NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.580 |
3.640 |
0.060 |
1.7% |
3.676 |
| High |
3.612 |
3.711 |
0.099 |
2.7% |
3.682 |
| Low |
3.553 |
3.623 |
0.070 |
2.0% |
3.532 |
| Close |
3.590 |
3.709 |
0.119 |
3.3% |
3.578 |
| Range |
0.059 |
0.088 |
0.029 |
49.2% |
0.150 |
| ATR |
0.088 |
0.090 |
0.002 |
2.7% |
0.000 |
| Volume |
1,892 |
1,798 |
-94 |
-5.0% |
14,214 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.945 |
3.915 |
3.757 |
|
| R3 |
3.857 |
3.827 |
3.733 |
|
| R2 |
3.769 |
3.769 |
3.725 |
|
| R1 |
3.739 |
3.739 |
3.717 |
3.754 |
| PP |
3.681 |
3.681 |
3.681 |
3.689 |
| S1 |
3.651 |
3.651 |
3.701 |
3.666 |
| S2 |
3.593 |
3.593 |
3.693 |
|
| S3 |
3.505 |
3.563 |
3.685 |
|
| S4 |
3.417 |
3.475 |
3.661 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.047 |
3.963 |
3.661 |
|
| R3 |
3.897 |
3.813 |
3.619 |
|
| R2 |
3.747 |
3.747 |
3.606 |
|
| R1 |
3.663 |
3.663 |
3.592 |
3.630 |
| PP |
3.597 |
3.597 |
3.597 |
3.581 |
| S1 |
3.513 |
3.513 |
3.564 |
3.480 |
| S2 |
3.447 |
3.447 |
3.551 |
|
| S3 |
3.297 |
3.363 |
3.537 |
|
| S4 |
3.147 |
3.213 |
3.496 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.085 |
|
2.618 |
3.941 |
|
1.618 |
3.853 |
|
1.000 |
3.799 |
|
0.618 |
3.765 |
|
HIGH |
3.711 |
|
0.618 |
3.677 |
|
0.500 |
3.667 |
|
0.382 |
3.657 |
|
LOW |
3.623 |
|
0.618 |
3.569 |
|
1.000 |
3.535 |
|
1.618 |
3.481 |
|
2.618 |
3.393 |
|
4.250 |
3.249 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.695 |
3.683 |
| PP |
3.681 |
3.658 |
| S1 |
3.667 |
3.632 |
|