NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.567 |
3.713 |
0.146 |
4.1% |
3.970 |
| High |
3.722 |
3.750 |
0.028 |
0.8% |
3.985 |
| Low |
3.523 |
3.624 |
0.101 |
2.9% |
3.555 |
| Close |
3.707 |
3.677 |
-0.030 |
-0.8% |
3.573 |
| Range |
0.199 |
0.126 |
-0.073 |
-36.7% |
0.430 |
| ATR |
0.121 |
0.121 |
0.000 |
0.3% |
0.000 |
| Volume |
25,266 |
29,773 |
4,507 |
17.8% |
133,383 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.062 |
3.995 |
3.746 |
|
| R3 |
3.936 |
3.869 |
3.712 |
|
| R2 |
3.810 |
3.810 |
3.700 |
|
| R1 |
3.743 |
3.743 |
3.689 |
3.714 |
| PP |
3.684 |
3.684 |
3.684 |
3.669 |
| S1 |
3.617 |
3.617 |
3.665 |
3.588 |
| S2 |
3.558 |
3.558 |
3.654 |
|
| S3 |
3.432 |
3.491 |
3.642 |
|
| S4 |
3.306 |
3.365 |
3.608 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.994 |
4.714 |
3.810 |
|
| R3 |
4.564 |
4.284 |
3.691 |
|
| R2 |
4.134 |
4.134 |
3.652 |
|
| R1 |
3.854 |
3.854 |
3.612 |
3.779 |
| PP |
3.704 |
3.704 |
3.704 |
3.667 |
| S1 |
3.424 |
3.424 |
3.534 |
3.349 |
| S2 |
3.274 |
3.274 |
3.494 |
|
| S3 |
2.844 |
2.994 |
3.455 |
|
| S4 |
2.414 |
2.564 |
3.337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.750 |
3.523 |
0.227 |
6.2% |
0.128 |
3.5% |
68% |
True |
False |
31,451 |
| 10 |
4.036 |
3.523 |
0.513 |
14.0% |
0.127 |
3.5% |
30% |
False |
False |
27,054 |
| 20 |
4.036 |
3.523 |
0.513 |
14.0% |
0.122 |
3.3% |
30% |
False |
False |
24,459 |
| 40 |
4.049 |
3.523 |
0.526 |
14.3% |
0.114 |
3.1% |
29% |
False |
False |
22,010 |
| 60 |
4.049 |
3.383 |
0.666 |
18.1% |
0.106 |
2.9% |
44% |
False |
False |
20,383 |
| 80 |
4.049 |
3.210 |
0.839 |
22.8% |
0.101 |
2.7% |
56% |
False |
False |
17,497 |
| 100 |
4.049 |
3.210 |
0.839 |
22.8% |
0.098 |
2.7% |
56% |
False |
False |
15,450 |
| 120 |
4.049 |
3.210 |
0.839 |
22.8% |
0.097 |
2.6% |
56% |
False |
False |
13,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.286 |
|
2.618 |
4.080 |
|
1.618 |
3.954 |
|
1.000 |
3.876 |
|
0.618 |
3.828 |
|
HIGH |
3.750 |
|
0.618 |
3.702 |
|
0.500 |
3.687 |
|
0.382 |
3.672 |
|
LOW |
3.624 |
|
0.618 |
3.546 |
|
1.000 |
3.498 |
|
1.618 |
3.420 |
|
2.618 |
3.294 |
|
4.250 |
3.089 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.687 |
3.664 |
| PP |
3.684 |
3.650 |
| S1 |
3.680 |
3.637 |
|