NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.408 |
3.413 |
0.005 |
0.1% |
3.500 |
| High |
3.445 |
3.500 |
0.055 |
1.6% |
3.500 |
| Low |
3.376 |
3.375 |
-0.001 |
0.0% |
3.350 |
| Close |
3.426 |
3.482 |
0.056 |
1.6% |
3.482 |
| Range |
0.069 |
0.125 |
0.056 |
81.2% |
0.150 |
| ATR |
0.110 |
0.111 |
0.001 |
1.0% |
0.000 |
| Volume |
17,402 |
28,144 |
10,742 |
61.7% |
99,542 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.827 |
3.780 |
3.551 |
|
| R3 |
3.702 |
3.655 |
3.516 |
|
| R2 |
3.577 |
3.577 |
3.505 |
|
| R1 |
3.530 |
3.530 |
3.493 |
3.554 |
| PP |
3.452 |
3.452 |
3.452 |
3.464 |
| S1 |
3.405 |
3.405 |
3.471 |
3.429 |
| S2 |
3.327 |
3.327 |
3.459 |
|
| S3 |
3.202 |
3.280 |
3.448 |
|
| S4 |
3.077 |
3.155 |
3.413 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.894 |
3.838 |
3.565 |
|
| R3 |
3.744 |
3.688 |
3.523 |
|
| R2 |
3.594 |
3.594 |
3.510 |
|
| R1 |
3.538 |
3.538 |
3.496 |
3.491 |
| PP |
3.444 |
3.444 |
3.444 |
3.421 |
| S1 |
3.388 |
3.388 |
3.468 |
3.341 |
| S2 |
3.294 |
3.294 |
3.455 |
|
| S3 |
3.144 |
3.238 |
3.441 |
|
| S4 |
2.994 |
3.088 |
3.400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.551 |
3.350 |
0.201 |
5.8% |
0.097 |
2.8% |
66% |
False |
False |
30,176 |
| 10 |
3.551 |
3.337 |
0.214 |
6.1% |
0.105 |
3.0% |
68% |
False |
False |
42,629 |
| 20 |
3.750 |
3.337 |
0.413 |
11.9% |
0.111 |
3.2% |
35% |
False |
False |
48,867 |
| 40 |
4.036 |
3.337 |
0.699 |
20.1% |
0.112 |
3.2% |
21% |
False |
False |
35,341 |
| 60 |
4.049 |
3.337 |
0.712 |
20.4% |
0.110 |
3.2% |
20% |
False |
False |
30,088 |
| 80 |
4.049 |
3.224 |
0.825 |
23.7% |
0.106 |
3.0% |
31% |
False |
False |
26,489 |
| 100 |
4.049 |
3.210 |
0.839 |
24.1% |
0.100 |
2.9% |
32% |
False |
False |
22,719 |
| 120 |
4.049 |
3.210 |
0.839 |
24.1% |
0.098 |
2.8% |
32% |
False |
False |
19,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.031 |
|
2.618 |
3.827 |
|
1.618 |
3.702 |
|
1.000 |
3.625 |
|
0.618 |
3.577 |
|
HIGH |
3.500 |
|
0.618 |
3.452 |
|
0.500 |
3.438 |
|
0.382 |
3.423 |
|
LOW |
3.375 |
|
0.618 |
3.298 |
|
1.000 |
3.250 |
|
1.618 |
3.173 |
|
2.618 |
3.048 |
|
4.250 |
2.844 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.467 |
3.463 |
| PP |
3.452 |
3.444 |
| S1 |
3.438 |
3.425 |
|