NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.640 |
3.639 |
-0.001 |
0.0% |
3.620 |
| High |
3.645 |
3.700 |
0.055 |
1.5% |
3.700 |
| Low |
3.601 |
3.607 |
0.006 |
0.2% |
3.601 |
| Close |
3.641 |
3.700 |
0.059 |
1.6% |
3.700 |
| Range |
0.044 |
0.093 |
0.049 |
111.4% |
0.099 |
| ATR |
0.000 |
0.073 |
0.073 |
|
0.000 |
| Volume |
894 |
2,784 |
1,890 |
211.4% |
7,649 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.948 |
3.917 |
3.751 |
|
| R3 |
3.855 |
3.824 |
3.726 |
|
| R2 |
3.762 |
3.762 |
3.717 |
|
| R1 |
3.731 |
3.731 |
3.709 |
3.747 |
| PP |
3.669 |
3.669 |
3.669 |
3.677 |
| S1 |
3.638 |
3.638 |
3.691 |
3.654 |
| S2 |
3.576 |
3.576 |
3.683 |
|
| S3 |
3.483 |
3.545 |
3.674 |
|
| S4 |
3.390 |
3.452 |
3.649 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.964 |
3.931 |
3.754 |
|
| R3 |
3.865 |
3.832 |
3.727 |
|
| R2 |
3.766 |
3.766 |
3.718 |
|
| R1 |
3.733 |
3.733 |
3.709 |
3.750 |
| PP |
3.667 |
3.667 |
3.667 |
3.675 |
| S1 |
3.634 |
3.634 |
3.691 |
3.651 |
| S2 |
3.568 |
3.568 |
3.682 |
|
| S3 |
3.469 |
3.535 |
3.673 |
|
| S4 |
3.370 |
3.436 |
3.646 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.095 |
|
2.618 |
3.943 |
|
1.618 |
3.850 |
|
1.000 |
3.793 |
|
0.618 |
3.757 |
|
HIGH |
3.700 |
|
0.618 |
3.664 |
|
0.500 |
3.654 |
|
0.382 |
3.643 |
|
LOW |
3.607 |
|
0.618 |
3.550 |
|
1.000 |
3.514 |
|
1.618 |
3.457 |
|
2.618 |
3.364 |
|
4.250 |
3.212 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.685 |
3.684 |
| PP |
3.669 |
3.667 |
| S1 |
3.654 |
3.651 |
|