NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.425 |
3.389 |
-0.036 |
-1.1% |
3.555 |
| High |
3.437 |
3.408 |
-0.029 |
-0.8% |
3.555 |
| Low |
3.325 |
3.316 |
-0.009 |
-0.3% |
3.316 |
| Close |
3.389 |
3.358 |
-0.031 |
-0.9% |
3.358 |
| Range |
0.112 |
0.092 |
-0.020 |
-17.9% |
0.239 |
| ATR |
0.122 |
0.119 |
-0.002 |
-1.7% |
0.000 |
| Volume |
107,038 |
84,720 |
-22,318 |
-20.9% |
399,851 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.637 |
3.589 |
3.409 |
|
| R3 |
3.545 |
3.497 |
3.383 |
|
| R2 |
3.453 |
3.453 |
3.375 |
|
| R1 |
3.405 |
3.405 |
3.366 |
3.383 |
| PP |
3.361 |
3.361 |
3.361 |
3.350 |
| S1 |
3.313 |
3.313 |
3.350 |
3.291 |
| S2 |
3.269 |
3.269 |
3.341 |
|
| S3 |
3.177 |
3.221 |
3.333 |
|
| S4 |
3.085 |
3.129 |
3.307 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.127 |
3.981 |
3.489 |
|
| R3 |
3.888 |
3.742 |
3.424 |
|
| R2 |
3.649 |
3.649 |
3.402 |
|
| R1 |
3.503 |
3.503 |
3.380 |
3.457 |
| PP |
3.410 |
3.410 |
3.410 |
3.386 |
| S1 |
3.264 |
3.264 |
3.336 |
3.218 |
| S2 |
3.171 |
3.171 |
3.314 |
|
| S3 |
2.932 |
3.025 |
3.292 |
|
| S4 |
2.693 |
2.786 |
3.227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.555 |
3.316 |
0.239 |
7.1% |
0.098 |
2.9% |
18% |
False |
True |
79,970 |
| 10 |
3.765 |
3.316 |
0.449 |
13.4% |
0.117 |
3.5% |
9% |
False |
True |
57,742 |
| 20 |
4.074 |
3.316 |
0.758 |
22.6% |
0.121 |
3.6% |
6% |
False |
True |
42,885 |
| 40 |
4.090 |
3.316 |
0.774 |
23.0% |
0.118 |
3.5% |
5% |
False |
True |
31,007 |
| 60 |
4.090 |
3.316 |
0.774 |
23.0% |
0.112 |
3.3% |
5% |
False |
True |
26,154 |
| 80 |
4.090 |
3.222 |
0.868 |
25.8% |
0.107 |
3.2% |
16% |
False |
False |
21,603 |
| 100 |
4.090 |
3.222 |
0.868 |
25.8% |
0.103 |
3.1% |
16% |
False |
False |
18,370 |
| 120 |
4.090 |
3.222 |
0.868 |
25.8% |
0.101 |
3.0% |
16% |
False |
False |
15,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.799 |
|
2.618 |
3.649 |
|
1.618 |
3.557 |
|
1.000 |
3.500 |
|
0.618 |
3.465 |
|
HIGH |
3.408 |
|
0.618 |
3.373 |
|
0.500 |
3.362 |
|
0.382 |
3.351 |
|
LOW |
3.316 |
|
0.618 |
3.259 |
|
1.000 |
3.224 |
|
1.618 |
3.167 |
|
2.618 |
3.075 |
|
4.250 |
2.925 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.362 |
3.395 |
| PP |
3.361 |
3.382 |
| S1 |
3.359 |
3.370 |
|