NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
91.57 |
90.25 |
-1.32 |
-1.4% |
90.82 |
| High |
91.57 |
90.25 |
-1.32 |
-1.4% |
91.81 |
| Low |
91.20 |
89.45 |
-1.75 |
-1.9% |
89.36 |
| Close |
91.20 |
89.60 |
-1.60 |
-1.8% |
91.73 |
| Range |
0.37 |
0.80 |
0.43 |
116.2% |
2.45 |
| ATR |
1.04 |
1.09 |
0.05 |
4.9% |
0.00 |
| Volume |
1,647 |
2,458 |
811 |
49.2% |
11,187 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.17 |
91.68 |
90.04 |
|
| R3 |
91.37 |
90.88 |
89.82 |
|
| R2 |
90.57 |
90.57 |
89.75 |
|
| R1 |
90.08 |
90.08 |
89.67 |
89.93 |
| PP |
89.77 |
89.77 |
89.77 |
89.69 |
| S1 |
89.28 |
89.28 |
89.53 |
89.13 |
| S2 |
88.97 |
88.97 |
89.45 |
|
| S3 |
88.17 |
88.48 |
89.38 |
|
| S4 |
87.37 |
87.68 |
89.16 |
|
|
| 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 |
93.65 |
|
2.618 |
92.34 |
|
1.618 |
91.54 |
|
1.000 |
91.05 |
|
0.618 |
90.74 |
|
HIGH |
90.25 |
|
0.618 |
89.94 |
|
0.500 |
89.85 |
|
0.382 |
89.76 |
|
LOW |
89.45 |
|
0.618 |
88.96 |
|
1.000 |
88.65 |
|
1.618 |
88.16 |
|
2.618 |
87.36 |
|
4.250 |
86.05 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
89.85 |
90.52 |
| PP |
89.77 |
90.21 |
| S1 |
89.68 |
89.91 |
|