NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.451 |
3.425 |
-0.026 |
-0.8% |
3.584 |
| High |
3.473 |
3.437 |
-0.036 |
-1.0% |
3.765 |
| Low |
3.395 |
3.325 |
-0.070 |
-2.1% |
3.530 |
| Close |
3.412 |
3.389 |
-0.023 |
-0.7% |
3.578 |
| Range |
0.078 |
0.112 |
0.034 |
43.6% |
0.235 |
| ATR |
0.122 |
0.122 |
-0.001 |
-0.6% |
0.000 |
| Volume |
85,002 |
107,038 |
22,036 |
25.9% |
177,570 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.720 |
3.666 |
3.451 |
|
| R3 |
3.608 |
3.554 |
3.420 |
|
| R2 |
3.496 |
3.496 |
3.410 |
|
| R1 |
3.442 |
3.442 |
3.399 |
3.413 |
| PP |
3.384 |
3.384 |
3.384 |
3.369 |
| S1 |
3.330 |
3.330 |
3.379 |
3.301 |
| S2 |
3.272 |
3.272 |
3.368 |
|
| S3 |
3.160 |
3.218 |
3.358 |
|
| S4 |
3.048 |
3.106 |
3.327 |
|
|
| 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 |
3.707 |
3.325 |
0.382 |
11.3% |
0.108 |
3.2% |
17% |
False |
True |
72,549 |
| 10 |
3.765 |
3.325 |
0.440 |
13.0% |
0.120 |
3.5% |
15% |
False |
True |
53,699 |
| 20 |
4.074 |
3.325 |
0.749 |
22.1% |
0.123 |
3.6% |
9% |
False |
True |
39,904 |
| 40 |
4.090 |
3.325 |
0.765 |
22.6% |
0.120 |
3.5% |
8% |
False |
True |
29,239 |
| 60 |
4.090 |
3.325 |
0.765 |
22.6% |
0.111 |
3.3% |
8% |
False |
True |
24,892 |
| 80 |
4.090 |
3.222 |
0.868 |
25.6% |
0.106 |
3.1% |
19% |
False |
False |
20,630 |
| 100 |
4.090 |
3.222 |
0.868 |
25.6% |
0.103 |
3.0% |
19% |
False |
False |
17,561 |
| 120 |
4.090 |
3.222 |
0.868 |
25.6% |
0.101 |
3.0% |
19% |
False |
False |
15,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.913 |
|
2.618 |
3.730 |
|
1.618 |
3.618 |
|
1.000 |
3.549 |
|
0.618 |
3.506 |
|
HIGH |
3.437 |
|
0.618 |
3.394 |
|
0.500 |
3.381 |
|
0.382 |
3.368 |
|
LOW |
3.325 |
|
0.618 |
3.256 |
|
1.000 |
3.213 |
|
1.618 |
3.144 |
|
2.618 |
3.032 |
|
4.250 |
2.849 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.386 |
3.422 |
| PP |
3.384 |
3.411 |
| S1 |
3.381 |
3.400 |
|