NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.568 |
3.706 |
0.138 |
3.9% |
4.005 |
| High |
3.736 |
3.765 |
0.029 |
0.8% |
4.013 |
| Low |
3.530 |
3.635 |
0.105 |
3.0% |
3.570 |
| Close |
3.720 |
3.687 |
-0.033 |
-0.9% |
3.584 |
| Range |
0.206 |
0.130 |
-0.076 |
-36.9% |
0.443 |
| ATR |
0.126 |
0.126 |
0.000 |
0.2% |
0.000 |
| Volume |
23,536 |
34,987 |
11,451 |
48.7% |
164,850 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.086 |
4.016 |
3.759 |
|
| R3 |
3.956 |
3.886 |
3.723 |
|
| R2 |
3.826 |
3.826 |
3.711 |
|
| R1 |
3.756 |
3.756 |
3.699 |
3.726 |
| PP |
3.696 |
3.696 |
3.696 |
3.681 |
| S1 |
3.626 |
3.626 |
3.675 |
3.596 |
| S2 |
3.566 |
3.566 |
3.663 |
|
| S3 |
3.436 |
3.496 |
3.651 |
|
| S4 |
3.306 |
3.366 |
3.616 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.051 |
4.761 |
3.828 |
|
| R3 |
4.608 |
4.318 |
3.706 |
|
| R2 |
4.165 |
4.165 |
3.665 |
|
| R1 |
3.875 |
3.875 |
3.625 |
3.799 |
| PP |
3.722 |
3.722 |
3.722 |
3.684 |
| S1 |
3.432 |
3.432 |
3.543 |
3.356 |
| S2 |
3.279 |
3.279 |
3.503 |
|
| S3 |
2.836 |
2.989 |
3.462 |
|
| S4 |
2.393 |
2.546 |
3.340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.765 |
3.530 |
0.235 |
6.4% |
0.133 |
3.6% |
67% |
True |
False |
34,849 |
| 10 |
4.074 |
3.530 |
0.544 |
14.8% |
0.132 |
3.6% |
29% |
False |
False |
31,891 |
| 20 |
4.074 |
3.530 |
0.544 |
14.8% |
0.127 |
3.4% |
29% |
False |
False |
26,567 |
| 40 |
4.090 |
3.530 |
0.560 |
15.2% |
0.119 |
3.2% |
28% |
False |
False |
22,521 |
| 60 |
4.090 |
3.400 |
0.690 |
18.7% |
0.110 |
3.0% |
42% |
False |
False |
19,738 |
| 80 |
4.090 |
3.222 |
0.868 |
23.5% |
0.105 |
2.8% |
54% |
False |
False |
16,462 |
| 100 |
4.090 |
3.222 |
0.868 |
23.5% |
0.101 |
2.7% |
54% |
False |
False |
14,149 |
| 120 |
4.090 |
3.222 |
0.868 |
23.5% |
0.100 |
2.7% |
54% |
False |
False |
12,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.318 |
|
2.618 |
4.105 |
|
1.618 |
3.975 |
|
1.000 |
3.895 |
|
0.618 |
3.845 |
|
HIGH |
3.765 |
|
0.618 |
3.715 |
|
0.500 |
3.700 |
|
0.382 |
3.685 |
|
LOW |
3.635 |
|
0.618 |
3.555 |
|
1.000 |
3.505 |
|
1.618 |
3.425 |
|
2.618 |
3.295 |
|
4.250 |
3.083 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.700 |
3.674 |
| PP |
3.696 |
3.661 |
| S1 |
3.691 |
3.648 |
|