NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.392 |
3.412 |
0.020 |
0.6% |
3.489 |
| High |
3.428 |
3.487 |
0.059 |
1.7% |
3.493 |
| Low |
3.356 |
3.360 |
0.004 |
0.1% |
3.326 |
| Close |
3.412 |
3.469 |
0.057 |
1.7% |
3.469 |
| Range |
0.072 |
0.127 |
0.055 |
76.4% |
0.167 |
| ATR |
0.115 |
0.116 |
0.001 |
0.8% |
0.000 |
| Volume |
76,676 |
59,225 |
-17,451 |
-22.8% |
229,614 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.820 |
3.771 |
3.539 |
|
| R3 |
3.693 |
3.644 |
3.504 |
|
| R2 |
3.566 |
3.566 |
3.492 |
|
| R1 |
3.517 |
3.517 |
3.481 |
3.542 |
| PP |
3.439 |
3.439 |
3.439 |
3.451 |
| S1 |
3.390 |
3.390 |
3.457 |
3.415 |
| S2 |
3.312 |
3.312 |
3.446 |
|
| S3 |
3.185 |
3.263 |
3.434 |
|
| S4 |
3.058 |
3.136 |
3.399 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.930 |
3.867 |
3.561 |
|
| R3 |
3.763 |
3.700 |
3.515 |
|
| R2 |
3.596 |
3.596 |
3.500 |
|
| R1 |
3.533 |
3.533 |
3.484 |
3.481 |
| PP |
3.429 |
3.429 |
3.429 |
3.404 |
| S1 |
3.366 |
3.366 |
3.454 |
3.314 |
| S2 |
3.262 |
3.262 |
3.438 |
|
| S3 |
3.095 |
3.199 |
3.423 |
|
| S4 |
2.928 |
3.032 |
3.377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.532 |
3.326 |
0.206 |
5.9% |
0.104 |
3.0% |
69% |
False |
False |
60,472 |
| 10 |
3.532 |
3.316 |
0.216 |
6.2% |
0.110 |
3.2% |
71% |
False |
False |
70,816 |
| 20 |
3.765 |
3.316 |
0.449 |
12.9% |
0.115 |
3.3% |
34% |
False |
False |
62,257 |
| 40 |
4.074 |
3.316 |
0.758 |
21.9% |
0.117 |
3.4% |
20% |
False |
False |
42,610 |
| 60 |
4.090 |
3.316 |
0.774 |
22.3% |
0.114 |
3.3% |
20% |
False |
False |
34,241 |
| 80 |
4.090 |
3.241 |
0.849 |
24.5% |
0.110 |
3.2% |
27% |
False |
False |
28,815 |
| 100 |
4.090 |
3.222 |
0.868 |
25.0% |
0.104 |
3.0% |
28% |
False |
False |
24,172 |
| 120 |
4.090 |
3.222 |
0.868 |
25.0% |
0.102 |
2.9% |
28% |
False |
False |
20,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.027 |
|
2.618 |
3.819 |
|
1.618 |
3.692 |
|
1.000 |
3.614 |
|
0.618 |
3.565 |
|
HIGH |
3.487 |
|
0.618 |
3.438 |
|
0.500 |
3.424 |
|
0.382 |
3.409 |
|
LOW |
3.360 |
|
0.618 |
3.282 |
|
1.000 |
3.233 |
|
1.618 |
3.155 |
|
2.618 |
3.028 |
|
4.250 |
2.820 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.454 |
3.448 |
| PP |
3.439 |
3.427 |
| S1 |
3.424 |
3.407 |
|