NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.479 |
3.489 |
0.010 |
0.3% |
3.342 |
| High |
3.532 |
3.493 |
-0.039 |
-1.1% |
3.532 |
| Low |
3.454 |
3.363 |
-0.091 |
-2.6% |
3.317 |
| Close |
3.482 |
3.378 |
-0.104 |
-3.0% |
3.482 |
| Range |
0.078 |
0.130 |
0.052 |
66.7% |
0.215 |
| ATR |
0.118 |
0.118 |
0.001 |
0.8% |
0.000 |
| Volume |
72,747 |
36,574 |
-36,173 |
-49.7% |
393,828 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.801 |
3.720 |
3.450 |
|
| R3 |
3.671 |
3.590 |
3.414 |
|
| R2 |
3.541 |
3.541 |
3.402 |
|
| R1 |
3.460 |
3.460 |
3.390 |
3.436 |
| PP |
3.411 |
3.411 |
3.411 |
3.399 |
| S1 |
3.330 |
3.330 |
3.366 |
3.306 |
| S2 |
3.281 |
3.281 |
3.354 |
|
| S3 |
3.151 |
3.200 |
3.342 |
|
| S4 |
3.021 |
3.070 |
3.307 |
|
|
| 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 |
3.324 |
0.208 |
6.2% |
0.119 |
3.5% |
26% |
False |
False |
68,258 |
| 10 |
3.532 |
3.316 |
0.216 |
6.4% |
0.108 |
3.2% |
29% |
False |
False |
78,047 |
| 20 |
3.925 |
3.316 |
0.609 |
18.0% |
0.119 |
3.5% |
10% |
False |
False |
57,984 |
| 40 |
4.074 |
3.316 |
0.758 |
22.4% |
0.118 |
3.5% |
8% |
False |
False |
39,151 |
| 60 |
4.090 |
3.316 |
0.774 |
22.9% |
0.115 |
3.4% |
8% |
False |
False |
32,119 |
| 80 |
4.090 |
3.241 |
0.849 |
25.1% |
0.109 |
3.2% |
16% |
False |
False |
26,574 |
| 100 |
4.090 |
3.222 |
0.868 |
25.7% |
0.104 |
3.1% |
18% |
False |
False |
22,379 |
| 120 |
4.090 |
3.222 |
0.868 |
25.7% |
0.102 |
3.0% |
18% |
False |
False |
19,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.046 |
|
2.618 |
3.833 |
|
1.618 |
3.703 |
|
1.000 |
3.623 |
|
0.618 |
3.573 |
|
HIGH |
3.493 |
|
0.618 |
3.443 |
|
0.500 |
3.428 |
|
0.382 |
3.413 |
|
LOW |
3.363 |
|
0.618 |
3.283 |
|
1.000 |
3.233 |
|
1.618 |
3.153 |
|
2.618 |
3.023 |
|
4.250 |
2.811 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.428 |
3.446 |
| PP |
3.411 |
3.423 |
| S1 |
3.395 |
3.401 |
|