NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.431 |
3.500 |
0.069 |
2.0% |
3.571 |
| High |
3.524 |
3.500 |
-0.024 |
-0.7% |
3.571 |
| Low |
3.415 |
3.381 |
-0.034 |
-1.0% |
3.360 |
| Close |
3.499 |
3.427 |
-0.072 |
-2.1% |
3.420 |
| Range |
0.109 |
0.119 |
0.010 |
9.2% |
0.211 |
| ATR |
0.107 |
0.108 |
0.001 |
0.8% |
0.000 |
| Volume |
34,772 |
34,039 |
-733 |
-2.1% |
197,778 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.793 |
3.729 |
3.492 |
|
| R3 |
3.674 |
3.610 |
3.460 |
|
| R2 |
3.555 |
3.555 |
3.449 |
|
| R1 |
3.491 |
3.491 |
3.438 |
3.464 |
| PP |
3.436 |
3.436 |
3.436 |
3.422 |
| S1 |
3.372 |
3.372 |
3.416 |
3.345 |
| S2 |
3.317 |
3.317 |
3.405 |
|
| S3 |
3.198 |
3.253 |
3.394 |
|
| S4 |
3.079 |
3.134 |
3.362 |
|
|
| 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 |
4.8% |
0.101 |
2.9% |
41% |
False |
False |
38,613 |
| 10 |
3.747 |
3.360 |
0.387 |
11.3% |
0.102 |
3.0% |
17% |
False |
False |
39,060 |
| 20 |
3.997 |
3.360 |
0.637 |
18.6% |
0.109 |
3.2% |
11% |
False |
False |
33,822 |
| 40 |
3.997 |
3.360 |
0.637 |
18.6% |
0.106 |
3.1% |
11% |
False |
False |
28,663 |
| 60 |
3.997 |
3.360 |
0.637 |
18.6% |
0.101 |
2.9% |
11% |
False |
False |
28,396 |
| 80 |
3.997 |
3.205 |
0.792 |
23.1% |
0.096 |
2.8% |
28% |
False |
False |
24,736 |
| 100 |
3.997 |
3.205 |
0.792 |
23.1% |
0.096 |
2.8% |
28% |
False |
False |
21,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.006 |
|
2.618 |
3.812 |
|
1.618 |
3.693 |
|
1.000 |
3.619 |
|
0.618 |
3.574 |
|
HIGH |
3.500 |
|
0.618 |
3.455 |
|
0.500 |
3.441 |
|
0.382 |
3.426 |
|
LOW |
3.381 |
|
0.618 |
3.307 |
|
1.000 |
3.262 |
|
1.618 |
3.188 |
|
2.618 |
3.069 |
|
4.250 |
2.875 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.441 |
3.452 |
| PP |
3.436 |
3.444 |
| S1 |
3.432 |
3.435 |
|