NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.519 |
3.426 |
-0.093 |
-2.6% |
3.553 |
| High |
3.520 |
3.494 |
-0.026 |
-0.7% |
3.748 |
| Low |
3.415 |
3.391 |
-0.024 |
-0.7% |
3.507 |
| Close |
3.460 |
3.412 |
-0.048 |
-1.4% |
3.551 |
| Range |
0.105 |
0.103 |
-0.002 |
-1.9% |
0.241 |
| ATR |
0.132 |
0.130 |
-0.002 |
-1.6% |
0.000 |
| Volume |
189,998 |
181,126 |
-8,872 |
-4.7% |
734,812 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.741 |
3.680 |
3.469 |
|
| R3 |
3.638 |
3.577 |
3.440 |
|
| R2 |
3.535 |
3.535 |
3.431 |
|
| R1 |
3.474 |
3.474 |
3.421 |
3.453 |
| PP |
3.432 |
3.432 |
3.432 |
3.422 |
| S1 |
3.371 |
3.371 |
3.403 |
3.350 |
| S2 |
3.329 |
3.329 |
3.393 |
|
| S3 |
3.226 |
3.268 |
3.384 |
|
| S4 |
3.123 |
3.165 |
3.355 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.325 |
4.179 |
3.684 |
|
| R3 |
4.084 |
3.938 |
3.617 |
|
| R2 |
3.843 |
3.843 |
3.595 |
|
| R1 |
3.697 |
3.697 |
3.573 |
3.650 |
| PP |
3.602 |
3.602 |
3.602 |
3.578 |
| S1 |
3.456 |
3.456 |
3.529 |
3.409 |
| S2 |
3.361 |
3.361 |
3.507 |
|
| S3 |
3.120 |
3.215 |
3.485 |
|
| S4 |
2.879 |
2.974 |
3.418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.748 |
3.391 |
0.357 |
10.5% |
0.140 |
4.1% |
6% |
False |
True |
173,367 |
| 10 |
3.891 |
3.391 |
0.500 |
14.7% |
0.137 |
4.0% |
4% |
False |
True |
158,284 |
| 20 |
4.060 |
3.391 |
0.669 |
19.6% |
0.133 |
3.9% |
3% |
False |
True |
118,231 |
| 40 |
4.088 |
3.391 |
0.697 |
20.4% |
0.123 |
3.6% |
3% |
False |
True |
84,686 |
| 60 |
4.088 |
3.359 |
0.729 |
21.4% |
0.117 |
3.4% |
7% |
False |
False |
78,717 |
| 80 |
4.088 |
3.200 |
0.888 |
26.0% |
0.114 |
3.3% |
24% |
False |
False |
67,013 |
| 100 |
4.088 |
3.200 |
0.888 |
26.0% |
0.110 |
3.2% |
24% |
False |
False |
58,954 |
| 120 |
4.088 |
3.200 |
0.888 |
26.0% |
0.110 |
3.2% |
24% |
False |
False |
52,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.932 |
|
2.618 |
3.764 |
|
1.618 |
3.661 |
|
1.000 |
3.597 |
|
0.618 |
3.558 |
|
HIGH |
3.494 |
|
0.618 |
3.455 |
|
0.500 |
3.443 |
|
0.382 |
3.430 |
|
LOW |
3.391 |
|
0.618 |
3.327 |
|
1.000 |
3.288 |
|
1.618 |
3.224 |
|
2.618 |
3.121 |
|
4.250 |
2.953 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.443 |
3.538 |
| PP |
3.432 |
3.496 |
| S1 |
3.422 |
3.454 |
|