NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.390 |
3.505 |
0.115 |
3.4% |
3.355 |
| High |
3.521 |
3.551 |
0.030 |
0.9% |
3.551 |
| Low |
3.380 |
3.475 |
0.095 |
2.8% |
3.339 |
| Close |
3.517 |
3.501 |
-0.016 |
-0.5% |
3.501 |
| Range |
0.141 |
0.076 |
-0.065 |
-46.1% |
0.212 |
| ATR |
0.117 |
0.114 |
-0.003 |
-2.5% |
0.000 |
| Volume |
42,801 |
51,340 |
8,539 |
20.0% |
232,737 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.737 |
3.695 |
3.543 |
|
| R3 |
3.661 |
3.619 |
3.522 |
|
| R2 |
3.585 |
3.585 |
3.515 |
|
| R1 |
3.543 |
3.543 |
3.508 |
3.526 |
| PP |
3.509 |
3.509 |
3.509 |
3.501 |
| S1 |
3.467 |
3.467 |
3.494 |
3.450 |
| S2 |
3.433 |
3.433 |
3.487 |
|
| S3 |
3.357 |
3.391 |
3.480 |
|
| S4 |
3.281 |
3.315 |
3.459 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.100 |
4.012 |
3.618 |
|
| R3 |
3.888 |
3.800 |
3.559 |
|
| R2 |
3.676 |
3.676 |
3.540 |
|
| R1 |
3.588 |
3.588 |
3.520 |
3.632 |
| PP |
3.464 |
3.464 |
3.464 |
3.486 |
| S1 |
3.376 |
3.376 |
3.482 |
3.420 |
| S2 |
3.252 |
3.252 |
3.462 |
|
| S3 |
3.040 |
3.164 |
3.443 |
|
| S4 |
2.828 |
2.952 |
3.384 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.551 |
3.339 |
0.212 |
6.1% |
0.110 |
3.1% |
76% |
True |
False |
46,547 |
| 10 |
3.551 |
3.337 |
0.214 |
6.1% |
0.103 |
2.9% |
77% |
True |
False |
67,614 |
| 20 |
3.985 |
3.337 |
0.648 |
18.5% |
0.117 |
3.3% |
25% |
False |
False |
48,330 |
| 40 |
4.036 |
3.337 |
0.699 |
20.0% |
0.113 |
3.2% |
23% |
False |
False |
34,585 |
| 60 |
4.049 |
3.337 |
0.712 |
20.3% |
0.110 |
3.1% |
23% |
False |
False |
29,949 |
| 80 |
4.049 |
3.224 |
0.825 |
23.6% |
0.105 |
3.0% |
34% |
False |
False |
25,571 |
| 100 |
4.049 |
3.210 |
0.839 |
24.0% |
0.101 |
2.9% |
35% |
False |
False |
21,956 |
| 120 |
4.049 |
3.210 |
0.839 |
24.0% |
0.099 |
2.8% |
35% |
False |
False |
19,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.874 |
|
2.618 |
3.750 |
|
1.618 |
3.674 |
|
1.000 |
3.627 |
|
0.618 |
3.598 |
|
HIGH |
3.551 |
|
0.618 |
3.522 |
|
0.500 |
3.513 |
|
0.382 |
3.504 |
|
LOW |
3.475 |
|
0.618 |
3.428 |
|
1.000 |
3.399 |
|
1.618 |
3.352 |
|
2.618 |
3.276 |
|
4.250 |
3.152 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.513 |
3.483 |
| PP |
3.509 |
3.464 |
| S1 |
3.505 |
3.446 |
|