NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.611 |
3.547 |
-0.064 |
-1.8% |
4.003 |
| High |
3.611 |
3.719 |
0.108 |
3.0% |
4.004 |
| Low |
3.525 |
3.507 |
-0.018 |
-0.5% |
3.546 |
| Close |
3.539 |
3.700 |
0.161 |
4.5% |
3.561 |
| Range |
0.086 |
0.212 |
0.126 |
146.5% |
0.458 |
| ATR |
0.124 |
0.130 |
0.006 |
5.1% |
0.000 |
| Volume |
103,428 |
148,134 |
44,706 |
43.2% |
680,821 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.278 |
4.201 |
3.817 |
|
| R3 |
4.066 |
3.989 |
3.758 |
|
| R2 |
3.854 |
3.854 |
3.739 |
|
| R1 |
3.777 |
3.777 |
3.719 |
3.816 |
| PP |
3.642 |
3.642 |
3.642 |
3.661 |
| S1 |
3.565 |
3.565 |
3.681 |
3.604 |
| S2 |
3.430 |
3.430 |
3.661 |
|
| S3 |
3.218 |
3.353 |
3.642 |
|
| S4 |
3.006 |
3.141 |
3.583 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.078 |
4.777 |
3.813 |
|
| R3 |
4.620 |
4.319 |
3.687 |
|
| R2 |
4.162 |
4.162 |
3.645 |
|
| R1 |
3.861 |
3.861 |
3.603 |
3.783 |
| PP |
3.704 |
3.704 |
3.704 |
3.664 |
| S1 |
3.403 |
3.403 |
3.519 |
3.325 |
| S2 |
3.246 |
3.246 |
3.477 |
|
| S3 |
2.788 |
2.945 |
3.435 |
|
| S4 |
2.330 |
2.487 |
3.309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.815 |
3.507 |
0.308 |
8.3% |
0.145 |
3.9% |
63% |
False |
True |
139,258 |
| 10 |
4.060 |
3.507 |
0.553 |
14.9% |
0.135 |
3.6% |
35% |
False |
True |
120,580 |
| 20 |
4.060 |
3.507 |
0.553 |
14.9% |
0.128 |
3.5% |
35% |
False |
True |
94,438 |
| 40 |
4.088 |
3.507 |
0.581 |
15.7% |
0.123 |
3.3% |
33% |
False |
True |
77,739 |
| 60 |
4.088 |
3.359 |
0.729 |
19.7% |
0.116 |
3.1% |
47% |
False |
False |
69,877 |
| 80 |
4.088 |
3.200 |
0.888 |
24.0% |
0.111 |
3.0% |
56% |
False |
False |
59,235 |
| 100 |
4.088 |
3.200 |
0.888 |
24.0% |
0.109 |
3.0% |
56% |
False |
False |
52,614 |
| 120 |
4.088 |
3.200 |
0.888 |
24.0% |
0.109 |
3.0% |
56% |
False |
False |
47,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.620 |
|
2.618 |
4.274 |
|
1.618 |
4.062 |
|
1.000 |
3.931 |
|
0.618 |
3.850 |
|
HIGH |
3.719 |
|
0.618 |
3.638 |
|
0.500 |
3.613 |
|
0.382 |
3.588 |
|
LOW |
3.507 |
|
0.618 |
3.376 |
|
1.000 |
3.295 |
|
1.618 |
3.164 |
|
2.618 |
2.952 |
|
4.250 |
2.606 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.671 |
3.671 |
| PP |
3.642 |
3.642 |
| S1 |
3.613 |
3.613 |
|