NYMEX Light Sweet Crude Oil Future August 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
93.38 |
92.41 |
-0.97 |
-1.0% |
90.90 |
| High |
93.38 |
93.76 |
0.38 |
0.4% |
93.38 |
| Low |
92.70 |
92.21 |
-0.49 |
-0.5% |
90.90 |
| Close |
92.92 |
93.76 |
0.84 |
0.9% |
92.92 |
| Range |
0.68 |
1.55 |
0.87 |
127.9% |
2.48 |
| ATR |
1.01 |
1.05 |
0.04 |
3.8% |
0.00 |
| Volume |
4,462 |
3,458 |
-1,004 |
-22.5% |
12,652 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.89 |
97.38 |
94.61 |
|
| R3 |
96.34 |
95.83 |
94.19 |
|
| R2 |
94.79 |
94.79 |
94.04 |
|
| R1 |
94.28 |
94.28 |
93.90 |
94.54 |
| PP |
93.24 |
93.24 |
93.24 |
93.37 |
| S1 |
92.73 |
92.73 |
93.62 |
92.99 |
| S2 |
91.69 |
91.69 |
93.48 |
|
| S3 |
90.14 |
91.18 |
93.33 |
|
| S4 |
88.59 |
89.63 |
92.91 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.84 |
98.86 |
94.28 |
|
| R3 |
97.36 |
96.38 |
93.60 |
|
| R2 |
94.88 |
94.88 |
93.37 |
|
| R1 |
93.90 |
93.90 |
93.15 |
94.39 |
| PP |
92.40 |
92.40 |
92.40 |
92.65 |
| S1 |
91.42 |
91.42 |
92.69 |
91.91 |
| S2 |
89.92 |
89.92 |
92.47 |
|
| S3 |
87.44 |
88.94 |
92.24 |
|
| S4 |
84.96 |
86.46 |
91.56 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.35 |
|
2.618 |
97.82 |
|
1.618 |
96.27 |
|
1.000 |
95.31 |
|
0.618 |
94.72 |
|
HIGH |
93.76 |
|
0.618 |
93.17 |
|
0.500 |
92.99 |
|
0.382 |
92.80 |
|
LOW |
92.21 |
|
0.618 |
91.25 |
|
1.000 |
90.66 |
|
1.618 |
89.70 |
|
2.618 |
88.15 |
|
4.250 |
85.62 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.50 |
93.50 |
| PP |
93.24 |
93.24 |
| S1 |
92.99 |
92.99 |
|