NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.461 |
3.330 |
-0.131 |
-3.8% |
3.299 |
| High |
3.461 |
3.408 |
-0.053 |
-1.5% |
3.508 |
| Low |
3.331 |
3.300 |
-0.031 |
-0.9% |
3.277 |
| Close |
3.346 |
3.392 |
0.046 |
1.4% |
3.451 |
| Range |
0.130 |
0.108 |
-0.022 |
-16.9% |
0.231 |
| ATR |
0.123 |
0.122 |
-0.001 |
-0.9% |
0.000 |
| Volume |
30,887 |
48,441 |
17,554 |
56.8% |
616,849 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.691 |
3.649 |
3.451 |
|
| R3 |
3.583 |
3.541 |
3.422 |
|
| R2 |
3.475 |
3.475 |
3.412 |
|
| R1 |
3.433 |
3.433 |
3.402 |
3.454 |
| PP |
3.367 |
3.367 |
3.367 |
3.377 |
| S1 |
3.325 |
3.325 |
3.382 |
3.346 |
| S2 |
3.259 |
3.259 |
3.372 |
|
| S3 |
3.151 |
3.217 |
3.362 |
|
| S4 |
3.043 |
3.109 |
3.333 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.105 |
4.009 |
3.578 |
|
| R3 |
3.874 |
3.778 |
3.515 |
|
| R2 |
3.643 |
3.643 |
3.493 |
|
| R1 |
3.547 |
3.547 |
3.472 |
3.595 |
| PP |
3.412 |
3.412 |
3.412 |
3.436 |
| S1 |
3.316 |
3.316 |
3.430 |
3.364 |
| S2 |
3.181 |
3.181 |
3.409 |
|
| S3 |
2.950 |
3.085 |
3.387 |
|
| S4 |
2.719 |
2.854 |
3.324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.508 |
3.284 |
0.224 |
6.6% |
0.120 |
3.5% |
48% |
False |
False |
87,035 |
| 10 |
3.508 |
3.261 |
0.247 |
7.3% |
0.113 |
3.3% |
53% |
False |
False |
125,917 |
| 20 |
3.891 |
3.261 |
0.630 |
18.6% |
0.125 |
3.7% |
21% |
False |
False |
142,100 |
| 40 |
4.060 |
3.261 |
0.799 |
23.6% |
0.122 |
3.6% |
16% |
False |
False |
103,783 |
| 60 |
4.088 |
3.261 |
0.827 |
24.4% |
0.121 |
3.6% |
16% |
False |
False |
92,611 |
| 80 |
4.088 |
3.200 |
0.888 |
26.2% |
0.116 |
3.4% |
22% |
False |
False |
79,439 |
| 100 |
4.088 |
3.200 |
0.888 |
26.2% |
0.112 |
3.3% |
22% |
False |
False |
69,030 |
| 120 |
4.088 |
3.200 |
0.888 |
26.2% |
0.110 |
3.2% |
22% |
False |
False |
61,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.867 |
|
2.618 |
3.691 |
|
1.618 |
3.583 |
|
1.000 |
3.516 |
|
0.618 |
3.475 |
|
HIGH |
3.408 |
|
0.618 |
3.367 |
|
0.500 |
3.354 |
|
0.382 |
3.341 |
|
LOW |
3.300 |
|
0.618 |
3.233 |
|
1.000 |
3.192 |
|
1.618 |
3.125 |
|
2.618 |
3.017 |
|
4.250 |
2.841 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.379 |
3.404 |
| PP |
3.367 |
3.400 |
| S1 |
3.354 |
3.396 |
|