NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.339 |
3.299 |
-0.040 |
-1.2% |
3.519 |
| High |
3.363 |
3.395 |
0.032 |
1.0% |
3.520 |
| Low |
3.261 |
3.277 |
0.016 |
0.5% |
3.261 |
| Close |
3.314 |
3.358 |
0.044 |
1.3% |
3.314 |
| Range |
0.102 |
0.118 |
0.016 |
15.7% |
0.259 |
| ATR |
0.124 |
0.123 |
0.000 |
-0.3% |
0.000 |
| Volume |
147,815 |
135,758 |
-12,057 |
-8.2% |
934,122 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.697 |
3.646 |
3.423 |
|
| R3 |
3.579 |
3.528 |
3.390 |
|
| R2 |
3.461 |
3.461 |
3.380 |
|
| R1 |
3.410 |
3.410 |
3.369 |
3.436 |
| PP |
3.343 |
3.343 |
3.343 |
3.356 |
| S1 |
3.292 |
3.292 |
3.347 |
3.318 |
| S2 |
3.225 |
3.225 |
3.336 |
|
| S3 |
3.107 |
3.174 |
3.326 |
|
| S4 |
2.989 |
3.056 |
3.293 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.142 |
3.987 |
3.456 |
|
| R3 |
3.883 |
3.728 |
3.385 |
|
| R2 |
3.624 |
3.624 |
3.361 |
|
| R1 |
3.469 |
3.469 |
3.338 |
3.417 |
| PP |
3.365 |
3.365 |
3.365 |
3.339 |
| S1 |
3.210 |
3.210 |
3.290 |
3.158 |
| S2 |
3.106 |
3.106 |
3.267 |
|
| S3 |
2.847 |
2.951 |
3.243 |
|
| S4 |
2.588 |
2.692 |
3.172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.494 |
3.261 |
0.233 |
6.9% |
0.104 |
3.1% |
42% |
False |
False |
175,976 |
| 10 |
3.748 |
3.261 |
0.487 |
14.5% |
0.120 |
3.6% |
20% |
False |
False |
166,902 |
| 20 |
4.060 |
3.261 |
0.799 |
23.8% |
0.124 |
3.7% |
12% |
False |
False |
137,547 |
| 40 |
4.088 |
3.261 |
0.827 |
24.6% |
0.123 |
3.7% |
12% |
False |
False |
97,142 |
| 60 |
4.088 |
3.261 |
0.827 |
24.6% |
0.118 |
3.5% |
12% |
False |
False |
88,135 |
| 80 |
4.088 |
3.200 |
0.888 |
26.4% |
0.114 |
3.4% |
18% |
False |
False |
74,463 |
| 100 |
4.088 |
3.200 |
0.888 |
26.4% |
0.111 |
3.3% |
18% |
False |
False |
64,979 |
| 120 |
4.088 |
3.200 |
0.888 |
26.4% |
0.110 |
3.3% |
18% |
False |
False |
57,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.897 |
|
2.618 |
3.704 |
|
1.618 |
3.586 |
|
1.000 |
3.513 |
|
0.618 |
3.468 |
|
HIGH |
3.395 |
|
0.618 |
3.350 |
|
0.500 |
3.336 |
|
0.382 |
3.322 |
|
LOW |
3.277 |
|
0.618 |
3.204 |
|
1.000 |
3.159 |
|
1.618 |
3.086 |
|
2.618 |
2.968 |
|
4.250 |
2.776 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.351 |
3.350 |
| PP |
3.343 |
3.342 |
| S1 |
3.336 |
3.334 |
|