NYMEX Natural Gas Future July 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 |
3.633 |
3.658 |
0.025 |
0.7% |
3.652 |
| High |
3.670 |
3.677 |
0.007 |
0.2% |
3.670 |
| Low |
3.570 |
3.561 |
-0.009 |
-0.3% |
3.542 |
| Close |
3.665 |
3.562 |
-0.103 |
-2.8% |
3.665 |
| Range |
0.100 |
0.116 |
0.016 |
16.0% |
0.128 |
| ATR |
0.089 |
0.091 |
0.002 |
2.1% |
0.000 |
| Volume |
4,713 |
4,247 |
-466 |
-9.9% |
16,924 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.948 |
3.871 |
3.626 |
|
| R3 |
3.832 |
3.755 |
3.594 |
|
| R2 |
3.716 |
3.716 |
3.583 |
|
| R1 |
3.639 |
3.639 |
3.573 |
3.620 |
| PP |
3.600 |
3.600 |
3.600 |
3.590 |
| S1 |
3.523 |
3.523 |
3.551 |
3.504 |
| S2 |
3.484 |
3.484 |
3.541 |
|
| S3 |
3.368 |
3.407 |
3.530 |
|
| S4 |
3.252 |
3.291 |
3.498 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.010 |
3.965 |
3.735 |
|
| R3 |
3.882 |
3.837 |
3.700 |
|
| R2 |
3.754 |
3.754 |
3.688 |
|
| R1 |
3.709 |
3.709 |
3.677 |
3.732 |
| PP |
3.626 |
3.626 |
3.626 |
3.637 |
| S1 |
3.581 |
3.581 |
3.653 |
3.604 |
| S2 |
3.498 |
3.498 |
3.642 |
|
| S3 |
3.370 |
3.453 |
3.630 |
|
| S4 |
3.242 |
3.325 |
3.595 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.170 |
|
2.618 |
3.981 |
|
1.618 |
3.865 |
|
1.000 |
3.793 |
|
0.618 |
3.749 |
|
HIGH |
3.677 |
|
0.618 |
3.633 |
|
0.500 |
3.619 |
|
0.382 |
3.605 |
|
LOW |
3.561 |
|
0.618 |
3.489 |
|
1.000 |
3.445 |
|
1.618 |
3.373 |
|
2.618 |
3.257 |
|
4.250 |
3.068 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.619 |
3.619 |
| PP |
3.600 |
3.600 |
| S1 |
3.581 |
3.581 |
|