NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.447 |
3.461 |
0.014 |
0.4% |
3.299 |
| High |
3.508 |
3.461 |
-0.047 |
-1.3% |
3.508 |
| Low |
3.425 |
3.331 |
-0.094 |
-2.7% |
3.277 |
| Close |
3.451 |
3.346 |
-0.105 |
-3.0% |
3.451 |
| Range |
0.083 |
0.130 |
0.047 |
56.6% |
0.231 |
| ATR |
0.122 |
0.123 |
0.001 |
0.4% |
0.000 |
| Volume |
96,186 |
30,887 |
-65,299 |
-67.9% |
616,849 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.769 |
3.688 |
3.418 |
|
| R3 |
3.639 |
3.558 |
3.382 |
|
| R2 |
3.509 |
3.509 |
3.370 |
|
| R1 |
3.428 |
3.428 |
3.358 |
3.404 |
| PP |
3.379 |
3.379 |
3.379 |
3.367 |
| S1 |
3.298 |
3.298 |
3.334 |
3.274 |
| S2 |
3.249 |
3.249 |
3.322 |
|
| S3 |
3.119 |
3.168 |
3.310 |
|
| S4 |
2.989 |
3.038 |
3.275 |
|
|
| 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 |
3.284 |
0.224 |
6.7% |
0.122 |
3.6% |
28% |
False |
False |
102,395 |
| 10 |
3.508 |
3.261 |
0.247 |
7.4% |
0.113 |
3.4% |
34% |
False |
False |
139,186 |
| 20 |
3.914 |
3.261 |
0.653 |
19.5% |
0.123 |
3.7% |
13% |
False |
False |
144,836 |
| 40 |
4.060 |
3.261 |
0.799 |
23.9% |
0.122 |
3.7% |
11% |
False |
False |
103,678 |
| 60 |
4.088 |
3.261 |
0.827 |
24.7% |
0.121 |
3.6% |
10% |
False |
False |
93,003 |
| 80 |
4.088 |
3.200 |
0.888 |
26.5% |
0.115 |
3.4% |
16% |
False |
False |
79,172 |
| 100 |
4.088 |
3.200 |
0.888 |
26.5% |
0.112 |
3.3% |
16% |
False |
False |
68,895 |
| 120 |
4.088 |
3.200 |
0.888 |
26.5% |
0.111 |
3.3% |
16% |
False |
False |
61,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.014 |
|
2.618 |
3.801 |
|
1.618 |
3.671 |
|
1.000 |
3.591 |
|
0.618 |
3.541 |
|
HIGH |
3.461 |
|
0.618 |
3.411 |
|
0.500 |
3.396 |
|
0.382 |
3.381 |
|
LOW |
3.331 |
|
0.618 |
3.251 |
|
1.000 |
3.201 |
|
1.618 |
3.121 |
|
2.618 |
2.991 |
|
4.250 |
2.779 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.396 |
3.412 |
| PP |
3.379 |
3.390 |
| S1 |
3.363 |
3.368 |
|