NYMEX Natural Gas Future September 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 |
3.620 |
3.635 |
0.015 |
0.4% |
3.544 |
| High |
3.635 |
3.668 |
0.033 |
0.9% |
3.724 |
| Low |
3.619 |
3.635 |
0.016 |
0.4% |
3.536 |
| Close |
3.628 |
3.656 |
0.028 |
0.8% |
3.704 |
| Range |
0.016 |
0.033 |
0.017 |
106.3% |
0.188 |
| ATR |
|
|
|
|
|
| Volume |
2,207 |
1,764 |
-443 |
-20.1% |
9,077 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.752 |
3.737 |
3.674 |
|
| R3 |
3.719 |
3.704 |
3.665 |
|
| R2 |
3.686 |
3.686 |
3.662 |
|
| R1 |
3.671 |
3.671 |
3.659 |
3.679 |
| PP |
3.653 |
3.653 |
3.653 |
3.657 |
| S1 |
3.638 |
3.638 |
3.653 |
3.646 |
| S2 |
3.620 |
3.620 |
3.650 |
|
| S3 |
3.587 |
3.605 |
3.647 |
|
| S4 |
3.554 |
3.572 |
3.638 |
|
|
| 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 |
3.808 |
|
2.618 |
3.754 |
|
1.618 |
3.721 |
|
1.000 |
3.701 |
|
0.618 |
3.688 |
|
HIGH |
3.668 |
|
0.618 |
3.655 |
|
0.500 |
3.652 |
|
0.382 |
3.648 |
|
LOW |
3.635 |
|
0.618 |
3.615 |
|
1.000 |
3.602 |
|
1.618 |
3.582 |
|
2.618 |
3.549 |
|
4.250 |
3.495 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.655 |
3.672 |
| PP |
3.653 |
3.666 |
| S1 |
3.652 |
3.661 |
|