NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.714 |
3.660 |
-0.054 |
-1.5% |
3.539 |
| High |
3.717 |
3.660 |
-0.057 |
-1.5% |
3.717 |
| Low |
3.665 |
3.610 |
-0.055 |
-1.5% |
3.533 |
| Close |
3.696 |
3.617 |
-0.079 |
-2.1% |
3.696 |
| Range |
0.052 |
0.050 |
-0.002 |
-3.8% |
0.184 |
| ATR |
0.087 |
0.087 |
0.000 |
-0.1% |
0.000 |
| Volume |
2,242 |
2,403 |
161 |
7.2% |
9,423 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.779 |
3.748 |
3.645 |
|
| R3 |
3.729 |
3.698 |
3.631 |
|
| R2 |
3.679 |
3.679 |
3.626 |
|
| R1 |
3.648 |
3.648 |
3.622 |
3.639 |
| PP |
3.629 |
3.629 |
3.629 |
3.624 |
| S1 |
3.598 |
3.598 |
3.612 |
3.589 |
| S2 |
3.579 |
3.579 |
3.608 |
|
| S3 |
3.529 |
3.548 |
3.603 |
|
| S4 |
3.479 |
3.498 |
3.590 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.201 |
4.132 |
3.797 |
|
| R3 |
4.017 |
3.948 |
3.747 |
|
| R2 |
3.833 |
3.833 |
3.730 |
|
| R1 |
3.764 |
3.764 |
3.713 |
3.799 |
| PP |
3.649 |
3.649 |
3.649 |
3.666 |
| S1 |
3.580 |
3.580 |
3.679 |
3.615 |
| S2 |
3.465 |
3.465 |
3.662 |
|
| S3 |
3.281 |
3.396 |
3.645 |
|
| S4 |
3.097 |
3.212 |
3.595 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.873 |
|
2.618 |
3.791 |
|
1.618 |
3.741 |
|
1.000 |
3.710 |
|
0.618 |
3.691 |
|
HIGH |
3.660 |
|
0.618 |
3.641 |
|
0.500 |
3.635 |
|
0.382 |
3.629 |
|
LOW |
3.610 |
|
0.618 |
3.579 |
|
1.000 |
3.560 |
|
1.618 |
3.529 |
|
2.618 |
3.479 |
|
4.250 |
3.398 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.635 |
3.664 |
| PP |
3.629 |
3.648 |
| S1 |
3.623 |
3.633 |
|