NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.640 |
3.714 |
0.074 |
2.0% |
3.539 |
| High |
3.711 |
3.717 |
0.006 |
0.2% |
3.717 |
| Low |
3.623 |
3.665 |
0.042 |
1.2% |
3.533 |
| Close |
3.709 |
3.696 |
-0.013 |
-0.4% |
3.696 |
| Range |
0.088 |
0.052 |
-0.036 |
-40.9% |
0.184 |
| ATR |
0.090 |
0.087 |
-0.003 |
-3.0% |
0.000 |
| Volume |
1,798 |
2,242 |
444 |
24.7% |
9,423 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.849 |
3.824 |
3.725 |
|
| R3 |
3.797 |
3.772 |
3.710 |
|
| R2 |
3.745 |
3.745 |
3.706 |
|
| R1 |
3.720 |
3.720 |
3.701 |
3.707 |
| PP |
3.693 |
3.693 |
3.693 |
3.686 |
| S1 |
3.668 |
3.668 |
3.691 |
3.655 |
| S2 |
3.641 |
3.641 |
3.686 |
|
| S3 |
3.589 |
3.616 |
3.682 |
|
| S4 |
3.537 |
3.564 |
3.667 |
|
|
| 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 |
3.938 |
|
2.618 |
3.853 |
|
1.618 |
3.801 |
|
1.000 |
3.769 |
|
0.618 |
3.749 |
|
HIGH |
3.717 |
|
0.618 |
3.697 |
|
0.500 |
3.691 |
|
0.382 |
3.685 |
|
LOW |
3.665 |
|
0.618 |
3.633 |
|
1.000 |
3.613 |
|
1.618 |
3.581 |
|
2.618 |
3.529 |
|
4.250 |
3.444 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.694 |
3.676 |
| PP |
3.693 |
3.655 |
| S1 |
3.691 |
3.635 |
|