NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.350 |
3.399 |
0.049 |
1.5% |
3.519 |
| High |
3.450 |
3.414 |
-0.036 |
-1.0% |
3.520 |
| Low |
3.336 |
3.284 |
-0.052 |
-1.6% |
3.261 |
| Close |
3.418 |
3.320 |
-0.098 |
-2.9% |
3.314 |
| Range |
0.114 |
0.130 |
0.016 |
14.0% |
0.259 |
| ATR |
0.123 |
0.123 |
0.001 |
0.7% |
0.000 |
| Volume |
125,240 |
118,173 |
-7,067 |
-5.6% |
934,122 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.729 |
3.655 |
3.392 |
|
| R3 |
3.599 |
3.525 |
3.356 |
|
| R2 |
3.469 |
3.469 |
3.344 |
|
| R1 |
3.395 |
3.395 |
3.332 |
3.367 |
| PP |
3.339 |
3.339 |
3.339 |
3.326 |
| S1 |
3.265 |
3.265 |
3.308 |
3.237 |
| S2 |
3.209 |
3.209 |
3.296 |
|
| S3 |
3.079 |
3.135 |
3.284 |
|
| S4 |
2.949 |
3.005 |
3.249 |
|
|
| 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 |
5.7% |
0.116 |
3.5% |
31% |
False |
False |
151,013 |
| 10 |
3.748 |
3.261 |
0.487 |
14.7% |
0.115 |
3.5% |
12% |
False |
False |
166,087 |
| 20 |
4.060 |
3.261 |
0.799 |
24.1% |
0.125 |
3.8% |
7% |
False |
False |
143,334 |
| 40 |
4.060 |
3.261 |
0.799 |
24.1% |
0.122 |
3.7% |
7% |
False |
False |
100,688 |
| 60 |
4.088 |
3.261 |
0.827 |
24.9% |
0.120 |
3.6% |
7% |
False |
False |
90,990 |
| 80 |
4.088 |
3.200 |
0.888 |
26.7% |
0.114 |
3.4% |
14% |
False |
False |
76,767 |
| 100 |
4.088 |
3.200 |
0.888 |
26.7% |
0.112 |
3.4% |
14% |
False |
False |
67,044 |
| 120 |
4.088 |
3.200 |
0.888 |
26.7% |
0.110 |
3.3% |
14% |
False |
False |
59,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.967 |
|
2.618 |
3.754 |
|
1.618 |
3.624 |
|
1.000 |
3.544 |
|
0.618 |
3.494 |
|
HIGH |
3.414 |
|
0.618 |
3.364 |
|
0.500 |
3.349 |
|
0.382 |
3.334 |
|
LOW |
3.284 |
|
0.618 |
3.204 |
|
1.000 |
3.154 |
|
1.618 |
3.074 |
|
2.618 |
2.944 |
|
4.250 |
2.732 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.349 |
3.364 |
| PP |
3.339 |
3.349 |
| S1 |
3.330 |
3.335 |
|