NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.550 |
3.464 |
-0.086 |
-2.4% |
3.573 |
| High |
3.550 |
3.525 |
-0.025 |
-0.7% |
3.750 |
| Low |
3.446 |
3.429 |
-0.017 |
-0.5% |
3.523 |
| Close |
3.493 |
3.452 |
-0.041 |
-1.2% |
3.577 |
| Range |
0.104 |
0.096 |
-0.008 |
-7.7% |
0.227 |
| ATR |
0.123 |
0.121 |
-0.002 |
-1.6% |
0.000 |
| Volume |
78,479 |
91,122 |
12,643 |
16.1% |
157,077 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.757 |
3.700 |
3.505 |
|
| R3 |
3.661 |
3.604 |
3.478 |
|
| R2 |
3.565 |
3.565 |
3.470 |
|
| R1 |
3.508 |
3.508 |
3.461 |
3.489 |
| PP |
3.469 |
3.469 |
3.469 |
3.459 |
| S1 |
3.412 |
3.412 |
3.443 |
3.393 |
| S2 |
3.373 |
3.373 |
3.434 |
|
| S3 |
3.277 |
3.316 |
3.426 |
|
| S4 |
3.181 |
3.220 |
3.399 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.298 |
4.164 |
3.702 |
|
| R3 |
4.071 |
3.937 |
3.639 |
|
| R2 |
3.844 |
3.844 |
3.619 |
|
| R1 |
3.710 |
3.710 |
3.598 |
3.777 |
| PP |
3.617 |
3.617 |
3.617 |
3.650 |
| S1 |
3.483 |
3.483 |
3.556 |
3.550 |
| S2 |
3.390 |
3.390 |
3.535 |
|
| S3 |
3.163 |
3.256 |
3.515 |
|
| S4 |
2.936 |
3.029 |
3.452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.750 |
3.429 |
0.321 |
9.3% |
0.131 |
3.8% |
7% |
False |
True |
53,808 |
| 10 |
3.880 |
3.429 |
0.451 |
13.1% |
0.129 |
3.7% |
5% |
False |
True |
42,457 |
| 20 |
4.036 |
3.429 |
0.607 |
17.6% |
0.122 |
3.5% |
4% |
False |
True |
32,006 |
| 40 |
4.049 |
3.429 |
0.620 |
18.0% |
0.114 |
3.3% |
4% |
False |
True |
25,284 |
| 60 |
4.049 |
3.383 |
0.666 |
19.3% |
0.106 |
3.1% |
10% |
False |
False |
23,057 |
| 80 |
4.049 |
3.210 |
0.839 |
24.3% |
0.103 |
3.0% |
29% |
False |
False |
19,881 |
| 100 |
4.049 |
3.210 |
0.839 |
24.3% |
0.099 |
2.9% |
29% |
False |
False |
17,425 |
| 120 |
4.049 |
3.210 |
0.839 |
24.3% |
0.098 |
2.8% |
29% |
False |
False |
15,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.933 |
|
2.618 |
3.776 |
|
1.618 |
3.680 |
|
1.000 |
3.621 |
|
0.618 |
3.584 |
|
HIGH |
3.525 |
|
0.618 |
3.488 |
|
0.500 |
3.477 |
|
0.382 |
3.466 |
|
LOW |
3.429 |
|
0.618 |
3.370 |
|
1.000 |
3.333 |
|
1.618 |
3.274 |
|
2.618 |
3.178 |
|
4.250 |
3.021 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.477 |
3.564 |
| PP |
3.469 |
3.527 |
| S1 |
3.460 |
3.489 |
|