NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.446 |
3.470 |
0.024 |
0.7% |
3.544 |
| High |
3.477 |
3.531 |
0.054 |
1.6% |
3.544 |
| Low |
3.415 |
3.414 |
-0.001 |
0.0% |
3.400 |
| Close |
3.458 |
3.513 |
0.055 |
1.6% |
3.513 |
| Range |
0.062 |
0.117 |
0.055 |
88.7% |
0.144 |
| ATR |
0.103 |
0.104 |
0.001 |
1.0% |
0.000 |
| Volume |
15,584 |
17,162 |
1,578 |
10.1% |
66,216 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.837 |
3.792 |
3.577 |
|
| R3 |
3.720 |
3.675 |
3.545 |
|
| R2 |
3.603 |
3.603 |
3.534 |
|
| R1 |
3.558 |
3.558 |
3.524 |
3.581 |
| PP |
3.486 |
3.486 |
3.486 |
3.497 |
| S1 |
3.441 |
3.441 |
3.502 |
3.464 |
| S2 |
3.369 |
3.369 |
3.492 |
|
| S3 |
3.252 |
3.324 |
3.481 |
|
| S4 |
3.135 |
3.207 |
3.449 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.918 |
3.859 |
3.592 |
|
| R3 |
3.774 |
3.715 |
3.553 |
|
| R2 |
3.630 |
3.630 |
3.539 |
|
| R1 |
3.571 |
3.571 |
3.526 |
3.529 |
| PP |
3.486 |
3.486 |
3.486 |
3.464 |
| S1 |
3.427 |
3.427 |
3.500 |
3.385 |
| S2 |
3.342 |
3.342 |
3.487 |
|
| S3 |
3.198 |
3.283 |
3.473 |
|
| S4 |
3.054 |
3.139 |
3.434 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.577 |
3.400 |
0.177 |
5.0% |
0.090 |
2.6% |
64% |
False |
False |
20,196 |
| 10 |
3.577 |
3.380 |
0.197 |
5.6% |
0.099 |
2.8% |
68% |
False |
False |
28,787 |
| 20 |
3.747 |
3.360 |
0.387 |
11.0% |
0.104 |
3.0% |
40% |
False |
False |
32,724 |
| 40 |
3.997 |
3.360 |
0.637 |
18.1% |
0.105 |
3.0% |
24% |
False |
False |
29,117 |
| 60 |
3.997 |
3.360 |
0.637 |
18.1% |
0.101 |
2.9% |
24% |
False |
False |
27,362 |
| 80 |
3.997 |
3.224 |
0.773 |
22.0% |
0.098 |
2.8% |
37% |
False |
False |
25,755 |
| 100 |
3.997 |
3.205 |
0.792 |
22.5% |
0.095 |
2.7% |
39% |
False |
False |
22,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.028 |
|
2.618 |
3.837 |
|
1.618 |
3.720 |
|
1.000 |
3.648 |
|
0.618 |
3.603 |
|
HIGH |
3.531 |
|
0.618 |
3.486 |
|
0.500 |
3.473 |
|
0.382 |
3.459 |
|
LOW |
3.414 |
|
0.618 |
3.342 |
|
1.000 |
3.297 |
|
1.618 |
3.225 |
|
2.618 |
3.108 |
|
4.250 |
2.917 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.500 |
3.497 |
| PP |
3.486 |
3.481 |
| S1 |
3.473 |
3.466 |
|