How to have the current categories (selected from the url)

Not all the post categories but the current ones…
To explain better: I need to have a menu that shows active categories.
– for example i go mysite.com/mycat/mypost
– and since mypost is not only in mycat but also in other categories
– i need to know what category “I’m in”, seems that all the api gives me ALL the categories of the posts

In short: I need something like get_query_var(‘cat’) but that works on post pages…. also that works on mysite.com/mycat/mysubcat/mypost and gives me ONLY mycat and mysubcat.
Any help will be much apreciated.