NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.429 |
3.373 |
-0.056 |
-1.6% |
3.555 |
| High |
3.455 |
3.503 |
0.048 |
1.4% |
3.555 |
| Low |
3.324 |
3.360 |
0.036 |
1.1% |
3.316 |
| Close |
3.366 |
3.495 |
0.129 |
3.8% |
3.358 |
| Range |
0.131 |
0.143 |
0.012 |
9.2% |
0.239 |
| ATR |
0.119 |
0.121 |
0.002 |
1.4% |
0.000 |
| Volume |
71,616 |
82,447 |
10,831 |
15.1% |
399,851 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.882 |
3.831 |
3.574 |
|
| R3 |
3.739 |
3.688 |
3.534 |
|
| R2 |
3.596 |
3.596 |
3.521 |
|
| R1 |
3.545 |
3.545 |
3.508 |
3.571 |
| PP |
3.453 |
3.453 |
3.453 |
3.465 |
| S1 |
3.402 |
3.402 |
3.482 |
3.428 |
| S2 |
3.310 |
3.310 |
3.469 |
|
| S3 |
3.167 |
3.259 |
3.456 |
|
| S4 |
3.024 |
3.116 |
3.416 |
|
|
| 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 |
3.503 |
3.316 |
0.187 |
5.4% |
0.117 |
3.3% |
96% |
True |
False |
81,160 |
| 10 |
3.707 |
3.316 |
0.391 |
11.2% |
0.112 |
3.2% |
46% |
False |
False |
76,854 |
| 20 |
4.074 |
3.316 |
0.758 |
21.7% |
0.122 |
3.5% |
24% |
False |
False |
54,373 |
| 40 |
4.074 |
3.316 |
0.758 |
21.7% |
0.118 |
3.4% |
24% |
False |
False |
37,354 |
| 60 |
4.090 |
3.316 |
0.774 |
22.1% |
0.115 |
3.3% |
23% |
False |
False |
30,864 |
| 80 |
4.090 |
3.222 |
0.868 |
24.8% |
0.108 |
3.1% |
31% |
False |
False |
25,352 |
| 100 |
4.090 |
3.222 |
0.868 |
24.8% |
0.105 |
3.0% |
31% |
False |
False |
21,411 |
| 120 |
4.090 |
3.222 |
0.868 |
24.8% |
0.101 |
2.9% |
31% |
False |
False |
18,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.111 |
|
2.618 |
3.877 |
|
1.618 |
3.734 |
|
1.000 |
3.646 |
|
0.618 |
3.591 |
|
HIGH |
3.503 |
|
0.618 |
3.448 |
|
0.500 |
3.432 |
|
0.382 |
3.415 |
|
LOW |
3.360 |
|
0.618 |
3.272 |
|
1.000 |
3.217 |
|
1.618 |
3.129 |
|
2.618 |
2.986 |
|
4.250 |
2.752 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.474 |
3.468 |
| PP |
3.453 |
3.441 |
| S1 |
3.432 |
3.414 |
|