NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.330 |
3.352 |
0.022 |
0.7% |
3.299 |
| High |
3.408 |
3.380 |
-0.028 |
-0.8% |
3.508 |
| Low |
3.300 |
3.317 |
0.017 |
0.5% |
3.277 |
| Close |
3.392 |
3.354 |
-0.038 |
-1.1% |
3.451 |
| Range |
0.108 |
0.063 |
-0.045 |
-41.7% |
0.231 |
| ATR |
0.122 |
0.119 |
-0.003 |
-2.7% |
0.000 |
| Volume |
48,441 |
10,563 |
-37,878 |
-78.2% |
616,849 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.539 |
3.510 |
3.389 |
|
| R3 |
3.476 |
3.447 |
3.371 |
|
| R2 |
3.413 |
3.413 |
3.366 |
|
| R1 |
3.384 |
3.384 |
3.360 |
3.399 |
| PP |
3.350 |
3.350 |
3.350 |
3.358 |
| S1 |
3.321 |
3.321 |
3.348 |
3.336 |
| S2 |
3.287 |
3.287 |
3.342 |
|
| S3 |
3.224 |
3.258 |
3.337 |
|
| S4 |
3.161 |
3.195 |
3.319 |
|
|
| 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 |
3.300 |
0.208 |
6.2% |
0.107 |
3.2% |
26% |
False |
False |
65,513 |
| 10 |
3.508 |
3.261 |
0.247 |
7.4% |
0.111 |
3.3% |
38% |
False |
False |
108,263 |
| 20 |
3.815 |
3.261 |
0.554 |
16.5% |
0.120 |
3.6% |
17% |
False |
False |
134,236 |
| 40 |
4.060 |
3.261 |
0.799 |
23.8% |
0.119 |
3.6% |
12% |
False |
False |
102,866 |
| 60 |
4.088 |
3.261 |
0.827 |
24.7% |
0.119 |
3.6% |
11% |
False |
False |
91,274 |
| 80 |
4.088 |
3.200 |
0.888 |
26.5% |
0.115 |
3.4% |
17% |
False |
False |
79,315 |
| 100 |
4.088 |
3.200 |
0.888 |
26.5% |
0.111 |
3.3% |
17% |
False |
False |
68,957 |
| 120 |
4.088 |
3.200 |
0.888 |
26.5% |
0.110 |
3.3% |
17% |
False |
False |
61,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.648 |
|
2.618 |
3.545 |
|
1.618 |
3.482 |
|
1.000 |
3.443 |
|
0.618 |
3.419 |
|
HIGH |
3.380 |
|
0.618 |
3.356 |
|
0.500 |
3.349 |
|
0.382 |
3.341 |
|
LOW |
3.317 |
|
0.618 |
3.278 |
|
1.000 |
3.254 |
|
1.618 |
3.215 |
|
2.618 |
3.152 |
|
4.250 |
3.049 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.352 |
3.381 |
| PP |
3.350 |
3.372 |
| S1 |
3.349 |
3.363 |
|