NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.500 |
3.385 |
-0.115 |
-3.3% |
3.355 |
| High |
3.500 |
3.455 |
-0.045 |
-1.3% |
3.551 |
| Low |
3.388 |
3.350 |
-0.038 |
-1.1% |
3.339 |
| Close |
3.403 |
3.440 |
0.037 |
1.1% |
3.501 |
| Range |
0.112 |
0.105 |
-0.007 |
-6.3% |
0.212 |
| ATR |
0.114 |
0.113 |
-0.001 |
-0.5% |
0.000 |
| Volume |
36,962 |
17,034 |
-19,928 |
-53.9% |
232,737 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.730 |
3.690 |
3.498 |
|
| R3 |
3.625 |
3.585 |
3.469 |
|
| R2 |
3.520 |
3.520 |
3.459 |
|
| R1 |
3.480 |
3.480 |
3.450 |
3.500 |
| PP |
3.415 |
3.415 |
3.415 |
3.425 |
| S1 |
3.375 |
3.375 |
3.430 |
3.395 |
| S2 |
3.310 |
3.310 |
3.421 |
|
| S3 |
3.205 |
3.270 |
3.411 |
|
| S4 |
3.100 |
3.165 |
3.382 |
|
|
| 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 |
3.341 |
0.210 |
6.1% |
0.113 |
3.3% |
47% |
False |
False |
37,952 |
| 10 |
3.551 |
3.337 |
0.214 |
6.2% |
0.105 |
3.0% |
48% |
False |
False |
56,053 |
| 20 |
3.880 |
3.337 |
0.543 |
15.8% |
0.117 |
3.4% |
19% |
False |
False |
49,255 |
| 40 |
4.036 |
3.337 |
0.699 |
20.3% |
0.113 |
3.3% |
15% |
False |
False |
35,064 |
| 60 |
4.049 |
3.337 |
0.712 |
20.7% |
0.111 |
3.2% |
14% |
False |
False |
30,209 |
| 80 |
4.049 |
3.224 |
0.825 |
24.0% |
0.106 |
3.1% |
26% |
False |
False |
26,088 |
| 100 |
4.049 |
3.210 |
0.839 |
24.4% |
0.100 |
2.9% |
27% |
False |
False |
22,358 |
| 120 |
4.049 |
3.210 |
0.839 |
24.4% |
0.098 |
2.9% |
27% |
False |
False |
19,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.901 |
|
2.618 |
3.730 |
|
1.618 |
3.625 |
|
1.000 |
3.560 |
|
0.618 |
3.520 |
|
HIGH |
3.455 |
|
0.618 |
3.415 |
|
0.500 |
3.403 |
|
0.382 |
3.390 |
|
LOW |
3.350 |
|
0.618 |
3.285 |
|
1.000 |
3.245 |
|
1.618 |
3.180 |
|
2.618 |
3.075 |
|
4.250 |
2.904 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.428 |
3.451 |
| PP |
3.415 |
3.447 |
| S1 |
3.403 |
3.444 |
|