NYMEX Natural Gas Future July 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 |
3.652 |
3.552 |
-0.100 |
-2.7% |
3.523 |
| High |
3.652 |
3.624 |
-0.028 |
-0.8% |
3.700 |
| Low |
3.580 |
3.542 |
-0.038 |
-1.1% |
3.505 |
| Close |
3.589 |
3.619 |
0.030 |
0.8% |
3.669 |
| Range |
0.072 |
0.082 |
0.010 |
13.9% |
0.195 |
| ATR |
0.092 |
0.091 |
-0.001 |
-0.8% |
0.000 |
| Volume |
6,401 |
3,192 |
-3,209 |
-50.1% |
27,538 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.841 |
3.812 |
3.664 |
|
| R3 |
3.759 |
3.730 |
3.642 |
|
| R2 |
3.677 |
3.677 |
3.634 |
|
| R1 |
3.648 |
3.648 |
3.627 |
3.663 |
| PP |
3.595 |
3.595 |
3.595 |
3.602 |
| S1 |
3.566 |
3.566 |
3.611 |
3.581 |
| S2 |
3.513 |
3.513 |
3.604 |
|
| S3 |
3.431 |
3.484 |
3.596 |
|
| S4 |
3.349 |
3.402 |
3.574 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.210 |
4.134 |
3.776 |
|
| R3 |
4.015 |
3.939 |
3.723 |
|
| R2 |
3.820 |
3.820 |
3.705 |
|
| R1 |
3.744 |
3.744 |
3.687 |
3.782 |
| PP |
3.625 |
3.625 |
3.625 |
3.644 |
| S1 |
3.549 |
3.549 |
3.651 |
3.587 |
| S2 |
3.430 |
3.430 |
3.633 |
|
| S3 |
3.235 |
3.354 |
3.615 |
|
| S4 |
3.040 |
3.159 |
3.562 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.973 |
|
2.618 |
3.839 |
|
1.618 |
3.757 |
|
1.000 |
3.706 |
|
0.618 |
3.675 |
|
HIGH |
3.624 |
|
0.618 |
3.593 |
|
0.500 |
3.583 |
|
0.382 |
3.573 |
|
LOW |
3.542 |
|
0.618 |
3.491 |
|
1.000 |
3.460 |
|
1.618 |
3.409 |
|
2.618 |
3.327 |
|
4.250 |
3.194 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.607 |
3.621 |
| PP |
3.595 |
3.620 |
| S1 |
3.583 |
3.620 |
|