NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.625 |
3.596 |
-0.029 |
-0.8% |
3.539 |
| High |
3.651 |
3.637 |
-0.014 |
-0.4% |
3.717 |
| Low |
3.625 |
3.593 |
-0.032 |
-0.9% |
3.533 |
| Close |
3.646 |
3.632 |
-0.014 |
-0.4% |
3.696 |
| Range |
0.026 |
0.044 |
0.018 |
69.2% |
0.184 |
| ATR |
0.083 |
0.081 |
-0.002 |
-2.6% |
0.000 |
| Volume |
1,827 |
1,145 |
-682 |
-37.3% |
9,423 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.753 |
3.736 |
3.656 |
|
| R3 |
3.709 |
3.692 |
3.644 |
|
| R2 |
3.665 |
3.665 |
3.640 |
|
| R1 |
3.648 |
3.648 |
3.636 |
3.657 |
| PP |
3.621 |
3.621 |
3.621 |
3.625 |
| S1 |
3.604 |
3.604 |
3.628 |
3.613 |
| S2 |
3.577 |
3.577 |
3.624 |
|
| S3 |
3.533 |
3.560 |
3.620 |
|
| S4 |
3.489 |
3.516 |
3.608 |
|
|
| 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 |
3.824 |
|
2.618 |
3.752 |
|
1.618 |
3.708 |
|
1.000 |
3.681 |
|
0.618 |
3.664 |
|
HIGH |
3.637 |
|
0.618 |
3.620 |
|
0.500 |
3.615 |
|
0.382 |
3.610 |
|
LOW |
3.593 |
|
0.618 |
3.566 |
|
1.000 |
3.549 |
|
1.618 |
3.522 |
|
2.618 |
3.478 |
|
4.250 |
3.406 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.626 |
3.630 |
| PP |
3.621 |
3.628 |
| S1 |
3.615 |
3.627 |
|