NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.342 |
3.398 |
0.056 |
1.7% |
3.555 |
| High |
3.423 |
3.486 |
0.063 |
1.8% |
3.555 |
| Low |
3.317 |
3.375 |
0.058 |
1.7% |
3.316 |
| Close |
3.398 |
3.455 |
0.057 |
1.7% |
3.358 |
| Range |
0.106 |
0.111 |
0.005 |
4.7% |
0.239 |
| ATR |
0.118 |
0.118 |
-0.001 |
-0.5% |
0.000 |
| Volume |
89,108 |
77,910 |
-11,198 |
-12.6% |
399,851 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.772 |
3.724 |
3.516 |
|
| R3 |
3.661 |
3.613 |
3.486 |
|
| R2 |
3.550 |
3.550 |
3.475 |
|
| R1 |
3.502 |
3.502 |
3.465 |
3.526 |
| PP |
3.439 |
3.439 |
3.439 |
3.451 |
| S1 |
3.391 |
3.391 |
3.445 |
3.415 |
| S2 |
3.328 |
3.328 |
3.435 |
|
| S3 |
3.217 |
3.280 |
3.424 |
|
| S4 |
3.106 |
3.169 |
3.394 |
|
|
| 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 |
3.486 |
3.316 |
0.170 |
4.9% |
0.100 |
2.9% |
82% |
True |
False |
88,755 |
| 10 |
3.765 |
3.316 |
0.449 |
13.0% |
0.118 |
3.4% |
31% |
False |
False |
67,300 |
| 20 |
4.074 |
3.316 |
0.758 |
21.9% |
0.120 |
3.5% |
18% |
False |
False |
48,904 |
| 40 |
4.074 |
3.316 |
0.758 |
21.9% |
0.117 |
3.4% |
18% |
False |
False |
34,326 |
| 60 |
4.090 |
3.316 |
0.774 |
22.4% |
0.113 |
3.3% |
18% |
False |
False |
28,571 |
| 80 |
4.090 |
3.222 |
0.868 |
25.1% |
0.107 |
3.1% |
27% |
False |
False |
23,561 |
| 100 |
4.090 |
3.222 |
0.868 |
25.1% |
0.104 |
3.0% |
27% |
False |
False |
19,976 |
| 120 |
4.090 |
3.222 |
0.868 |
25.1% |
0.100 |
2.9% |
27% |
False |
False |
17,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.958 |
|
2.618 |
3.777 |
|
1.618 |
3.666 |
|
1.000 |
3.597 |
|
0.618 |
3.555 |
|
HIGH |
3.486 |
|
0.618 |
3.444 |
|
0.500 |
3.431 |
|
0.382 |
3.417 |
|
LOW |
3.375 |
|
0.618 |
3.306 |
|
1.000 |
3.264 |
|
1.618 |
3.195 |
|
2.618 |
3.084 |
|
4.250 |
2.903 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.447 |
3.437 |
| PP |
3.439 |
3.419 |
| S1 |
3.431 |
3.401 |
|