NYMEX Natural Gas Future September 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 |
3.724 |
3.620 |
-0.104 |
-2.8% |
3.544 |
| High |
3.724 |
3.635 |
-0.089 |
-2.4% |
3.724 |
| Low |
3.682 |
3.619 |
-0.063 |
-1.7% |
3.536 |
| Close |
3.704 |
3.628 |
-0.076 |
-2.1% |
3.704 |
| Range |
0.042 |
0.016 |
-0.026 |
-61.9% |
0.188 |
| ATR |
|
|
|
|
|
| Volume |
2,495 |
2,207 |
-288 |
-11.5% |
9,077 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.675 |
3.668 |
3.637 |
|
| R3 |
3.659 |
3.652 |
3.632 |
|
| R2 |
3.643 |
3.643 |
3.631 |
|
| R1 |
3.636 |
3.636 |
3.629 |
3.640 |
| PP |
3.627 |
3.627 |
3.627 |
3.629 |
| S1 |
3.620 |
3.620 |
3.627 |
3.624 |
| S2 |
3.611 |
3.611 |
3.625 |
|
| S3 |
3.595 |
3.604 |
3.624 |
|
| S4 |
3.579 |
3.588 |
3.619 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.219 |
4.149 |
3.807 |
|
| R3 |
4.031 |
3.961 |
3.756 |
|
| R2 |
3.843 |
3.843 |
3.738 |
|
| R1 |
3.773 |
3.773 |
3.721 |
3.808 |
| PP |
3.655 |
3.655 |
3.655 |
3.672 |
| S1 |
3.585 |
3.585 |
3.687 |
3.620 |
| S2 |
3.467 |
3.467 |
3.670 |
|
| S3 |
3.279 |
3.397 |
3.652 |
|
| S4 |
3.091 |
3.209 |
3.601 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.703 |
|
2.618 |
3.677 |
|
1.618 |
3.661 |
|
1.000 |
3.651 |
|
0.618 |
3.645 |
|
HIGH |
3.635 |
|
0.618 |
3.629 |
|
0.500 |
3.627 |
|
0.382 |
3.625 |
|
LOW |
3.619 |
|
0.618 |
3.609 |
|
1.000 |
3.603 |
|
1.618 |
3.593 |
|
2.618 |
3.577 |
|
4.250 |
3.551 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.628 |
3.672 |
| PP |
3.627 |
3.657 |
| S1 |
3.627 |
3.643 |
|