.618 |
88.94 |
|
4.250 |
87.75 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.45 |
91.78 |
| PP |
91.33 |
91.71 |
| S1 |
91.22 |
91.64 |
|