NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.486 |
3.480 |
-0.006 |
-0.2% |
3.541 |
| High |
3.547 |
3.500 |
-0.047 |
-1.3% |
3.747 |
| Low |
3.452 |
3.428 |
-0.024 |
-0.7% |
3.527 |
| Close |
3.471 |
3.444 |
-0.027 |
-0.8% |
3.592 |
| Range |
0.095 |
0.072 |
-0.023 |
-24.2% |
0.220 |
| ATR |
0.113 |
0.110 |
-0.003 |
-2.6% |
0.000 |
| Volume |
42,072 |
38,052 |
-4,020 |
-9.6% |
166,701 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.673 |
3.631 |
3.484 |
|
| R3 |
3.601 |
3.559 |
3.464 |
|
| R2 |
3.529 |
3.529 |
3.457 |
|
| R1 |
3.487 |
3.487 |
3.451 |
3.472 |
| PP |
3.457 |
3.457 |
3.457 |
3.450 |
| S1 |
3.415 |
3.415 |
3.437 |
3.400 |
| S2 |
3.385 |
3.385 |
3.431 |
|
| S3 |
3.313 |
3.343 |
3.424 |
|
| S4 |
3.241 |
3.271 |
3.404 |
|
|
| 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 |
3.428 |
0.319 |
9.3% |
0.103 |
3.0% |
5% |
False |
True |
39,507 |
| 10 |
3.775 |
3.428 |
0.347 |
10.1% |
0.114 |
3.3% |
5% |
False |
True |
36,522 |
| 20 |
3.997 |
3.428 |
0.569 |
16.5% |
0.108 |
3.1% |
3% |
False |
True |
32,123 |
| 40 |
3.997 |
3.428 |
0.569 |
16.5% |
0.105 |
3.1% |
3% |
False |
True |
26,800 |
| 60 |
3.997 |
3.390 |
0.607 |
17.6% |
0.098 |
2.8% |
9% |
False |
False |
26,192 |
| 80 |
3.997 |
3.205 |
0.792 |
23.0% |
0.096 |
2.8% |
30% |
False |
False |
22,824 |
| 100 |
3.997 |
3.205 |
0.792 |
23.0% |
0.095 |
2.7% |
30% |
False |
False |
20,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.806 |
|
2.618 |
3.688 |
|
1.618 |
3.616 |
|
1.000 |
3.572 |
|
0.618 |
3.544 |
|
HIGH |
3.500 |
|
0.618 |
3.472 |
|
0.500 |
3.464 |
|
0.382 |
3.456 |
|
LOW |
3.428 |
|
0.618 |
3.384 |
|
1.000 |
3.356 |
|
1.618 |
3.312 |
|
2.618 |
3.240 |
|
4.250 |
3.122 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.464 |
3.500 |
| PP |
3.457 |
3.481 |
| S1 |
3.451 |
3.463 |
|