NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.464 |
3.464 |
0.000 |
0.0% |
3.573 |
| High |
3.525 |
3.485 |
-0.040 |
-1.1% |
3.750 |
| Low |
3.429 |
3.408 |
-0.021 |
-0.6% |
3.523 |
| Close |
3.452 |
3.426 |
-0.026 |
-0.8% |
3.577 |
| Range |
0.096 |
0.077 |
-0.019 |
-19.8% |
0.227 |
| ATR |
0.121 |
0.118 |
-0.003 |
-2.6% |
0.000 |
| Volume |
91,122 |
90,017 |
-1,105 |
-1.2% |
157,077 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.671 |
3.625 |
3.468 |
|
| R3 |
3.594 |
3.548 |
3.447 |
|
| R2 |
3.517 |
3.517 |
3.440 |
|
| R1 |
3.471 |
3.471 |
3.433 |
3.456 |
| PP |
3.440 |
3.440 |
3.440 |
3.432 |
| S1 |
3.394 |
3.394 |
3.419 |
3.379 |
| S2 |
3.363 |
3.363 |
3.412 |
|
| S3 |
3.286 |
3.317 |
3.405 |
|
| S4 |
3.209 |
3.240 |
3.384 |
|
|
| 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 |
3.408 |
0.342 |
10.0% |
0.107 |
3.1% |
5% |
False |
True |
66,758 |
| 10 |
3.803 |
3.408 |
0.395 |
11.5% |
0.121 |
3.5% |
5% |
False |
True |
49,167 |
| 20 |
4.036 |
3.408 |
0.628 |
18.3% |
0.117 |
3.4% |
3% |
False |
True |
35,670 |
| 40 |
4.049 |
3.408 |
0.641 |
18.7% |
0.114 |
3.3% |
3% |
False |
True |
27,215 |
| 60 |
4.049 |
3.383 |
0.666 |
19.4% |
0.106 |
3.1% |
6% |
False |
False |
24,367 |
| 80 |
4.049 |
3.210 |
0.839 |
24.5% |
0.103 |
3.0% |
26% |
False |
False |
20,924 |
| 100 |
4.049 |
3.210 |
0.839 |
24.5% |
0.099 |
2.9% |
26% |
False |
False |
18,249 |
| 120 |
4.049 |
3.210 |
0.839 |
24.5% |
0.097 |
2.8% |
26% |
False |
False |
16,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.812 |
|
2.618 |
3.687 |
|
1.618 |
3.610 |
|
1.000 |
3.562 |
|
0.618 |
3.533 |
|
HIGH |
3.485 |
|
0.618 |
3.456 |
|
0.500 |
3.447 |
|
0.382 |
3.437 |
|
LOW |
3.408 |
|
0.618 |
3.360 |
|
1.000 |
3.331 |
|
1.618 |
3.283 |
|
2.618 |
3.206 |
|
4.250 |
3.081 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.447 |
3.479 |
| PP |
3.440 |
3.461 |
| S1 |
3.433 |
3.444 |
|