NYMEX Natural Gas Future May 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 |
3.456 |
3.476 |
0.020 |
0.6% |
3.585 |
| High |
3.506 |
3.565 |
0.059 |
1.7% |
3.585 |
| Low |
3.417 |
3.460 |
0.043 |
1.3% |
3.405 |
| Close |
3.488 |
3.542 |
0.054 |
1.5% |
3.467 |
| Range |
0.089 |
0.105 |
0.016 |
18.0% |
0.180 |
| ATR |
0.100 |
0.100 |
0.000 |
0.4% |
0.000 |
| Volume |
13,960 |
11,531 |
-2,429 |
-17.4% |
77,265 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.837 |
3.795 |
3.600 |
|
| R3 |
3.732 |
3.690 |
3.571 |
|
| R2 |
3.627 |
3.627 |
3.561 |
|
| R1 |
3.585 |
3.585 |
3.552 |
3.606 |
| PP |
3.522 |
3.522 |
3.522 |
3.533 |
| S1 |
3.480 |
3.480 |
3.532 |
3.501 |
| S2 |
3.417 |
3.417 |
3.523 |
|
| S3 |
3.312 |
3.375 |
3.513 |
|
| S4 |
3.207 |
3.270 |
3.484 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.026 |
3.926 |
3.566 |
|
| R3 |
3.846 |
3.746 |
3.517 |
|
| R2 |
3.666 |
3.666 |
3.500 |
|
| R1 |
3.566 |
3.566 |
3.484 |
3.526 |
| PP |
3.486 |
3.486 |
3.486 |
3.466 |
| S1 |
3.386 |
3.386 |
3.451 |
3.346 |
| S2 |
3.306 |
3.306 |
3.434 |
|
| S3 |
3.126 |
3.206 |
3.418 |
|
| S4 |
2.946 |
3.026 |
3.368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.565 |
3.405 |
0.160 |
4.5% |
0.090 |
2.5% |
86% |
True |
False |
14,848 |
| 10 |
3.784 |
3.405 |
0.379 |
10.7% |
0.102 |
2.9% |
36% |
False |
False |
12,595 |
| 20 |
4.015 |
3.405 |
0.610 |
17.2% |
0.097 |
2.7% |
22% |
False |
False |
9,486 |
| 40 |
4.015 |
3.405 |
0.610 |
17.2% |
0.092 |
2.6% |
22% |
False |
False |
7,793 |
| 60 |
4.015 |
3.405 |
0.610 |
17.2% |
0.088 |
2.5% |
22% |
False |
False |
7,210 |
| 80 |
4.015 |
3.250 |
0.765 |
21.6% |
0.083 |
2.4% |
38% |
False |
False |
6,159 |
| 100 |
4.015 |
3.250 |
0.765 |
21.6% |
0.081 |
2.3% |
38% |
False |
False |
5,228 |
| 120 |
4.015 |
3.250 |
0.765 |
21.6% |
0.079 |
2.2% |
38% |
False |
False |
4,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.011 |
|
2.618 |
3.840 |
|
1.618 |
3.735 |
|
1.000 |
3.670 |
|
0.618 |
3.630 |
|
HIGH |
3.565 |
|
0.618 |
3.525 |
|
0.500 |
3.513 |
|
0.382 |
3.500 |
|
LOW |
3.460 |
|
0.618 |
3.395 |
|
1.000 |
3.355 |
|
1.618 |
3.290 |
|
2.618 |
3.185 |
|
4.250 |
3.014 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.532 |
3.525 |
| PP |
3.522 |
3.508 |
| S1 |
3.513 |
3.491 |
|