NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
93.13 |
93.42 |
0.29 |
0.3% |
90.77 |
| High |
93.32 |
93.42 |
0.10 |
0.1% |
93.42 |
| Low |
92.30 |
92.49 |
0.19 |
0.2% |
90.77 |
| Close |
93.01 |
92.90 |
-0.11 |
-0.1% |
92.90 |
| Range |
1.02 |
0.93 |
-0.09 |
-8.8% |
2.65 |
| ATR |
0.00 |
1.03 |
1.03 |
|
0.00 |
| Volume |
5,509 |
3,940 |
-1,569 |
-28.5% |
13,743 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.73 |
95.24 |
93.41 |
|
| R3 |
94.80 |
94.31 |
93.16 |
|
| R2 |
93.87 |
93.87 |
93.07 |
|
| R1 |
93.38 |
93.38 |
92.99 |
93.16 |
| PP |
92.94 |
92.94 |
92.94 |
92.83 |
| S1 |
92.45 |
92.45 |
92.81 |
92.23 |
| S2 |
92.01 |
92.01 |
92.73 |
|
| S3 |
91.08 |
91.52 |
92.64 |
|
| S4 |
90.15 |
90.59 |
92.39 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.31 |
99.26 |
94.36 |
|
| R3 |
97.66 |
96.61 |
93.63 |
|
| R2 |
95.01 |
95.01 |
93.39 |
|
| R1 |
93.96 |
93.96 |
93.14 |
94.49 |
| PP |
92.36 |
92.36 |
92.36 |
92.63 |
| S1 |
91.31 |
91.31 |
92.66 |
91.84 |
| S2 |
89.71 |
89.71 |
92.41 |
|
| S3 |
87.06 |
88.66 |
92.17 |
|
| S4 |
84.41 |
86.01 |
91.44 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.37 |
|
2.618 |
95.85 |
|
1.618 |
94.92 |
|
1.000 |
94.35 |
|
0.618 |
93.99 |
|
HIGH |
93.42 |
|
0.618 |
93.06 |
|
0.500 |
92.96 |
|
0.382 |
92.85 |
|
LOW |
92.49 |
|
0.618 |
91.92 |
|
1.000 |
91.56 |
|
1.618 |
90.99 |
|
2.618 |
90.06 |
|
4.250 |
88.54 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
92.96 |
92.81 |
| PP |
92.94 |
92.72 |
| S1 |
92.92 |
92.64 |
|