NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.547 |
3.690 |
0.143 |
4.0% |
4.003 |
| High |
3.719 |
3.748 |
0.029 |
0.8% |
4.004 |
| Low |
3.507 |
3.614 |
0.107 |
3.1% |
3.546 |
| Close |
3.700 |
3.666 |
-0.034 |
-0.9% |
3.561 |
| Range |
0.212 |
0.134 |
-0.078 |
-36.8% |
0.458 |
| ATR |
0.130 |
0.131 |
0.000 |
0.2% |
0.000 |
| Volume |
148,134 |
183,559 |
35,425 |
23.9% |
680,821 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.078 |
4.006 |
3.740 |
|
| R3 |
3.944 |
3.872 |
3.703 |
|
| R2 |
3.810 |
3.810 |
3.691 |
|
| R1 |
3.738 |
3.738 |
3.678 |
3.707 |
| PP |
3.676 |
3.676 |
3.676 |
3.661 |
| S1 |
3.604 |
3.604 |
3.654 |
3.573 |
| S2 |
3.542 |
3.542 |
3.641 |
|
| S3 |
3.408 |
3.470 |
3.629 |
|
| S4 |
3.274 |
3.336 |
3.592 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.078 |
4.777 |
3.813 |
|
| R3 |
4.620 |
4.319 |
3.687 |
|
| R2 |
4.162 |
4.162 |
3.645 |
|
| R1 |
3.861 |
3.861 |
3.603 |
3.783 |
| PP |
3.704 |
3.704 |
3.704 |
3.664 |
| S1 |
3.403 |
3.403 |
3.519 |
3.325 |
| S2 |
3.246 |
3.246 |
3.477 |
|
| S3 |
2.788 |
2.945 |
3.435 |
|
| S4 |
2.330 |
2.487 |
3.309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.748 |
3.507 |
0.241 |
6.6% |
0.136 |
3.7% |
66% |
True |
False |
143,974 |
| 10 |
4.060 |
3.507 |
0.553 |
15.1% |
0.135 |
3.7% |
29% |
False |
False |
130,208 |
| 20 |
4.060 |
3.507 |
0.553 |
15.1% |
0.132 |
3.6% |
29% |
False |
False |
100,806 |
| 40 |
4.088 |
3.507 |
0.581 |
15.8% |
0.124 |
3.4% |
27% |
False |
False |
79,736 |
| 60 |
4.088 |
3.359 |
0.729 |
19.9% |
0.116 |
3.2% |
42% |
False |
False |
71,740 |
| 80 |
4.088 |
3.200 |
0.888 |
24.2% |
0.112 |
3.1% |
52% |
False |
False |
61,280 |
| 100 |
4.088 |
3.200 |
0.888 |
24.2% |
0.110 |
3.0% |
52% |
False |
False |
54,326 |
| 120 |
4.088 |
3.200 |
0.888 |
24.2% |
0.109 |
3.0% |
52% |
False |
False |
48,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.318 |
|
2.618 |
4.099 |
|
1.618 |
3.965 |
|
1.000 |
3.882 |
|
0.618 |
3.831 |
|
HIGH |
3.748 |
|
0.618 |
3.697 |
|
0.500 |
3.681 |
|
0.382 |
3.665 |
|
LOW |
3.614 |
|
0.618 |
3.531 |
|
1.000 |
3.480 |
|
1.618 |
3.397 |
|
2.618 |
3.263 |
|
4.250 |
3.045 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.681 |
3.653 |
| PP |
3.676 |
3.640 |
| S1 |
3.671 |
3.628 |
|