NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.502 |
3.551 |
0.049 |
1.4% |
3.571 |
| High |
3.573 |
3.571 |
-0.002 |
-0.1% |
3.573 |
| Low |
3.455 |
3.445 |
-0.010 |
-0.3% |
3.440 |
| Close |
3.559 |
3.453 |
-0.106 |
-3.0% |
3.559 |
| Range |
0.118 |
0.126 |
0.008 |
6.8% |
0.133 |
| ATR |
0.098 |
0.100 |
0.002 |
2.0% |
0.000 |
| Volume |
8,261 |
6,190 |
-2,071 |
-25.1% |
30,004 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.868 |
3.786 |
3.522 |
|
| R3 |
3.742 |
3.660 |
3.488 |
|
| R2 |
3.616 |
3.616 |
3.476 |
|
| R1 |
3.534 |
3.534 |
3.465 |
3.512 |
| PP |
3.490 |
3.490 |
3.490 |
3.479 |
| S1 |
3.408 |
3.408 |
3.441 |
3.386 |
| S2 |
3.364 |
3.364 |
3.430 |
|
| S3 |
3.238 |
3.282 |
3.418 |
|
| S4 |
3.112 |
3.156 |
3.384 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.923 |
3.874 |
3.632 |
|
| R3 |
3.790 |
3.741 |
3.596 |
|
| R2 |
3.657 |
3.657 |
3.583 |
|
| R1 |
3.608 |
3.608 |
3.571 |
3.566 |
| PP |
3.524 |
3.524 |
3.524 |
3.503 |
| S1 |
3.475 |
3.475 |
3.547 |
3.433 |
| S2 |
3.391 |
3.391 |
3.535 |
|
| S3 |
3.258 |
3.342 |
3.522 |
|
| S4 |
3.125 |
3.209 |
3.486 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.573 |
3.440 |
0.133 |
3.9% |
0.096 |
2.8% |
10% |
False |
False |
7,238 |
| 10 |
3.612 |
3.417 |
0.195 |
5.6% |
0.097 |
2.8% |
18% |
False |
False |
9,291 |
| 20 |
3.784 |
3.405 |
0.379 |
11.0% |
0.097 |
2.8% |
13% |
False |
False |
10,423 |
| 40 |
4.015 |
3.405 |
0.610 |
17.7% |
0.094 |
2.7% |
8% |
False |
False |
8,544 |
| 60 |
4.015 |
3.405 |
0.610 |
17.7% |
0.090 |
2.6% |
8% |
False |
False |
7,650 |
| 80 |
4.015 |
3.275 |
0.740 |
21.4% |
0.086 |
2.5% |
24% |
False |
False |
6,833 |
| 100 |
4.015 |
3.250 |
0.765 |
22.2% |
0.083 |
2.4% |
27% |
False |
False |
5,802 |
| 120 |
4.015 |
3.250 |
0.765 |
22.2% |
0.081 |
2.3% |
27% |
False |
False |
5,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.107 |
|
2.618 |
3.901 |
|
1.618 |
3.775 |
|
1.000 |
3.697 |
|
0.618 |
3.649 |
|
HIGH |
3.571 |
|
0.618 |
3.523 |
|
0.500 |
3.508 |
|
0.382 |
3.493 |
|
LOW |
3.445 |
|
0.618 |
3.367 |
|
1.000 |
3.319 |
|
1.618 |
3.241 |
|
2.618 |
3.115 |
|
4.250 |
2.910 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.508 |
3.509 |
| PP |
3.490 |
3.490 |
| S1 |
3.471 |
3.472 |
|