NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.389 |
3.342 |
-0.047 |
-1.4% |
3.555 |
| High |
3.408 |
3.423 |
0.015 |
0.4% |
3.555 |
| Low |
3.316 |
3.317 |
0.001 |
0.0% |
3.316 |
| Close |
3.358 |
3.398 |
0.040 |
1.2% |
3.358 |
| Range |
0.092 |
0.106 |
0.014 |
15.2% |
0.239 |
| ATR |
0.119 |
0.118 |
-0.001 |
-0.8% |
0.000 |
| Volume |
84,720 |
89,108 |
4,388 |
5.2% |
399,851 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.697 |
3.654 |
3.456 |
|
| R3 |
3.591 |
3.548 |
3.427 |
|
| R2 |
3.485 |
3.485 |
3.417 |
|
| R1 |
3.442 |
3.442 |
3.408 |
3.464 |
| PP |
3.379 |
3.379 |
3.379 |
3.390 |
| S1 |
3.336 |
3.336 |
3.388 |
3.358 |
| S2 |
3.273 |
3.273 |
3.379 |
|
| S3 |
3.167 |
3.230 |
3.369 |
|
| S4 |
3.061 |
3.124 |
3.340 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.127 |
3.981 |
3.489 |
|
| R3 |
3.888 |
3.742 |
3.424 |
|
| R2 |
3.649 |
3.649 |
3.402 |
|
| R1 |
3.503 |
3.503 |
3.380 |
3.457 |
| PP |
3.410 |
3.410 |
3.410 |
3.386 |
| S1 |
3.264 |
3.264 |
3.336 |
3.218 |
| S2 |
3.171 |
3.171 |
3.314 |
|
| S3 |
2.932 |
3.025 |
3.292 |
|
| S4 |
2.693 |
2.786 |
3.227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.518 |
3.316 |
0.202 |
5.9% |
0.097 |
2.9% |
41% |
False |
False |
87,837 |
| 10 |
3.765 |
3.316 |
0.449 |
13.2% |
0.116 |
3.4% |
18% |
False |
False |
62,714 |
| 20 |
4.074 |
3.316 |
0.758 |
22.3% |
0.120 |
3.5% |
11% |
False |
False |
46,186 |
| 40 |
4.090 |
3.316 |
0.774 |
22.8% |
0.119 |
3.5% |
11% |
False |
False |
32,790 |
| 60 |
4.090 |
3.316 |
0.774 |
22.8% |
0.112 |
3.3% |
11% |
False |
False |
27,468 |
| 80 |
4.090 |
3.222 |
0.868 |
25.5% |
0.107 |
3.1% |
20% |
False |
False |
22,668 |
| 100 |
4.090 |
3.222 |
0.868 |
25.5% |
0.103 |
3.0% |
20% |
False |
False |
19,230 |
| 120 |
4.090 |
3.222 |
0.868 |
25.5% |
0.101 |
3.0% |
20% |
False |
False |
16,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.874 |
|
2.618 |
3.701 |
|
1.618 |
3.595 |
|
1.000 |
3.529 |
|
0.618 |
3.489 |
|
HIGH |
3.423 |
|
0.618 |
3.383 |
|
0.500 |
3.370 |
|
0.382 |
3.357 |
|
LOW |
3.317 |
|
0.618 |
3.251 |
|
1.000 |
3.211 |
|
1.618 |
3.145 |
|
2.618 |
3.039 |
|
4.250 |
2.867 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.389 |
3.391 |
| PP |
3.379 |
3.384 |
| S1 |
3.370 |
3.377 |
|