NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.506 |
3.497 |
-0.009 |
-0.3% |
3.622 |
| High |
3.550 |
3.550 |
0.000 |
0.0% |
3.628 |
| Low |
3.467 |
3.461 |
-0.006 |
-0.2% |
3.450 |
| Close |
3.508 |
3.530 |
0.022 |
0.6% |
3.508 |
| Range |
0.083 |
0.089 |
0.006 |
7.2% |
0.178 |
| ATR |
0.096 |
0.095 |
0.000 |
-0.5% |
0.000 |
| Volume |
7,131 |
5,026 |
-2,105 |
-29.5% |
41,198 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.781 |
3.744 |
3.579 |
|
| R3 |
3.692 |
3.655 |
3.554 |
|
| R2 |
3.603 |
3.603 |
3.546 |
|
| R1 |
3.566 |
3.566 |
3.538 |
3.585 |
| PP |
3.514 |
3.514 |
3.514 |
3.523 |
| S1 |
3.477 |
3.477 |
3.522 |
3.496 |
| S2 |
3.425 |
3.425 |
3.514 |
|
| S3 |
3.336 |
3.388 |
3.506 |
|
| S4 |
3.247 |
3.299 |
3.481 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.063 |
3.963 |
3.606 |
|
| R3 |
3.885 |
3.785 |
3.557 |
|
| R2 |
3.707 |
3.707 |
3.541 |
|
| R1 |
3.607 |
3.607 |
3.524 |
3.568 |
| PP |
3.529 |
3.529 |
3.529 |
3.509 |
| S1 |
3.429 |
3.429 |
3.492 |
3.390 |
| S2 |
3.351 |
3.351 |
3.475 |
|
| S3 |
3.173 |
3.251 |
3.459 |
|
| S4 |
2.995 |
3.073 |
3.410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.603 |
3.450 |
0.153 |
4.3% |
0.078 |
2.2% |
52% |
False |
False |
7,828 |
| 10 |
3.808 |
3.450 |
0.358 |
10.1% |
0.093 |
2.6% |
22% |
False |
False |
6,112 |
| 20 |
4.035 |
3.450 |
0.585 |
16.6% |
0.093 |
2.6% |
14% |
False |
False |
4,641 |
| 40 |
4.035 |
3.450 |
0.585 |
16.6% |
0.090 |
2.5% |
14% |
False |
False |
3,609 |
| 60 |
4.035 |
3.450 |
0.585 |
16.6% |
0.083 |
2.3% |
14% |
False |
False |
3,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.928 |
|
2.618 |
3.783 |
|
1.618 |
3.694 |
|
1.000 |
3.639 |
|
0.618 |
3.605 |
|
HIGH |
3.550 |
|
0.618 |
3.516 |
|
0.500 |
3.506 |
|
0.382 |
3.495 |
|
LOW |
3.461 |
|
0.618 |
3.406 |
|
1.000 |
3.372 |
|
1.618 |
3.317 |
|
2.618 |
3.228 |
|
4.250 |
3.083 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.522 |
3.520 |
| PP |
3.514 |
3.510 |
| S1 |
3.506 |
3.500 |
|