NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.553 |
3.611 |
0.058 |
1.6% |
4.003 |
| High |
3.643 |
3.611 |
-0.032 |
-0.9% |
4.004 |
| Low |
3.526 |
3.525 |
-0.001 |
0.0% |
3.546 |
| Close |
3.591 |
3.539 |
-0.052 |
-1.4% |
3.561 |
| Range |
0.117 |
0.086 |
-0.031 |
-26.5% |
0.458 |
| ATR |
0.127 |
0.124 |
-0.003 |
-2.3% |
0.000 |
| Volume |
135,669 |
103,428 |
-32,241 |
-23.8% |
680,821 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.816 |
3.764 |
3.586 |
|
| R3 |
3.730 |
3.678 |
3.563 |
|
| R2 |
3.644 |
3.644 |
3.555 |
|
| R1 |
3.592 |
3.592 |
3.547 |
3.575 |
| PP |
3.558 |
3.558 |
3.558 |
3.550 |
| S1 |
3.506 |
3.506 |
3.531 |
3.489 |
| S2 |
3.472 |
3.472 |
3.523 |
|
| S3 |
3.386 |
3.420 |
3.515 |
|
| S4 |
3.300 |
3.334 |
3.492 |
|
|
| 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 |
3.891 |
3.525 |
0.366 |
10.3% |
0.134 |
3.8% |
4% |
False |
True |
143,200 |
| 10 |
4.060 |
3.525 |
0.535 |
15.1% |
0.125 |
3.5% |
3% |
False |
True |
111,529 |
| 20 |
4.060 |
3.525 |
0.535 |
15.1% |
0.123 |
3.5% |
3% |
False |
True |
89,449 |
| 40 |
4.088 |
3.525 |
0.563 |
15.9% |
0.121 |
3.4% |
2% |
False |
True |
75,959 |
| 60 |
4.088 |
3.305 |
0.783 |
22.1% |
0.115 |
3.3% |
30% |
False |
False |
67,928 |
| 80 |
4.088 |
3.200 |
0.888 |
25.1% |
0.109 |
3.1% |
38% |
False |
False |
57,832 |
| 100 |
4.088 |
3.200 |
0.888 |
25.1% |
0.109 |
3.1% |
38% |
False |
False |
51,280 |
| 120 |
4.088 |
3.200 |
0.888 |
25.1% |
0.108 |
3.1% |
38% |
False |
False |
46,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.977 |
|
2.618 |
3.836 |
|
1.618 |
3.750 |
|
1.000 |
3.697 |
|
0.618 |
3.664 |
|
HIGH |
3.611 |
|
0.618 |
3.578 |
|
0.500 |
3.568 |
|
0.382 |
3.558 |
|
LOW |
3.525 |
|
0.618 |
3.472 |
|
1.000 |
3.439 |
|
1.618 |
3.386 |
|
2.618 |
3.300 |
|
4.250 |
3.160 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.568 |
3.602 |
| PP |
3.558 |
3.581 |
| S1 |
3.549 |
3.560 |
|