NYMEX Light Sweet Crude Oil Future September 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 |
93.42 |
92.44 |
-0.98 |
-1.0% |
90.77 |
| High |
93.42 |
93.72 |
0.30 |
0.3% |
93.42 |
| Low |
92.49 |
92.44 |
-0.05 |
-0.1% |
90.77 |
| Close |
92.90 |
93.72 |
0.82 |
0.9% |
92.90 |
| Range |
0.93 |
1.28 |
0.35 |
37.6% |
2.65 |
| ATR |
1.03 |
1.05 |
0.02 |
1.7% |
0.00 |
| Volume |
3,940 |
3,978 |
38 |
1.0% |
13,743 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.13 |
96.71 |
94.42 |
|
| R3 |
95.85 |
95.43 |
94.07 |
|
| R2 |
94.57 |
94.57 |
93.95 |
|
| R1 |
94.15 |
94.15 |
93.84 |
94.36 |
| PP |
93.29 |
93.29 |
93.29 |
93.40 |
| S1 |
92.87 |
92.87 |
93.60 |
93.08 |
| S2 |
92.01 |
92.01 |
93.49 |
|
| S3 |
90.73 |
91.59 |
93.37 |
|
| S4 |
89.45 |
90.31 |
93.02 |
|
|
| 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 |
99.16 |
|
2.618 |
97.07 |
|
1.618 |
95.79 |
|
1.000 |
95.00 |
|
0.618 |
94.51 |
|
HIGH |
93.72 |
|
0.618 |
93.23 |
|
0.500 |
93.08 |
|
0.382 |
92.93 |
|
LOW |
92.44 |
|
0.618 |
91.65 |
|
1.000 |
91.16 |
|
1.618 |
90.37 |
|
2.618 |
89.09 |
|
4.250 |
87.00 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
93.51 |
93.48 |
| PP |
93.29 |
93.25 |
| S1 |
93.08 |
93.01 |
|