NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.706 |
3.666 |
-0.040 |
-1.1% |
3.584 |
| High |
3.765 |
3.707 |
-0.058 |
-1.5% |
3.765 |
| Low |
3.635 |
3.569 |
-0.066 |
-1.8% |
3.530 |
| Close |
3.687 |
3.578 |
-0.109 |
-3.0% |
3.578 |
| Range |
0.130 |
0.138 |
0.008 |
6.2% |
0.235 |
| ATR |
0.126 |
0.127 |
0.001 |
0.7% |
0.000 |
| Volume |
34,987 |
47,614 |
12,627 |
36.1% |
177,570 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.032 |
3.943 |
3.654 |
|
| R3 |
3.894 |
3.805 |
3.616 |
|
| R2 |
3.756 |
3.756 |
3.603 |
|
| R1 |
3.667 |
3.667 |
3.591 |
3.643 |
| PP |
3.618 |
3.618 |
3.618 |
3.606 |
| S1 |
3.529 |
3.529 |
3.565 |
3.505 |
| S2 |
3.480 |
3.480 |
3.553 |
|
| S3 |
3.342 |
3.391 |
3.540 |
|
| S4 |
3.204 |
3.253 |
3.502 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.329 |
4.189 |
3.707 |
|
| R3 |
4.094 |
3.954 |
3.643 |
|
| R2 |
3.859 |
3.859 |
3.621 |
|
| R1 |
3.719 |
3.719 |
3.600 |
3.672 |
| PP |
3.624 |
3.624 |
3.624 |
3.601 |
| S1 |
3.484 |
3.484 |
3.556 |
3.437 |
| S2 |
3.389 |
3.389 |
3.535 |
|
| S3 |
3.154 |
3.249 |
3.513 |
|
| S4 |
2.919 |
3.014 |
3.449 |
|
|
| 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 |
6.6% |
0.135 |
3.8% |
20% |
False |
False |
35,514 |
| 10 |
4.013 |
3.530 |
0.483 |
13.5% |
0.135 |
3.8% |
10% |
False |
False |
34,242 |
| 20 |
4.074 |
3.530 |
0.544 |
15.2% |
0.130 |
3.6% |
9% |
False |
False |
28,038 |
| 40 |
4.090 |
3.530 |
0.560 |
15.7% |
0.120 |
3.3% |
9% |
False |
False |
23,263 |
| 60 |
4.090 |
3.400 |
0.690 |
19.3% |
0.110 |
3.1% |
26% |
False |
False |
20,323 |
| 80 |
4.090 |
3.222 |
0.868 |
24.3% |
0.106 |
3.0% |
41% |
False |
False |
16,993 |
| 100 |
4.090 |
3.222 |
0.868 |
24.3% |
0.101 |
2.8% |
41% |
False |
False |
14,606 |
| 120 |
4.090 |
3.222 |
0.868 |
24.3% |
0.101 |
2.8% |
41% |
False |
False |
12,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.294 |
|
2.618 |
4.068 |
|
1.618 |
3.930 |
|
1.000 |
3.845 |
|
0.618 |
3.792 |
|
HIGH |
3.707 |
|
0.618 |
3.654 |
|
0.500 |
3.638 |
|
0.382 |
3.622 |
|
LOW |
3.569 |
|
0.618 |
3.484 |
|
1.000 |
3.431 |
|
1.618 |
3.346 |
|
2.618 |
3.208 |
|
4.250 |
2.983 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.638 |
3.648 |
| PP |
3.618 |
3.624 |
| S1 |
3.598 |
3.601 |
|