NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.398 |
3.429 |
0.031 |
0.9% |
3.555 |
| High |
3.486 |
3.455 |
-0.031 |
-0.9% |
3.555 |
| Low |
3.375 |
3.324 |
-0.051 |
-1.5% |
3.316 |
| Close |
3.455 |
3.366 |
-0.089 |
-2.6% |
3.358 |
| Range |
0.111 |
0.131 |
0.020 |
18.0% |
0.239 |
| ATR |
0.118 |
0.119 |
0.001 |
0.8% |
0.000 |
| Volume |
77,910 |
71,616 |
-6,294 |
-8.1% |
399,851 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.775 |
3.701 |
3.438 |
|
| R3 |
3.644 |
3.570 |
3.402 |
|
| R2 |
3.513 |
3.513 |
3.390 |
|
| R1 |
3.439 |
3.439 |
3.378 |
3.411 |
| PP |
3.382 |
3.382 |
3.382 |
3.367 |
| S1 |
3.308 |
3.308 |
3.354 |
3.280 |
| S2 |
3.251 |
3.251 |
3.342 |
|
| S3 |
3.120 |
3.177 |
3.330 |
|
| S4 |
2.989 |
3.046 |
3.294 |
|
|
| 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 |
5.1% |
0.110 |
3.3% |
29% |
False |
False |
86,078 |
| 10 |
3.765 |
3.316 |
0.449 |
13.3% |
0.111 |
3.3% |
11% |
False |
False |
72,108 |
| 20 |
4.074 |
3.316 |
0.758 |
22.5% |
0.121 |
3.6% |
7% |
False |
False |
51,254 |
| 40 |
4.074 |
3.316 |
0.758 |
22.5% |
0.118 |
3.5% |
7% |
False |
False |
35,679 |
| 60 |
4.090 |
3.316 |
0.774 |
23.0% |
0.114 |
3.4% |
6% |
False |
False |
29,610 |
| 80 |
4.090 |
3.222 |
0.868 |
25.8% |
0.107 |
3.2% |
17% |
False |
False |
24,394 |
| 100 |
4.090 |
3.222 |
0.868 |
25.8% |
0.104 |
3.1% |
17% |
False |
False |
20,654 |
| 120 |
4.090 |
3.222 |
0.868 |
25.8% |
0.101 |
3.0% |
17% |
False |
False |
17,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.012 |
|
2.618 |
3.798 |
|
1.618 |
3.667 |
|
1.000 |
3.586 |
|
0.618 |
3.536 |
|
HIGH |
3.455 |
|
0.618 |
3.405 |
|
0.500 |
3.390 |
|
0.382 |
3.374 |
|
LOW |
3.324 |
|
0.618 |
3.243 |
|
1.000 |
3.193 |
|
1.618 |
3.112 |
|
2.618 |
2.981 |
|
4.250 |
2.767 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.390 |
3.402 |
| PP |
3.382 |
3.390 |
| S1 |
3.374 |
3.378 |
|