NYMEX Natural Gas Future May 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 |
3.476 |
3.522 |
0.046 |
1.3% |
3.585 |
| High |
3.565 |
3.522 |
-0.043 |
-1.2% |
3.585 |
| Low |
3.460 |
3.430 |
-0.030 |
-0.9% |
3.405 |
| Close |
3.542 |
3.471 |
-0.071 |
-2.0% |
3.467 |
| Range |
0.105 |
0.092 |
-0.013 |
-12.4% |
0.180 |
| ATR |
0.100 |
0.101 |
0.001 |
0.9% |
0.000 |
| Volume |
11,531 |
10,354 |
-1,177 |
-10.2% |
77,265 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.750 |
3.703 |
3.522 |
|
| R3 |
3.658 |
3.611 |
3.496 |
|
| R2 |
3.566 |
3.566 |
3.488 |
|
| R1 |
3.519 |
3.519 |
3.479 |
3.497 |
| PP |
3.474 |
3.474 |
3.474 |
3.463 |
| S1 |
3.427 |
3.427 |
3.463 |
3.405 |
| S2 |
3.382 |
3.382 |
3.454 |
|
| S3 |
3.290 |
3.335 |
3.446 |
|
| S4 |
3.198 |
3.243 |
3.420 |
|
|
| 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 |
4.6% |
0.095 |
2.7% |
41% |
False |
False |
13,272 |
| 10 |
3.784 |
3.405 |
0.379 |
10.9% |
0.093 |
2.7% |
17% |
False |
False |
13,098 |
| 20 |
4.015 |
3.405 |
0.610 |
17.6% |
0.098 |
2.8% |
11% |
False |
False |
9,812 |
| 40 |
4.015 |
3.405 |
0.610 |
17.6% |
0.093 |
2.7% |
11% |
False |
False |
7,878 |
| 60 |
4.015 |
3.405 |
0.610 |
17.6% |
0.088 |
2.5% |
11% |
False |
False |
7,351 |
| 80 |
4.015 |
3.250 |
0.765 |
22.0% |
0.083 |
2.4% |
29% |
False |
False |
6,271 |
| 100 |
4.015 |
3.250 |
0.765 |
22.0% |
0.082 |
2.4% |
29% |
False |
False |
5,324 |
| 120 |
4.015 |
3.250 |
0.765 |
22.0% |
0.079 |
2.3% |
29% |
False |
False |
4,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.913 |
|
2.618 |
3.763 |
|
1.618 |
3.671 |
|
1.000 |
3.614 |
|
0.618 |
3.579 |
|
HIGH |
3.522 |
|
0.618 |
3.487 |
|
0.500 |
3.476 |
|
0.382 |
3.465 |
|
LOW |
3.430 |
|
0.618 |
3.373 |
|
1.000 |
3.338 |
|
1.618 |
3.281 |
|
2.618 |
3.189 |
|
4.250 |
3.039 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.476 |
3.491 |
| PP |
3.474 |
3.484 |
| S1 |
3.473 |
3.478 |
|