NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.591 |
3.552 |
-0.039 |
-1.1% |
3.497 |
| High |
3.591 |
3.573 |
-0.018 |
-0.5% |
3.655 |
| Low |
3.524 |
3.539 |
0.015 |
0.4% |
3.461 |
| Close |
3.539 |
3.568 |
0.029 |
0.8% |
3.621 |
| Range |
0.067 |
0.034 |
-0.033 |
-49.3% |
0.194 |
| ATR |
0.096 |
0.092 |
-0.004 |
-4.6% |
0.000 |
| Volume |
6,037 |
5,075 |
-962 |
-15.9% |
23,085 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.662 |
3.649 |
3.587 |
|
| R3 |
3.628 |
3.615 |
3.577 |
|
| R2 |
3.594 |
3.594 |
3.574 |
|
| R1 |
3.581 |
3.581 |
3.571 |
3.588 |
| PP |
3.560 |
3.560 |
3.560 |
3.563 |
| S1 |
3.547 |
3.547 |
3.565 |
3.554 |
| S2 |
3.526 |
3.526 |
3.562 |
|
| S3 |
3.492 |
3.513 |
3.559 |
|
| S4 |
3.458 |
3.479 |
3.549 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.161 |
4.085 |
3.728 |
|
| R3 |
3.967 |
3.891 |
3.674 |
|
| R2 |
3.773 |
3.773 |
3.657 |
|
| R1 |
3.697 |
3.697 |
3.639 |
3.735 |
| PP |
3.579 |
3.579 |
3.579 |
3.598 |
| S1 |
3.503 |
3.503 |
3.603 |
3.541 |
| S2 |
3.385 |
3.385 |
3.585 |
|
| S3 |
3.191 |
3.309 |
3.568 |
|
| S4 |
2.997 |
3.115 |
3.514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.655 |
3.477 |
0.178 |
5.0% |
0.076 |
2.1% |
51% |
False |
False |
5,177 |
| 10 |
3.655 |
3.450 |
0.205 |
5.7% |
0.081 |
2.3% |
58% |
False |
False |
5,781 |
| 20 |
3.947 |
3.450 |
0.497 |
13.9% |
0.092 |
2.6% |
24% |
False |
False |
5,435 |
| 40 |
4.035 |
3.450 |
0.585 |
16.4% |
0.088 |
2.5% |
20% |
False |
False |
4,052 |
| 60 |
4.035 |
3.450 |
0.585 |
16.4% |
0.085 |
2.4% |
20% |
False |
False |
3,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.718 |
|
2.618 |
3.662 |
|
1.618 |
3.628 |
|
1.000 |
3.607 |
|
0.618 |
3.594 |
|
HIGH |
3.573 |
|
0.618 |
3.560 |
|
0.500 |
3.556 |
|
0.382 |
3.552 |
|
LOW |
3.539 |
|
0.618 |
3.518 |
|
1.000 |
3.505 |
|
1.618 |
3.484 |
|
2.618 |
3.450 |
|
4.250 |
3.395 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.564 |
3.590 |
| PP |
3.560 |
3.582 |
| S1 |
3.556 |
3.575 |
|