NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.439 |
3.405 |
-0.034 |
-1.0% |
3.571 |
| High |
3.468 |
3.465 |
-0.003 |
-0.1% |
3.571 |
| Low |
3.382 |
3.380 |
-0.002 |
-0.1% |
3.360 |
| Close |
3.420 |
3.444 |
0.024 |
0.7% |
3.420 |
| Range |
0.086 |
0.085 |
-0.001 |
-1.2% |
0.211 |
| ATR |
0.108 |
0.106 |
-0.002 |
-1.5% |
0.000 |
| Volume |
44,705 |
43,508 |
-1,197 |
-2.7% |
197,778 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.685 |
3.649 |
3.491 |
|
| R3 |
3.600 |
3.564 |
3.467 |
|
| R2 |
3.515 |
3.515 |
3.460 |
|
| R1 |
3.479 |
3.479 |
3.452 |
3.497 |
| PP |
3.430 |
3.430 |
3.430 |
3.439 |
| S1 |
3.394 |
3.394 |
3.436 |
3.412 |
| S2 |
3.345 |
3.345 |
3.428 |
|
| S3 |
3.260 |
3.309 |
3.421 |
|
| S4 |
3.175 |
3.224 |
3.397 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.083 |
3.963 |
3.536 |
|
| R3 |
3.872 |
3.752 |
3.478 |
|
| R2 |
3.661 |
3.661 |
3.459 |
|
| R1 |
3.541 |
3.541 |
3.439 |
3.496 |
| PP |
3.450 |
3.450 |
3.450 |
3.428 |
| S1 |
3.330 |
3.330 |
3.401 |
3.285 |
| S2 |
3.239 |
3.239 |
3.381 |
|
| S3 |
3.028 |
3.119 |
3.362 |
|
| S4 |
2.817 |
2.908 |
3.304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.547 |
3.360 |
0.187 |
5.4% |
0.088 |
2.6% |
45% |
False |
False |
40,876 |
| 10 |
3.747 |
3.360 |
0.387 |
11.2% |
0.105 |
3.1% |
22% |
False |
False |
37,389 |
| 20 |
3.997 |
3.360 |
0.637 |
18.5% |
0.106 |
3.1% |
13% |
False |
False |
32,588 |
| 40 |
3.997 |
3.360 |
0.637 |
18.5% |
0.106 |
3.1% |
13% |
False |
False |
28,167 |
| 60 |
3.997 |
3.360 |
0.637 |
18.5% |
0.099 |
2.9% |
13% |
False |
False |
27,657 |
| 80 |
3.997 |
3.205 |
0.792 |
23.0% |
0.096 |
2.8% |
30% |
False |
False |
24,095 |
| 100 |
3.997 |
3.205 |
0.792 |
23.0% |
0.095 |
2.8% |
30% |
False |
False |
21,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.826 |
|
2.618 |
3.688 |
|
1.618 |
3.603 |
|
1.000 |
3.550 |
|
0.618 |
3.518 |
|
HIGH |
3.465 |
|
0.618 |
3.433 |
|
0.500 |
3.423 |
|
0.382 |
3.412 |
|
LOW |
3.380 |
|
0.618 |
3.327 |
|
1.000 |
3.295 |
|
1.618 |
3.242 |
|
2.618 |
3.157 |
|
4.250 |
3.019 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.437 |
3.434 |
| PP |
3.430 |
3.424 |
| S1 |
3.423 |
3.414 |
|