NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.423 |
3.395 |
-0.028 |
-0.8% |
3.553 |
| High |
3.447 |
3.407 |
-0.040 |
-1.2% |
3.748 |
| Low |
3.366 |
3.293 |
-0.073 |
-2.2% |
3.507 |
| Close |
3.382 |
3.347 |
-0.035 |
-1.0% |
3.551 |
| Range |
0.081 |
0.114 |
0.033 |
40.7% |
0.241 |
| ATR |
0.126 |
0.125 |
-0.001 |
-0.7% |
0.000 |
| Volume |
187,101 |
228,082 |
40,981 |
21.9% |
734,812 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.691 |
3.633 |
3.410 |
|
| R3 |
3.577 |
3.519 |
3.378 |
|
| R2 |
3.463 |
3.463 |
3.368 |
|
| R1 |
3.405 |
3.405 |
3.357 |
3.377 |
| PP |
3.349 |
3.349 |
3.349 |
3.335 |
| S1 |
3.291 |
3.291 |
3.337 |
3.263 |
| S2 |
3.235 |
3.235 |
3.326 |
|
| S3 |
3.121 |
3.177 |
3.316 |
|
| S4 |
3.007 |
3.063 |
3.284 |
|
|
| 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 |
3.684 |
3.293 |
0.391 |
11.7% |
0.110 |
3.3% |
14% |
False |
True |
190,065 |
| 10 |
3.748 |
3.293 |
0.455 |
13.6% |
0.123 |
3.7% |
12% |
False |
True |
167,019 |
| 20 |
4.060 |
3.293 |
0.767 |
22.9% |
0.127 |
3.8% |
7% |
False |
True |
131,454 |
| 40 |
4.088 |
3.293 |
0.795 |
23.8% |
0.124 |
3.7% |
7% |
False |
True |
92,626 |
| 60 |
4.088 |
3.293 |
0.795 |
23.8% |
0.117 |
3.5% |
7% |
False |
True |
84,547 |
| 80 |
4.088 |
3.200 |
0.888 |
26.5% |
0.113 |
3.4% |
17% |
False |
False |
71,727 |
| 100 |
4.088 |
3.200 |
0.888 |
26.5% |
0.110 |
3.3% |
17% |
False |
False |
62,589 |
| 120 |
4.088 |
3.200 |
0.888 |
26.5% |
0.110 |
3.3% |
17% |
False |
False |
55,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.892 |
|
2.618 |
3.705 |
|
1.618 |
3.591 |
|
1.000 |
3.521 |
|
0.618 |
3.477 |
|
HIGH |
3.407 |
|
0.618 |
3.363 |
|
0.500 |
3.350 |
|
0.382 |
3.337 |
|
LOW |
3.293 |
|
0.618 |
3.223 |
|
1.000 |
3.179 |
|
1.618 |
3.109 |
|
2.618 |
2.995 |
|
4.250 |
2.809 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.350 |
3.394 |
| PP |
3.349 |
3.378 |
| S1 |
3.348 |
3.363 |
|