NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.405 |
3.431 |
0.026 |
0.8% |
3.571 |
| High |
3.465 |
3.524 |
0.059 |
1.7% |
3.571 |
| Low |
3.380 |
3.415 |
0.035 |
1.0% |
3.360 |
| Close |
3.444 |
3.499 |
0.055 |
1.6% |
3.420 |
| Range |
0.085 |
0.109 |
0.024 |
28.2% |
0.211 |
| ATR |
0.106 |
0.107 |
0.000 |
0.2% |
0.000 |
| Volume |
43,508 |
34,772 |
-8,736 |
-20.1% |
197,778 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.806 |
3.762 |
3.559 |
|
| R3 |
3.697 |
3.653 |
3.529 |
|
| R2 |
3.588 |
3.588 |
3.519 |
|
| R1 |
3.544 |
3.544 |
3.509 |
3.566 |
| PP |
3.479 |
3.479 |
3.479 |
3.491 |
| S1 |
3.435 |
3.435 |
3.489 |
3.457 |
| S2 |
3.370 |
3.370 |
3.479 |
|
| S3 |
3.261 |
3.326 |
3.469 |
|
| S4 |
3.152 |
3.217 |
3.439 |
|
|
| 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 |
3.524 |
3.360 |
0.164 |
4.7% |
0.091 |
2.6% |
85% |
True |
False |
39,416 |
| 10 |
3.747 |
3.360 |
0.387 |
11.1% |
0.109 |
3.1% |
36% |
False |
False |
38,323 |
| 20 |
3.997 |
3.360 |
0.637 |
18.2% |
0.107 |
3.1% |
22% |
False |
False |
32,818 |
| 40 |
3.997 |
3.360 |
0.637 |
18.2% |
0.105 |
3.0% |
22% |
False |
False |
28,454 |
| 60 |
3.997 |
3.360 |
0.637 |
18.2% |
0.100 |
2.8% |
22% |
False |
False |
27,997 |
| 80 |
3.997 |
3.205 |
0.792 |
22.6% |
0.096 |
2.7% |
37% |
False |
False |
24,404 |
| 100 |
3.997 |
3.205 |
0.792 |
22.6% |
0.096 |
2.7% |
37% |
False |
False |
21,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.987 |
|
2.618 |
3.809 |
|
1.618 |
3.700 |
|
1.000 |
3.633 |
|
0.618 |
3.591 |
|
HIGH |
3.524 |
|
0.618 |
3.482 |
|
0.500 |
3.470 |
|
0.382 |
3.457 |
|
LOW |
3.415 |
|
0.618 |
3.348 |
|
1.000 |
3.306 |
|
1.618 |
3.239 |
|
2.618 |
3.130 |
|
4.250 |
2.952 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.489 |
3.483 |
| PP |
3.479 |
3.468 |
| S1 |
3.470 |
3.452 |
|