NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.395 |
3.339 |
-0.056 |
-1.6% |
3.519 |
| High |
3.407 |
3.363 |
-0.044 |
-1.3% |
3.520 |
| Low |
3.293 |
3.261 |
-0.032 |
-1.0% |
3.261 |
| Close |
3.347 |
3.314 |
-0.033 |
-1.0% |
3.314 |
| Range |
0.114 |
0.102 |
-0.012 |
-10.5% |
0.259 |
| ATR |
0.125 |
0.124 |
-0.002 |
-1.3% |
0.000 |
| Volume |
228,082 |
147,815 |
-80,267 |
-35.2% |
934,122 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.619 |
3.568 |
3.370 |
|
| R3 |
3.517 |
3.466 |
3.342 |
|
| R2 |
3.415 |
3.415 |
3.333 |
|
| R1 |
3.364 |
3.364 |
3.323 |
3.339 |
| PP |
3.313 |
3.313 |
3.313 |
3.300 |
| S1 |
3.262 |
3.262 |
3.305 |
3.237 |
| S2 |
3.211 |
3.211 |
3.295 |
|
| S3 |
3.109 |
3.160 |
3.286 |
|
| S4 |
3.007 |
3.058 |
3.258 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.142 |
3.987 |
3.456 |
|
| R3 |
3.883 |
3.728 |
3.385 |
|
| R2 |
3.624 |
3.624 |
3.361 |
|
| R1 |
3.469 |
3.469 |
3.338 |
3.417 |
| PP |
3.365 |
3.365 |
3.365 |
3.339 |
| S1 |
3.210 |
3.210 |
3.290 |
3.158 |
| S2 |
3.106 |
3.106 |
3.267 |
|
| S3 |
2.847 |
2.951 |
3.243 |
|
| S4 |
2.588 |
2.692 |
3.172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.520 |
3.261 |
0.259 |
7.8% |
0.101 |
3.0% |
20% |
False |
True |
186,824 |
| 10 |
3.748 |
3.261 |
0.487 |
14.7% |
0.120 |
3.6% |
11% |
False |
True |
166,893 |
| 20 |
4.060 |
3.261 |
0.799 |
24.1% |
0.125 |
3.8% |
7% |
False |
True |
134,566 |
| 40 |
4.088 |
3.261 |
0.827 |
25.0% |
0.123 |
3.7% |
6% |
False |
True |
95,062 |
| 60 |
4.088 |
3.261 |
0.827 |
25.0% |
0.118 |
3.6% |
6% |
False |
True |
86,484 |
| 80 |
4.088 |
3.200 |
0.888 |
26.8% |
0.114 |
3.4% |
13% |
False |
False |
73,067 |
| 100 |
4.088 |
3.200 |
0.888 |
26.8% |
0.111 |
3.3% |
13% |
False |
False |
63,814 |
| 120 |
4.088 |
3.200 |
0.888 |
26.8% |
0.110 |
3.3% |
13% |
False |
False |
56,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.797 |
|
2.618 |
3.630 |
|
1.618 |
3.528 |
|
1.000 |
3.465 |
|
0.618 |
3.426 |
|
HIGH |
3.363 |
|
0.618 |
3.324 |
|
0.500 |
3.312 |
|
0.382 |
3.300 |
|
LOW |
3.261 |
|
0.618 |
3.198 |
|
1.000 |
3.159 |
|
1.618 |
3.096 |
|
2.618 |
2.994 |
|
4.250 |
2.828 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.313 |
3.354 |
| PP |
3.313 |
3.341 |
| S1 |
3.312 |
3.327 |
|