NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.557 |
3.691 |
0.134 |
3.8% |
3.936 |
| High |
3.720 |
3.747 |
0.027 |
0.7% |
3.943 |
| Low |
3.527 |
3.625 |
0.098 |
2.8% |
3.551 |
| Close |
3.705 |
3.681 |
-0.024 |
-0.6% |
3.570 |
| Range |
0.193 |
0.122 |
-0.071 |
-36.8% |
0.392 |
| ATR |
0.113 |
0.113 |
0.001 |
0.6% |
0.000 |
| Volume |
26,668 |
35,886 |
9,218 |
34.6% |
152,651 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.050 |
3.988 |
3.748 |
|
| R3 |
3.928 |
3.866 |
3.715 |
|
| R2 |
3.806 |
3.806 |
3.703 |
|
| R1 |
3.744 |
3.744 |
3.692 |
3.714 |
| PP |
3.684 |
3.684 |
3.684 |
3.670 |
| S1 |
3.622 |
3.622 |
3.670 |
3.592 |
| S2 |
3.562 |
3.562 |
3.659 |
|
| S3 |
3.440 |
3.500 |
3.647 |
|
| S4 |
3.318 |
3.378 |
3.614 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.864 |
4.609 |
3.786 |
|
| R3 |
4.472 |
4.217 |
3.678 |
|
| R2 |
4.080 |
4.080 |
3.642 |
|
| R1 |
3.825 |
3.825 |
3.606 |
3.757 |
| PP |
3.688 |
3.688 |
3.688 |
3.654 |
| S1 |
3.433 |
3.433 |
3.534 |
3.365 |
| S2 |
3.296 |
3.296 |
3.498 |
|
| S3 |
2.904 |
3.041 |
3.462 |
|
| S4 |
2.512 |
2.649 |
3.354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.747 |
3.527 |
0.220 |
6.0% |
0.120 |
3.3% |
70% |
True |
False |
33,783 |
| 10 |
3.997 |
3.527 |
0.470 |
12.8% |
0.117 |
3.2% |
33% |
False |
False |
30,356 |
| 20 |
3.997 |
3.527 |
0.470 |
12.8% |
0.112 |
3.0% |
33% |
False |
False |
28,066 |
| 40 |
3.997 |
3.527 |
0.470 |
12.8% |
0.104 |
2.8% |
33% |
False |
False |
26,031 |
| 60 |
3.997 |
3.390 |
0.607 |
16.5% |
0.097 |
2.6% |
48% |
False |
False |
24,597 |
| 80 |
3.997 |
3.205 |
0.792 |
21.5% |
0.095 |
2.6% |
60% |
False |
False |
21,169 |
| 100 |
3.997 |
3.205 |
0.792 |
21.5% |
0.094 |
2.6% |
60% |
False |
False |
18,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.266 |
|
2.618 |
4.066 |
|
1.618 |
3.944 |
|
1.000 |
3.869 |
|
0.618 |
3.822 |
|
HIGH |
3.747 |
|
0.618 |
3.700 |
|
0.500 |
3.686 |
|
0.382 |
3.672 |
|
LOW |
3.625 |
|
0.618 |
3.550 |
|
1.000 |
3.503 |
|
1.618 |
3.428 |
|
2.618 |
3.306 |
|
4.250 |
3.107 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.686 |
3.666 |
| PP |
3.684 |
3.652 |
| S1 |
3.683 |
3.637 |
|