NYMEX Light Sweet Crude Oil Future August 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 |
91.30 |
91.57 |
0.27 |
0.3% |
90.82 |
| High |
91.58 |
91.57 |
-0.01 |
0.0% |
91.81 |
| Low |
90.85 |
91.20 |
0.35 |
0.4% |
89.36 |
| Close |
91.57 |
91.20 |
-0.37 |
-0.4% |
91.73 |
| Range |
0.73 |
0.37 |
-0.36 |
-49.3% |
2.45 |
| ATR |
1.09 |
1.04 |
-0.05 |
-4.7% |
0.00 |
| Volume |
2,394 |
1,647 |
-747 |
-31.2% |
11,187 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.43 |
92.19 |
91.40 |
|
| R3 |
92.06 |
91.82 |
91.30 |
|
| R2 |
91.69 |
91.69 |
91.27 |
|
| R1 |
91.45 |
91.45 |
91.23 |
91.39 |
| PP |
91.32 |
91.32 |
91.32 |
91.29 |
| S1 |
91.08 |
91.08 |
91.17 |
91.02 |
| S2 |
90.95 |
90.95 |
91.13 |
|
| S3 |
90.58 |
90.71 |
91.10 |
|
| S4 |
90.21 |
90.34 |
91.00 |
|
|
| 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 |
93.14 |
|
2.618 |
92.54 |
|
1.618 |
92.17 |
|
1.000 |
91.94 |
|
0.618 |
91.80 |
|
HIGH |
91.57 |
|
0.618 |
91.43 |
|
0.500 |
91.39 |
|
0.382 |
91.34 |
|
LOW |
91.20 |
|
0.618 |
90.97 |
|
1.000 |
90.83 |
|
1.618 |
90.60 |
|
2.618 |
90.23 |
|
4.250 |
89.63 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
91.39 |
91.90 |
| PP |
91.32 |
91.66 |
| S1 |
91.26 |
91.43 |
|