NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.585 |
3.551 |
-0.034 |
-0.9% |
3.580 |
| High |
3.585 |
3.573 |
-0.012 |
-0.3% |
3.784 |
| Low |
3.511 |
3.495 |
-0.016 |
-0.5% |
3.571 |
| Close |
3.559 |
3.515 |
-0.044 |
-1.2% |
3.633 |
| Range |
0.074 |
0.078 |
0.004 |
5.4% |
0.213 |
| ATR |
0.106 |
0.104 |
-0.002 |
-1.9% |
0.000 |
| Volume |
13,614 |
14,898 |
1,284 |
9.4% |
38,278 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.762 |
3.716 |
3.558 |
|
| R3 |
3.684 |
3.638 |
3.536 |
|
| R2 |
3.606 |
3.606 |
3.529 |
|
| R1 |
3.560 |
3.560 |
3.522 |
3.544 |
| PP |
3.528 |
3.528 |
3.528 |
3.520 |
| S1 |
3.482 |
3.482 |
3.508 |
3.466 |
| S2 |
3.450 |
3.450 |
3.501 |
|
| S3 |
3.372 |
3.404 |
3.494 |
|
| S4 |
3.294 |
3.326 |
3.472 |
|
|
| 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 |
3.495 |
0.289 |
8.2% |
0.114 |
3.2% |
7% |
False |
True |
10,342 |
| 10 |
3.865 |
3.495 |
0.370 |
10.5% |
0.108 |
3.1% |
5% |
False |
True |
8,922 |
| 20 |
4.015 |
3.495 |
0.520 |
14.8% |
0.099 |
2.8% |
4% |
False |
True |
7,819 |
| 40 |
4.015 |
3.495 |
0.520 |
14.8% |
0.090 |
2.6% |
4% |
False |
True |
6,559 |
| 60 |
4.015 |
3.450 |
0.565 |
16.1% |
0.085 |
2.4% |
12% |
False |
False |
6,205 |
| 80 |
4.015 |
3.250 |
0.765 |
21.8% |
0.083 |
2.4% |
35% |
False |
False |
5,328 |
| 100 |
4.015 |
3.250 |
0.765 |
21.8% |
0.080 |
2.3% |
35% |
False |
False |
4,529 |
| 120 |
4.015 |
3.250 |
0.765 |
21.8% |
0.078 |
2.2% |
35% |
False |
False |
3,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.905 |
|
2.618 |
3.777 |
|
1.618 |
3.699 |
|
1.000 |
3.651 |
|
0.618 |
3.621 |
|
HIGH |
3.573 |
|
0.618 |
3.543 |
|
0.500 |
3.534 |
|
0.382 |
3.525 |
|
LOW |
3.495 |
|
0.618 |
3.447 |
|
1.000 |
3.417 |
|
1.618 |
3.369 |
|
2.618 |
3.291 |
|
4.250 |
3.164 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.534 |
3.619 |
| PP |
3.528 |
3.584 |
| S1 |
3.521 |
3.550 |
|