NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.299 |
3.350 |
0.051 |
1.5% |
3.519 |
| High |
3.395 |
3.450 |
0.055 |
1.6% |
3.520 |
| Low |
3.277 |
3.336 |
0.059 |
1.8% |
3.261 |
| Close |
3.358 |
3.418 |
0.060 |
1.8% |
3.314 |
| Range |
0.118 |
0.114 |
-0.004 |
-3.4% |
0.259 |
| ATR |
0.123 |
0.123 |
-0.001 |
-0.5% |
0.000 |
| Volume |
135,758 |
125,240 |
-10,518 |
-7.7% |
934,122 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.743 |
3.695 |
3.481 |
|
| R3 |
3.629 |
3.581 |
3.449 |
|
| R2 |
3.515 |
3.515 |
3.439 |
|
| R1 |
3.467 |
3.467 |
3.428 |
3.491 |
| PP |
3.401 |
3.401 |
3.401 |
3.414 |
| S1 |
3.353 |
3.353 |
3.408 |
3.377 |
| S2 |
3.287 |
3.287 |
3.397 |
|
| S3 |
3.173 |
3.239 |
3.387 |
|
| S4 |
3.059 |
3.125 |
3.355 |
|
|
| 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 |
3.450 |
3.261 |
0.189 |
5.5% |
0.106 |
3.1% |
83% |
True |
False |
164,799 |
| 10 |
3.748 |
3.261 |
0.487 |
14.2% |
0.123 |
3.6% |
32% |
False |
False |
169,083 |
| 20 |
4.060 |
3.261 |
0.799 |
23.4% |
0.124 |
3.6% |
20% |
False |
False |
140,306 |
| 40 |
4.060 |
3.261 |
0.799 |
23.4% |
0.121 |
3.5% |
20% |
False |
False |
99,113 |
| 60 |
4.088 |
3.261 |
0.827 |
24.2% |
0.119 |
3.5% |
19% |
False |
False |
89,574 |
| 80 |
4.088 |
3.200 |
0.888 |
26.0% |
0.114 |
3.3% |
25% |
False |
False |
75,597 |
| 100 |
4.088 |
3.200 |
0.888 |
26.0% |
0.111 |
3.3% |
25% |
False |
False |
66,039 |
| 120 |
4.088 |
3.200 |
0.888 |
26.0% |
0.110 |
3.2% |
25% |
False |
False |
58,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.935 |
|
2.618 |
3.748 |
|
1.618 |
3.634 |
|
1.000 |
3.564 |
|
0.618 |
3.520 |
|
HIGH |
3.450 |
|
0.618 |
3.406 |
|
0.500 |
3.393 |
|
0.382 |
3.380 |
|
LOW |
3.336 |
|
0.618 |
3.266 |
|
1.000 |
3.222 |
|
1.618 |
3.152 |
|
2.618 |
3.038 |
|
4.250 |
2.852 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.410 |
3.397 |
| PP |
3.401 |
3.376 |
| S1 |
3.393 |
3.356 |
|