NYMEX Natural Gas Future August 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 |
3.599 |
3.641 |
0.042 |
1.2% |
3.660 |
| High |
3.695 |
3.641 |
-0.054 |
-1.5% |
3.695 |
| Low |
3.599 |
3.585 |
-0.014 |
-0.4% |
3.593 |
| Close |
3.692 |
3.590 |
-0.102 |
-2.8% |
3.692 |
| Range |
0.096 |
0.056 |
-0.040 |
-41.7% |
0.102 |
| ATR |
0.082 |
0.084 |
0.002 |
2.1% |
0.000 |
| Volume |
2,977 |
2,689 |
-288 |
-9.7% |
8,352 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.773 |
3.738 |
3.621 |
|
| R3 |
3.717 |
3.682 |
3.605 |
|
| R2 |
3.661 |
3.661 |
3.600 |
|
| R1 |
3.626 |
3.626 |
3.595 |
3.616 |
| PP |
3.605 |
3.605 |
3.605 |
3.600 |
| S1 |
3.570 |
3.570 |
3.585 |
3.560 |
| S2 |
3.549 |
3.549 |
3.580 |
|
| S3 |
3.493 |
3.514 |
3.575 |
|
| S4 |
3.437 |
3.458 |
3.559 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.966 |
3.931 |
3.748 |
|
| R3 |
3.864 |
3.829 |
3.720 |
|
| R2 |
3.762 |
3.762 |
3.711 |
|
| R1 |
3.727 |
3.727 |
3.701 |
3.745 |
| PP |
3.660 |
3.660 |
3.660 |
3.669 |
| S1 |
3.625 |
3.625 |
3.683 |
3.643 |
| S2 |
3.558 |
3.558 |
3.673 |
|
| S3 |
3.456 |
3.523 |
3.664 |
|
| S4 |
3.354 |
3.421 |
3.636 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.879 |
|
2.618 |
3.788 |
|
1.618 |
3.732 |
|
1.000 |
3.697 |
|
0.618 |
3.676 |
|
HIGH |
3.641 |
|
0.618 |
3.620 |
|
0.500 |
3.613 |
|
0.382 |
3.606 |
|
LOW |
3.585 |
|
0.618 |
3.550 |
|
1.000 |
3.529 |
|
1.618 |
3.494 |
|
2.618 |
3.438 |
|
4.250 |
3.347 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.613 |
3.640 |
| PP |
3.605 |
3.623 |
| S1 |
3.598 |
3.607 |
|