NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.337 |
3.447 |
0.110 |
3.3% |
3.299 |
| High |
3.467 |
3.508 |
0.041 |
1.2% |
3.508 |
| Low |
3.316 |
3.425 |
0.109 |
3.3% |
3.277 |
| Close |
3.462 |
3.451 |
-0.011 |
-0.3% |
3.451 |
| Range |
0.151 |
0.083 |
-0.068 |
-45.0% |
0.231 |
| ATR |
0.125 |
0.122 |
-0.003 |
-2.4% |
0.000 |
| Volume |
141,492 |
96,186 |
-45,306 |
-32.0% |
616,849 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.710 |
3.664 |
3.497 |
|
| R3 |
3.627 |
3.581 |
3.474 |
|
| R2 |
3.544 |
3.544 |
3.466 |
|
| R1 |
3.498 |
3.498 |
3.459 |
3.521 |
| PP |
3.461 |
3.461 |
3.461 |
3.473 |
| S1 |
3.415 |
3.415 |
3.443 |
3.438 |
| S2 |
3.378 |
3.378 |
3.436 |
|
| S3 |
3.295 |
3.332 |
3.428 |
|
| S4 |
3.212 |
3.249 |
3.405 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.105 |
4.009 |
3.578 |
|
| R3 |
3.874 |
3.778 |
3.515 |
|
| R2 |
3.643 |
3.643 |
3.493 |
|
| R1 |
3.547 |
3.547 |
3.472 |
3.595 |
| PP |
3.412 |
3.412 |
3.412 |
3.436 |
| S1 |
3.316 |
3.316 |
3.430 |
3.364 |
| S2 |
3.181 |
3.181 |
3.409 |
|
| S3 |
2.950 |
3.085 |
3.387 |
|
| S4 |
2.719 |
2.854 |
3.324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.508 |
3.277 |
0.231 |
6.7% |
0.119 |
3.5% |
75% |
True |
False |
123,369 |
| 10 |
3.520 |
3.261 |
0.259 |
7.5% |
0.110 |
3.2% |
73% |
False |
False |
155,097 |
| 20 |
4.004 |
3.261 |
0.743 |
21.5% |
0.125 |
3.6% |
26% |
False |
False |
148,330 |
| 40 |
4.060 |
3.261 |
0.799 |
23.2% |
0.122 |
3.5% |
24% |
False |
False |
104,490 |
| 60 |
4.088 |
3.261 |
0.827 |
24.0% |
0.120 |
3.5% |
23% |
False |
False |
93,695 |
| 80 |
4.088 |
3.200 |
0.888 |
25.7% |
0.115 |
3.3% |
28% |
False |
False |
79,138 |
| 100 |
4.088 |
3.200 |
0.888 |
25.7% |
0.112 |
3.2% |
28% |
False |
False |
68,838 |
| 120 |
4.088 |
3.200 |
0.888 |
25.7% |
0.111 |
3.2% |
28% |
False |
False |
60,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.861 |
|
2.618 |
3.725 |
|
1.618 |
3.642 |
|
1.000 |
3.591 |
|
0.618 |
3.559 |
|
HIGH |
3.508 |
|
0.618 |
3.476 |
|
0.500 |
3.467 |
|
0.382 |
3.457 |
|
LOW |
3.425 |
|
0.618 |
3.374 |
|
1.000 |
3.342 |
|
1.618 |
3.291 |
|
2.618 |
3.208 |
|
4.250 |
3.072 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.467 |
3.433 |
| PP |
3.461 |
3.414 |
| S1 |
3.456 |
3.396 |
|