NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.640 |
3.519 |
-0.121 |
-3.3% |
3.553 |
| High |
3.684 |
3.520 |
-0.164 |
-4.5% |
3.748 |
| Low |
3.539 |
3.415 |
-0.124 |
-3.5% |
3.507 |
| Close |
3.551 |
3.460 |
-0.091 |
-2.6% |
3.551 |
| Range |
0.145 |
0.105 |
-0.040 |
-27.6% |
0.241 |
| ATR |
0.132 |
0.132 |
0.000 |
0.2% |
0.000 |
| Volume |
164,022 |
189,998 |
25,976 |
15.8% |
734,812 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.780 |
3.725 |
3.518 |
|
| R3 |
3.675 |
3.620 |
3.489 |
|
| R2 |
3.570 |
3.570 |
3.479 |
|
| R1 |
3.515 |
3.515 |
3.470 |
3.490 |
| PP |
3.465 |
3.465 |
3.465 |
3.453 |
| S1 |
3.410 |
3.410 |
3.450 |
3.385 |
| S2 |
3.360 |
3.360 |
3.441 |
|
| S3 |
3.255 |
3.305 |
3.431 |
|
| S4 |
3.150 |
3.200 |
3.402 |
|
|
| 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 |
3.415 |
0.333 |
9.6% |
0.136 |
3.9% |
14% |
False |
True |
157,828 |
| 10 |
3.914 |
3.415 |
0.499 |
14.4% |
0.133 |
3.8% |
9% |
False |
True |
150,487 |
| 20 |
4.060 |
3.415 |
0.645 |
18.6% |
0.133 |
3.9% |
7% |
False |
True |
112,597 |
| 40 |
4.088 |
3.415 |
0.673 |
19.5% |
0.125 |
3.6% |
7% |
False |
True |
81,826 |
| 60 |
4.088 |
3.359 |
0.729 |
21.1% |
0.117 |
3.4% |
14% |
False |
False |
76,282 |
| 80 |
4.088 |
3.200 |
0.888 |
25.7% |
0.113 |
3.3% |
29% |
False |
False |
65,146 |
| 100 |
4.088 |
3.200 |
0.888 |
25.7% |
0.110 |
3.2% |
29% |
False |
False |
57,480 |
| 120 |
4.088 |
3.200 |
0.888 |
25.7% |
0.110 |
3.2% |
29% |
False |
False |
51,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.966 |
|
2.618 |
3.795 |
|
1.618 |
3.690 |
|
1.000 |
3.625 |
|
0.618 |
3.585 |
|
HIGH |
3.520 |
|
0.618 |
3.480 |
|
0.500 |
3.468 |
|
0.382 |
3.455 |
|
LOW |
3.415 |
|
0.618 |
3.350 |
|
1.000 |
3.310 |
|
1.618 |
3.245 |
|
2.618 |
3.140 |
|
4.250 |
2.969 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.468 |
3.582 |
| PP |
3.465 |
3.541 |
| S1 |
3.463 |
3.501 |
|