NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.690 |
3.640 |
-0.050 |
-1.4% |
3.553 |
| High |
3.748 |
3.684 |
-0.064 |
-1.7% |
3.748 |
| Low |
3.614 |
3.539 |
-0.075 |
-2.1% |
3.507 |
| Close |
3.666 |
3.551 |
-0.115 |
-3.1% |
3.551 |
| Range |
0.134 |
0.145 |
0.011 |
8.2% |
0.241 |
| ATR |
0.131 |
0.132 |
0.001 |
0.8% |
0.000 |
| Volume |
183,559 |
164,022 |
-19,537 |
-10.6% |
734,812 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.026 |
3.934 |
3.631 |
|
| R3 |
3.881 |
3.789 |
3.591 |
|
| R2 |
3.736 |
3.736 |
3.578 |
|
| R1 |
3.644 |
3.644 |
3.564 |
3.618 |
| PP |
3.591 |
3.591 |
3.591 |
3.578 |
| S1 |
3.499 |
3.499 |
3.538 |
3.473 |
| S2 |
3.446 |
3.446 |
3.524 |
|
| S3 |
3.301 |
3.354 |
3.511 |
|
| S4 |
3.156 |
3.209 |
3.471 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.325 |
4.179 |
3.684 |
|
| R3 |
4.084 |
3.938 |
3.617 |
|
| R2 |
3.843 |
3.843 |
3.595 |
|
| R1 |
3.697 |
3.697 |
3.573 |
3.650 |
| PP |
3.602 |
3.602 |
3.602 |
3.578 |
| S1 |
3.456 |
3.456 |
3.529 |
3.409 |
| S2 |
3.361 |
3.361 |
3.507 |
|
| S3 |
3.120 |
3.215 |
3.485 |
|
| S4 |
2.879 |
2.974 |
3.418 |
|
|
| 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 |
6.8% |
0.139 |
3.9% |
18% |
False |
False |
146,962 |
| 10 |
4.004 |
3.507 |
0.497 |
14.0% |
0.139 |
3.9% |
9% |
False |
False |
141,563 |
| 20 |
4.060 |
3.507 |
0.553 |
15.6% |
0.134 |
3.8% |
8% |
False |
False |
106,591 |
| 40 |
4.088 |
3.507 |
0.581 |
16.4% |
0.124 |
3.5% |
8% |
False |
False |
81,180 |
| 60 |
4.088 |
3.359 |
0.729 |
20.5% |
0.117 |
3.3% |
26% |
False |
False |
73,775 |
| 80 |
4.088 |
3.200 |
0.888 |
25.0% |
0.113 |
3.2% |
40% |
False |
False |
63,031 |
| 100 |
4.088 |
3.200 |
0.888 |
25.0% |
0.110 |
3.1% |
40% |
False |
False |
55,826 |
| 120 |
4.088 |
3.200 |
0.888 |
25.0% |
0.110 |
3.1% |
40% |
False |
False |
49,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.300 |
|
2.618 |
4.064 |
|
1.618 |
3.919 |
|
1.000 |
3.829 |
|
0.618 |
3.774 |
|
HIGH |
3.684 |
|
0.618 |
3.629 |
|
0.500 |
3.612 |
|
0.382 |
3.594 |
|
LOW |
3.539 |
|
0.618 |
3.449 |
|
1.000 |
3.394 |
|
1.618 |
3.304 |
|
2.618 |
3.159 |
|
4.250 |
2.923 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.612 |
3.628 |
| PP |
3.591 |
3.602 |
| S1 |
3.571 |
3.577 |
|