NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.571 |
3.486 |
-0.085 |
-2.4% |
3.541 |
| High |
3.571 |
3.547 |
-0.024 |
-0.7% |
3.747 |
| Low |
3.468 |
3.452 |
-0.016 |
-0.5% |
3.527 |
| Close |
3.515 |
3.471 |
-0.044 |
-1.3% |
3.592 |
| Range |
0.103 |
0.095 |
-0.008 |
-7.8% |
0.220 |
| ATR |
0.115 |
0.113 |
-0.001 |
-1.2% |
0.000 |
| Volume |
36,906 |
42,072 |
5,166 |
14.0% |
166,701 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.775 |
3.718 |
3.523 |
|
| R3 |
3.680 |
3.623 |
3.497 |
|
| R2 |
3.585 |
3.585 |
3.488 |
|
| R1 |
3.528 |
3.528 |
3.480 |
3.509 |
| PP |
3.490 |
3.490 |
3.490 |
3.481 |
| S1 |
3.433 |
3.433 |
3.462 |
3.414 |
| S2 |
3.395 |
3.395 |
3.454 |
|
| S3 |
3.300 |
3.338 |
3.445 |
|
| S4 |
3.205 |
3.243 |
3.419 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.282 |
4.157 |
3.713 |
|
| R3 |
4.062 |
3.937 |
3.653 |
|
| R2 |
3.842 |
3.842 |
3.632 |
|
| R1 |
3.717 |
3.717 |
3.612 |
3.780 |
| PP |
3.622 |
3.622 |
3.622 |
3.653 |
| S1 |
3.497 |
3.497 |
3.572 |
3.560 |
| S2 |
3.402 |
3.402 |
3.552 |
|
| S3 |
3.182 |
3.277 |
3.532 |
|
| S4 |
2.962 |
3.057 |
3.471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.747 |
3.452 |
0.295 |
8.5% |
0.127 |
3.7% |
6% |
False |
True |
37,230 |
| 10 |
3.845 |
3.452 |
0.393 |
11.3% |
0.120 |
3.5% |
5% |
False |
True |
35,584 |
| 20 |
3.997 |
3.452 |
0.545 |
15.7% |
0.112 |
3.2% |
3% |
False |
True |
31,210 |
| 40 |
3.997 |
3.452 |
0.545 |
15.7% |
0.105 |
3.0% |
3% |
False |
True |
26,440 |
| 60 |
3.997 |
3.390 |
0.607 |
17.5% |
0.098 |
2.8% |
13% |
False |
False |
25,755 |
| 80 |
3.997 |
3.205 |
0.792 |
22.8% |
0.096 |
2.8% |
34% |
False |
False |
22,423 |
| 100 |
3.997 |
3.205 |
0.792 |
22.8% |
0.095 |
2.7% |
34% |
False |
False |
19,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.951 |
|
2.618 |
3.796 |
|
1.618 |
3.701 |
|
1.000 |
3.642 |
|
0.618 |
3.606 |
|
HIGH |
3.547 |
|
0.618 |
3.511 |
|
0.500 |
3.500 |
|
0.382 |
3.488 |
|
LOW |
3.452 |
|
0.618 |
3.393 |
|
1.000 |
3.357 |
|
1.618 |
3.298 |
|
2.618 |
3.203 |
|
4.250 |
3.048 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.500 |
3.578 |
| PP |
3.490 |
3.542 |
| S1 |
3.481 |
3.507 |
|