NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.426 |
3.423 |
-0.003 |
-0.1% |
3.553 |
| High |
3.494 |
3.447 |
-0.047 |
-1.3% |
3.748 |
| Low |
3.391 |
3.366 |
-0.025 |
-0.7% |
3.507 |
| Close |
3.412 |
3.382 |
-0.030 |
-0.9% |
3.551 |
| Range |
0.103 |
0.081 |
-0.022 |
-21.4% |
0.241 |
| ATR |
0.130 |
0.126 |
-0.003 |
-2.7% |
0.000 |
| Volume |
181,126 |
187,101 |
5,975 |
3.3% |
734,812 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.641 |
3.593 |
3.427 |
|
| R3 |
3.560 |
3.512 |
3.404 |
|
| R2 |
3.479 |
3.479 |
3.397 |
|
| R1 |
3.431 |
3.431 |
3.389 |
3.415 |
| PP |
3.398 |
3.398 |
3.398 |
3.390 |
| S1 |
3.350 |
3.350 |
3.375 |
3.334 |
| S2 |
3.317 |
3.317 |
3.367 |
|
| S3 |
3.236 |
3.269 |
3.360 |
|
| S4 |
3.155 |
3.188 |
3.337 |
|
|
| 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 |
3.366 |
0.382 |
11.3% |
0.114 |
3.4% |
4% |
False |
True |
181,161 |
| 10 |
3.815 |
3.366 |
0.449 |
13.3% |
0.129 |
3.8% |
4% |
False |
True |
160,210 |
| 20 |
4.060 |
3.366 |
0.694 |
20.5% |
0.126 |
3.7% |
2% |
False |
True |
124,328 |
| 40 |
4.088 |
3.366 |
0.722 |
21.3% |
0.123 |
3.6% |
2% |
False |
True |
88,033 |
| 60 |
4.088 |
3.359 |
0.729 |
21.6% |
0.117 |
3.5% |
3% |
False |
False |
81,422 |
| 80 |
4.088 |
3.200 |
0.888 |
26.3% |
0.114 |
3.4% |
20% |
False |
False |
69,112 |
| 100 |
4.088 |
3.200 |
0.888 |
26.3% |
0.110 |
3.3% |
20% |
False |
False |
60,536 |
| 120 |
4.088 |
3.200 |
0.888 |
26.3% |
0.110 |
3.2% |
20% |
False |
False |
53,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.791 |
|
2.618 |
3.659 |
|
1.618 |
3.578 |
|
1.000 |
3.528 |
|
0.618 |
3.497 |
|
HIGH |
3.447 |
|
0.618 |
3.416 |
|
0.500 |
3.407 |
|
0.382 |
3.397 |
|
LOW |
3.366 |
|
0.618 |
3.316 |
|
1.000 |
3.285 |
|
1.618 |
3.235 |
|
2.618 |
3.154 |
|
4.250 |
3.022 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.407 |
3.443 |
| PP |
3.398 |
3.423 |
| S1 |
3.390 |
3.402 |
|