NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.399 |
3.337 |
-0.062 |
-1.8% |
3.519 |
| High |
3.414 |
3.467 |
0.053 |
1.6% |
3.520 |
| Low |
3.284 |
3.316 |
0.032 |
1.0% |
3.261 |
| Close |
3.320 |
3.462 |
0.142 |
4.3% |
3.314 |
| Range |
0.130 |
0.151 |
0.021 |
16.2% |
0.259 |
| ATR |
0.123 |
0.125 |
0.002 |
1.6% |
0.000 |
| Volume |
118,173 |
141,492 |
23,319 |
19.7% |
934,122 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.868 |
3.816 |
3.545 |
|
| R3 |
3.717 |
3.665 |
3.504 |
|
| R2 |
3.566 |
3.566 |
3.490 |
|
| R1 |
3.514 |
3.514 |
3.476 |
3.540 |
| PP |
3.415 |
3.415 |
3.415 |
3.428 |
| S1 |
3.363 |
3.363 |
3.448 |
3.389 |
| S2 |
3.264 |
3.264 |
3.434 |
|
| S3 |
3.113 |
3.212 |
3.420 |
|
| S4 |
2.962 |
3.061 |
3.379 |
|
|
| 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 |
3.467 |
3.261 |
0.206 |
6.0% |
0.123 |
3.6% |
98% |
True |
False |
133,695 |
| 10 |
3.684 |
3.261 |
0.423 |
12.2% |
0.116 |
3.4% |
48% |
False |
False |
161,880 |
| 20 |
4.060 |
3.261 |
0.799 |
23.1% |
0.126 |
3.6% |
25% |
False |
False |
146,044 |
| 40 |
4.060 |
3.261 |
0.799 |
23.1% |
0.123 |
3.5% |
25% |
False |
False |
103,076 |
| 60 |
4.088 |
3.261 |
0.827 |
23.9% |
0.121 |
3.5% |
24% |
False |
False |
92,726 |
| 80 |
4.088 |
3.200 |
0.888 |
25.6% |
0.115 |
3.3% |
30% |
False |
False |
78,238 |
| 100 |
4.088 |
3.200 |
0.888 |
25.6% |
0.112 |
3.2% |
30% |
False |
False |
68,189 |
| 120 |
4.088 |
3.200 |
0.888 |
25.6% |
0.111 |
3.2% |
30% |
False |
False |
60,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.109 |
|
2.618 |
3.862 |
|
1.618 |
3.711 |
|
1.000 |
3.618 |
|
0.618 |
3.560 |
|
HIGH |
3.467 |
|
0.618 |
3.409 |
|
0.500 |
3.392 |
|
0.382 |
3.374 |
|
LOW |
3.316 |
|
0.618 |
3.223 |
|
1.000 |
3.165 |
|
1.618 |
3.072 |
|
2.618 |
2.921 |
|
4.250 |
2.674 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.439 |
3.433 |
| PP |
3.415 |
3.404 |
| S1 |
3.392 |
3.376 |
|