NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.710 |
3.585 |
-0.125 |
-3.4% |
3.580 |
| High |
3.743 |
3.585 |
-0.158 |
-4.2% |
3.784 |
| Low |
3.627 |
3.511 |
-0.116 |
-3.2% |
3.571 |
| Close |
3.633 |
3.559 |
-0.074 |
-2.0% |
3.633 |
| Range |
0.116 |
0.074 |
-0.042 |
-36.2% |
0.213 |
| ATR |
0.105 |
0.106 |
0.001 |
1.2% |
0.000 |
| Volume |
11,147 |
13,614 |
2,467 |
22.1% |
38,278 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.774 |
3.740 |
3.600 |
|
| R3 |
3.700 |
3.666 |
3.579 |
|
| R2 |
3.626 |
3.626 |
3.573 |
|
| R1 |
3.592 |
3.592 |
3.566 |
3.572 |
| PP |
3.552 |
3.552 |
3.552 |
3.542 |
| S1 |
3.518 |
3.518 |
3.552 |
3.498 |
| S2 |
3.478 |
3.478 |
3.545 |
|
| S3 |
3.404 |
3.444 |
3.539 |
|
| S4 |
3.330 |
3.370 |
3.518 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.302 |
4.180 |
3.750 |
|
| R3 |
4.089 |
3.967 |
3.692 |
|
| R2 |
3.876 |
3.876 |
3.672 |
|
| R1 |
3.754 |
3.754 |
3.653 |
3.815 |
| PP |
3.663 |
3.663 |
3.663 |
3.693 |
| S1 |
3.541 |
3.541 |
3.613 |
3.602 |
| S2 |
3.450 |
3.450 |
3.594 |
|
| S3 |
3.237 |
3.328 |
3.574 |
|
| S4 |
3.024 |
3.115 |
3.516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.784 |
3.511 |
0.273 |
7.7% |
0.108 |
3.0% |
18% |
False |
True |
8,492 |
| 10 |
3.902 |
3.511 |
0.391 |
11.0% |
0.106 |
3.0% |
12% |
False |
True |
8,169 |
| 20 |
4.015 |
3.511 |
0.504 |
14.2% |
0.100 |
2.8% |
10% |
False |
True |
7,468 |
| 40 |
4.015 |
3.511 |
0.504 |
14.2% |
0.090 |
2.5% |
10% |
False |
True |
6,401 |
| 60 |
4.015 |
3.450 |
0.565 |
15.9% |
0.084 |
2.4% |
19% |
False |
False |
5,980 |
| 80 |
4.015 |
3.250 |
0.765 |
21.5% |
0.082 |
2.3% |
40% |
False |
False |
5,161 |
| 100 |
4.015 |
3.250 |
0.765 |
21.5% |
0.079 |
2.2% |
40% |
False |
False |
4,388 |
| 120 |
4.015 |
3.250 |
0.765 |
21.5% |
0.078 |
2.2% |
40% |
False |
False |
3,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.900 |
|
2.618 |
3.779 |
|
1.618 |
3.705 |
|
1.000 |
3.659 |
|
0.618 |
3.631 |
|
HIGH |
3.585 |
|
0.618 |
3.557 |
|
0.500 |
3.548 |
|
0.382 |
3.539 |
|
LOW |
3.511 |
|
0.618 |
3.465 |
|
1.000 |
3.437 |
|
1.618 |
3.391 |
|
2.618 |
3.317 |
|
4.250 |
3.197 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.555 |
3.648 |
| PP |
3.552 |
3.618 |
| S1 |
3.548 |
3.589 |
|