NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.555 |
3.457 |
-0.098 |
-2.8% |
3.584 |
| High |
3.555 |
3.518 |
-0.037 |
-1.0% |
3.765 |
| Low |
3.442 |
3.421 |
-0.021 |
-0.6% |
3.530 |
| Close |
3.487 |
3.441 |
-0.046 |
-1.3% |
3.578 |
| Range |
0.113 |
0.097 |
-0.016 |
-14.2% |
0.235 |
| ATR |
0.128 |
0.126 |
-0.002 |
-1.7% |
0.000 |
| Volume |
49,774 |
73,317 |
23,543 |
47.3% |
177,570 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.751 |
3.693 |
3.494 |
|
| R3 |
3.654 |
3.596 |
3.468 |
|
| R2 |
3.557 |
3.557 |
3.459 |
|
| R1 |
3.499 |
3.499 |
3.450 |
3.480 |
| PP |
3.460 |
3.460 |
3.460 |
3.450 |
| S1 |
3.402 |
3.402 |
3.432 |
3.383 |
| S2 |
3.363 |
3.363 |
3.423 |
|
| S3 |
3.266 |
3.305 |
3.414 |
|
| S4 |
3.169 |
3.208 |
3.388 |
|
|
| 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 |
3.421 |
0.344 |
10.0% |
0.137 |
4.0% |
6% |
False |
True |
45,845 |
| 10 |
3.899 |
3.421 |
0.478 |
13.9% |
0.134 |
3.9% |
4% |
False |
True |
42,583 |
| 20 |
4.074 |
3.421 |
0.653 |
19.0% |
0.129 |
3.7% |
3% |
False |
True |
32,075 |
| 40 |
4.090 |
3.421 |
0.669 |
19.4% |
0.119 |
3.5% |
3% |
False |
True |
25,055 |
| 60 |
4.090 |
3.400 |
0.690 |
20.1% |
0.111 |
3.2% |
6% |
False |
False |
21,956 |
| 80 |
4.090 |
3.222 |
0.868 |
25.2% |
0.106 |
3.1% |
25% |
False |
False |
18,346 |
| 100 |
4.090 |
3.222 |
0.868 |
25.2% |
0.103 |
3.0% |
25% |
False |
False |
15,740 |
| 120 |
4.090 |
3.222 |
0.868 |
25.2% |
0.101 |
2.9% |
25% |
False |
False |
13,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.930 |
|
2.618 |
3.772 |
|
1.618 |
3.675 |
|
1.000 |
3.615 |
|
0.618 |
3.578 |
|
HIGH |
3.518 |
|
0.618 |
3.481 |
|
0.500 |
3.470 |
|
0.382 |
3.458 |
|
LOW |
3.421 |
|
0.618 |
3.361 |
|
1.000 |
3.324 |
|
1.618 |
3.264 |
|
2.618 |
3.167 |
|
4.250 |
3.009 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.470 |
3.564 |
| PP |
3.460 |
3.523 |
| S1 |
3.451 |
3.482 |
|