NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.457 |
3.451 |
-0.006 |
-0.2% |
3.584 |
| High |
3.518 |
3.473 |
-0.045 |
-1.3% |
3.765 |
| Low |
3.421 |
3.395 |
-0.026 |
-0.8% |
3.530 |
| Close |
3.441 |
3.412 |
-0.029 |
-0.8% |
3.578 |
| Range |
0.097 |
0.078 |
-0.019 |
-19.6% |
0.235 |
| ATR |
0.126 |
0.122 |
-0.003 |
-2.7% |
0.000 |
| Volume |
73,317 |
85,002 |
11,685 |
15.9% |
177,570 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.661 |
3.614 |
3.455 |
|
| R3 |
3.583 |
3.536 |
3.433 |
|
| R2 |
3.505 |
3.505 |
3.426 |
|
| R1 |
3.458 |
3.458 |
3.419 |
3.443 |
| PP |
3.427 |
3.427 |
3.427 |
3.419 |
| S1 |
3.380 |
3.380 |
3.405 |
3.365 |
| S2 |
3.349 |
3.349 |
3.398 |
|
| S3 |
3.271 |
3.302 |
3.391 |
|
| S4 |
3.193 |
3.224 |
3.369 |
|
|
| 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 |
3.395 |
0.370 |
10.8% |
0.111 |
3.3% |
5% |
False |
True |
58,138 |
| 10 |
3.830 |
3.395 |
0.435 |
12.7% |
0.127 |
3.7% |
4% |
False |
True |
48,578 |
| 20 |
4.074 |
3.395 |
0.679 |
19.9% |
0.123 |
3.6% |
3% |
False |
True |
35,556 |
| 40 |
4.090 |
3.395 |
0.695 |
20.4% |
0.119 |
3.5% |
2% |
False |
True |
26,871 |
| 60 |
4.090 |
3.395 |
0.695 |
20.4% |
0.111 |
3.2% |
2% |
False |
True |
23,259 |
| 80 |
4.090 |
3.222 |
0.868 |
25.4% |
0.106 |
3.1% |
22% |
False |
False |
19,350 |
| 100 |
4.090 |
3.222 |
0.868 |
25.4% |
0.102 |
3.0% |
22% |
False |
False |
16,545 |
| 120 |
4.090 |
3.222 |
0.868 |
25.4% |
0.101 |
2.9% |
22% |
False |
False |
14,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.805 |
|
2.618 |
3.677 |
|
1.618 |
3.599 |
|
1.000 |
3.551 |
|
0.618 |
3.521 |
|
HIGH |
3.473 |
|
0.618 |
3.443 |
|
0.500 |
3.434 |
|
0.382 |
3.425 |
|
LOW |
3.395 |
|
0.618 |
3.347 |
|
1.000 |
3.317 |
|
1.618 |
3.269 |
|
2.618 |
3.191 |
|
4.250 |
3.064 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.434 |
3.475 |
| PP |
3.427 |
3.454 |
| S1 |
3.419 |
3.433 |
|