NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.666 |
3.555 |
-0.111 |
-3.0% |
3.584 |
| High |
3.707 |
3.555 |
-0.152 |
-4.1% |
3.765 |
| Low |
3.569 |
3.442 |
-0.127 |
-3.6% |
3.530 |
| Close |
3.578 |
3.487 |
-0.091 |
-2.5% |
3.578 |
| Range |
0.138 |
0.113 |
-0.025 |
-18.1% |
0.235 |
| ATR |
0.127 |
0.128 |
0.001 |
0.5% |
0.000 |
| Volume |
47,614 |
49,774 |
2,160 |
4.5% |
177,570 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.834 |
3.773 |
3.549 |
|
| R3 |
3.721 |
3.660 |
3.518 |
|
| R2 |
3.608 |
3.608 |
3.508 |
|
| R1 |
3.547 |
3.547 |
3.497 |
3.521 |
| PP |
3.495 |
3.495 |
3.495 |
3.482 |
| S1 |
3.434 |
3.434 |
3.477 |
3.408 |
| S2 |
3.382 |
3.382 |
3.466 |
|
| S3 |
3.269 |
3.321 |
3.456 |
|
| S4 |
3.156 |
3.208 |
3.425 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.329 |
4.189 |
3.707 |
|
| R3 |
4.094 |
3.954 |
3.643 |
|
| R2 |
3.859 |
3.859 |
3.621 |
|
| R1 |
3.719 |
3.719 |
3.600 |
3.672 |
| PP |
3.624 |
3.624 |
3.624 |
3.601 |
| S1 |
3.484 |
3.484 |
3.556 |
3.437 |
| S2 |
3.389 |
3.389 |
3.535 |
|
| S3 |
3.154 |
3.249 |
3.513 |
|
| S4 |
2.919 |
3.014 |
3.449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.765 |
3.442 |
0.323 |
9.3% |
0.134 |
3.8% |
14% |
False |
True |
37,591 |
| 10 |
3.925 |
3.442 |
0.483 |
13.9% |
0.131 |
3.7% |
9% |
False |
True |
37,921 |
| 20 |
4.074 |
3.442 |
0.632 |
18.1% |
0.130 |
3.7% |
7% |
False |
True |
29,397 |
| 40 |
4.090 |
3.442 |
0.648 |
18.6% |
0.120 |
3.4% |
7% |
False |
True |
23,651 |
| 60 |
4.090 |
3.400 |
0.690 |
19.8% |
0.110 |
3.2% |
13% |
False |
False |
20,891 |
| 80 |
4.090 |
3.222 |
0.868 |
24.9% |
0.106 |
3.0% |
31% |
False |
False |
17,540 |
| 100 |
4.090 |
3.222 |
0.868 |
24.9% |
0.102 |
2.9% |
31% |
False |
False |
15,060 |
| 120 |
4.090 |
3.222 |
0.868 |
24.9% |
0.101 |
2.9% |
31% |
False |
False |
13,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.035 |
|
2.618 |
3.851 |
|
1.618 |
3.738 |
|
1.000 |
3.668 |
|
0.618 |
3.625 |
|
HIGH |
3.555 |
|
0.618 |
3.512 |
|
0.500 |
3.499 |
|
0.382 |
3.485 |
|
LOW |
3.442 |
|
0.618 |
3.372 |
|
1.000 |
3.329 |
|
1.618 |
3.259 |
|
2.618 |
3.146 |
|
4.250 |
2.962 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.499 |
3.604 |
| PP |
3.495 |
3.565 |
| S1 |
3.491 |
3.526 |
|