NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.578 |
3.558 |
-0.020 |
-0.6% |
3.630 |
| High |
3.603 |
3.580 |
-0.023 |
-0.6% |
3.808 |
| Low |
3.540 |
3.508 |
-0.032 |
-0.9% |
3.620 |
| Close |
3.554 |
3.524 |
-0.030 |
-0.8% |
3.673 |
| Range |
0.063 |
0.072 |
0.009 |
14.3% |
0.188 |
| ATR |
0.099 |
0.098 |
-0.002 |
-2.0% |
0.000 |
| Volume |
10,498 |
7,850 |
-2,648 |
-25.2% |
21,011 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.753 |
3.711 |
3.564 |
|
| R3 |
3.681 |
3.639 |
3.544 |
|
| R2 |
3.609 |
3.609 |
3.537 |
|
| R1 |
3.567 |
3.567 |
3.531 |
3.552 |
| PP |
3.537 |
3.537 |
3.537 |
3.530 |
| S1 |
3.495 |
3.495 |
3.517 |
3.480 |
| S2 |
3.465 |
3.465 |
3.511 |
|
| S3 |
3.393 |
3.423 |
3.504 |
|
| S4 |
3.321 |
3.351 |
3.484 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.264 |
4.157 |
3.776 |
|
| R3 |
4.076 |
3.969 |
3.725 |
|
| R2 |
3.888 |
3.888 |
3.707 |
|
| R1 |
3.781 |
3.781 |
3.690 |
3.835 |
| PP |
3.700 |
3.700 |
3.700 |
3.727 |
| S1 |
3.593 |
3.593 |
3.656 |
3.647 |
| S2 |
3.512 |
3.512 |
3.639 |
|
| S3 |
3.324 |
3.405 |
3.621 |
|
| S4 |
3.136 |
3.217 |
3.570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.808 |
3.508 |
0.300 |
8.5% |
0.086 |
2.4% |
5% |
False |
True |
6,906 |
| 10 |
3.809 |
3.508 |
0.301 |
8.5% |
0.096 |
2.7% |
5% |
False |
True |
5,595 |
| 20 |
4.035 |
3.508 |
0.527 |
15.0% |
0.092 |
2.6% |
3% |
False |
True |
4,233 |
| 40 |
4.035 |
3.508 |
0.527 |
15.0% |
0.088 |
2.5% |
3% |
False |
True |
3,274 |
| 60 |
4.035 |
3.479 |
0.556 |
15.8% |
0.082 |
2.3% |
8% |
False |
False |
3,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.886 |
|
2.618 |
3.768 |
|
1.618 |
3.696 |
|
1.000 |
3.652 |
|
0.618 |
3.624 |
|
HIGH |
3.580 |
|
0.618 |
3.552 |
|
0.500 |
3.544 |
|
0.382 |
3.536 |
|
LOW |
3.508 |
|
0.618 |
3.464 |
|
1.000 |
3.436 |
|
1.618 |
3.392 |
|
2.618 |
3.320 |
|
4.250 |
3.202 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.544 |
3.568 |
| PP |
3.537 |
3.553 |
| S1 |
3.531 |
3.539 |
|