NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.373 |
3.479 |
0.106 |
3.1% |
3.342 |
| High |
3.503 |
3.532 |
0.029 |
0.8% |
3.532 |
| Low |
3.360 |
3.454 |
0.094 |
2.8% |
3.317 |
| Close |
3.495 |
3.482 |
-0.013 |
-0.4% |
3.482 |
| Range |
0.143 |
0.078 |
-0.065 |
-45.5% |
0.215 |
| ATR |
0.121 |
0.118 |
-0.003 |
-2.5% |
0.000 |
| Volume |
82,447 |
72,747 |
-9,700 |
-11.8% |
393,828 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.723 |
3.681 |
3.525 |
|
| R3 |
3.645 |
3.603 |
3.503 |
|
| R2 |
3.567 |
3.567 |
3.496 |
|
| R1 |
3.525 |
3.525 |
3.489 |
3.546 |
| PP |
3.489 |
3.489 |
3.489 |
3.500 |
| S1 |
3.447 |
3.447 |
3.475 |
3.468 |
| S2 |
3.411 |
3.411 |
3.468 |
|
| S3 |
3.333 |
3.369 |
3.461 |
|
| S4 |
3.255 |
3.291 |
3.439 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.089 |
4.000 |
3.600 |
|
| R3 |
3.874 |
3.785 |
3.541 |
|
| R2 |
3.659 |
3.659 |
3.521 |
|
| R1 |
3.570 |
3.570 |
3.502 |
3.615 |
| PP |
3.444 |
3.444 |
3.444 |
3.466 |
| S1 |
3.355 |
3.355 |
3.462 |
3.400 |
| S2 |
3.229 |
3.229 |
3.443 |
|
| S3 |
3.014 |
3.140 |
3.423 |
|
| S4 |
2.799 |
2.925 |
3.364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.532 |
3.317 |
0.215 |
6.2% |
0.114 |
3.3% |
77% |
True |
False |
78,765 |
| 10 |
3.555 |
3.316 |
0.239 |
6.9% |
0.106 |
3.0% |
69% |
False |
False |
79,367 |
| 20 |
4.013 |
3.316 |
0.697 |
20.0% |
0.121 |
3.5% |
24% |
False |
False |
56,804 |
| 40 |
4.074 |
3.316 |
0.758 |
21.8% |
0.117 |
3.4% |
22% |
False |
False |
38,820 |
| 60 |
4.090 |
3.316 |
0.774 |
22.2% |
0.114 |
3.3% |
21% |
False |
False |
31,842 |
| 80 |
4.090 |
3.241 |
0.849 |
24.4% |
0.108 |
3.1% |
28% |
False |
False |
26,179 |
| 100 |
4.090 |
3.222 |
0.868 |
24.9% |
0.104 |
3.0% |
30% |
False |
False |
22,067 |
| 120 |
4.090 |
3.222 |
0.868 |
24.9% |
0.102 |
2.9% |
30% |
False |
False |
19,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.864 |
|
2.618 |
3.736 |
|
1.618 |
3.658 |
|
1.000 |
3.610 |
|
0.618 |
3.580 |
|
HIGH |
3.532 |
|
0.618 |
3.502 |
|
0.500 |
3.493 |
|
0.382 |
3.484 |
|
LOW |
3.454 |
|
0.618 |
3.406 |
|
1.000 |
3.376 |
|
1.618 |
3.328 |
|
2.618 |
3.250 |
|
4.250 |
3.123 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.493 |
3.464 |
| PP |
3.489 |
3.446 |
| S1 |
3.486 |
3.428 |
|