NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.413 |
3.467 |
0.054 |
1.6% |
3.500 |
| High |
3.500 |
3.497 |
-0.003 |
-0.1% |
3.500 |
| Low |
3.375 |
3.356 |
-0.019 |
-0.6% |
3.350 |
| Close |
3.482 |
3.365 |
-0.117 |
-3.4% |
3.482 |
| Range |
0.125 |
0.141 |
0.016 |
12.8% |
0.150 |
| ATR |
0.111 |
0.113 |
0.002 |
1.9% |
0.000 |
| Volume |
28,144 |
19,835 |
-8,309 |
-29.5% |
99,542 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.829 |
3.738 |
3.443 |
|
| R3 |
3.688 |
3.597 |
3.404 |
|
| R2 |
3.547 |
3.547 |
3.391 |
|
| R1 |
3.456 |
3.456 |
3.378 |
3.431 |
| PP |
3.406 |
3.406 |
3.406 |
3.394 |
| S1 |
3.315 |
3.315 |
3.352 |
3.290 |
| S2 |
3.265 |
3.265 |
3.339 |
|
| S3 |
3.124 |
3.174 |
3.326 |
|
| S4 |
2.983 |
3.033 |
3.287 |
|
|
| 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 |
3.500 |
3.350 |
0.150 |
4.5% |
0.110 |
3.3% |
10% |
False |
False |
23,875 |
| 10 |
3.551 |
3.339 |
0.212 |
6.3% |
0.110 |
3.3% |
12% |
False |
False |
35,211 |
| 20 |
3.750 |
3.337 |
0.413 |
12.3% |
0.112 |
3.3% |
7% |
False |
False |
47,629 |
| 40 |
4.036 |
3.337 |
0.699 |
20.8% |
0.114 |
3.4% |
4% |
False |
False |
35,384 |
| 60 |
4.049 |
3.337 |
0.712 |
21.2% |
0.111 |
3.3% |
4% |
False |
False |
30,107 |
| 80 |
4.049 |
3.224 |
0.825 |
24.5% |
0.106 |
3.2% |
17% |
False |
False |
26,669 |
| 100 |
4.049 |
3.210 |
0.839 |
24.9% |
0.101 |
3.0% |
18% |
False |
False |
22,847 |
| 120 |
4.049 |
3.210 |
0.839 |
24.9% |
0.099 |
2.9% |
18% |
False |
False |
20,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.096 |
|
2.618 |
3.866 |
|
1.618 |
3.725 |
|
1.000 |
3.638 |
|
0.618 |
3.584 |
|
HIGH |
3.497 |
|
0.618 |
3.443 |
|
0.500 |
3.427 |
|
0.382 |
3.410 |
|
LOW |
3.356 |
|
0.618 |
3.269 |
|
1.000 |
3.215 |
|
1.618 |
3.128 |
|
2.618 |
2.987 |
|
4.250 |
2.757 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.427 |
3.428 |
| PP |
3.406 |
3.407 |
| S1 |
3.386 |
3.386 |
|