NYMEX Natural Gas Future February 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 |
3.489 |
3.364 |
-0.125 |
-3.6% |
3.342 |
| High |
3.493 |
3.439 |
-0.054 |
-1.5% |
3.532 |
| Low |
3.363 |
3.326 |
-0.037 |
-1.1% |
3.317 |
| Close |
3.378 |
3.425 |
0.047 |
1.4% |
3.482 |
| Range |
0.130 |
0.113 |
-0.017 |
-13.1% |
0.215 |
| ATR |
0.118 |
0.118 |
0.000 |
-0.3% |
0.000 |
| Volume |
36,574 |
57,139 |
20,565 |
56.2% |
393,828 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.736 |
3.693 |
3.487 |
|
| R3 |
3.623 |
3.580 |
3.456 |
|
| R2 |
3.510 |
3.510 |
3.446 |
|
| R1 |
3.467 |
3.467 |
3.435 |
3.489 |
| PP |
3.397 |
3.397 |
3.397 |
3.407 |
| S1 |
3.354 |
3.354 |
3.415 |
3.376 |
| S2 |
3.284 |
3.284 |
3.404 |
|
| S3 |
3.171 |
3.241 |
3.394 |
|
| S4 |
3.058 |
3.128 |
3.363 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.089 |
4.000 |
3.600 |
|
| R3 |
3.874 |
3.785 |
3.541 |
|
| R2 |
3.659 |
3.659 |
3.521 |
|
| R1 |
3.570 |
3.570 |
3.502 |
3.615 |
| PP |
3.444 |
3.444 |
3.444 |
3.466 |
| S1 |
3.355 |
3.355 |
3.462 |
3.400 |
| S2 |
3.229 |
3.229 |
3.443 |
|
| S3 |
3.014 |
3.140 |
3.423 |
|
| S4 |
2.799 |
2.925 |
3.364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.532 |
3.324 |
0.208 |
6.1% |
0.119 |
3.5% |
49% |
False |
False |
64,104 |
| 10 |
3.532 |
3.316 |
0.216 |
6.3% |
0.109 |
3.2% |
50% |
False |
False |
76,430 |
| 20 |
3.899 |
3.316 |
0.583 |
17.0% |
0.122 |
3.6% |
19% |
False |
False |
59,506 |
| 40 |
4.074 |
3.316 |
0.758 |
22.1% |
0.118 |
3.4% |
14% |
False |
False |
40,225 |
| 60 |
4.090 |
3.316 |
0.774 |
22.6% |
0.115 |
3.4% |
14% |
False |
False |
32,806 |
| 80 |
4.090 |
3.241 |
0.849 |
24.8% |
0.109 |
3.2% |
22% |
False |
False |
27,219 |
| 100 |
4.090 |
3.222 |
0.868 |
25.3% |
0.104 |
3.0% |
23% |
False |
False |
22,892 |
| 120 |
4.090 |
3.222 |
0.868 |
25.3% |
0.101 |
3.0% |
23% |
False |
False |
19,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.919 |
|
2.618 |
3.735 |
|
1.618 |
3.622 |
|
1.000 |
3.552 |
|
0.618 |
3.509 |
|
HIGH |
3.439 |
|
0.618 |
3.396 |
|
0.500 |
3.383 |
|
0.382 |
3.369 |
|
LOW |
3.326 |
|
0.618 |
3.256 |
|
1.000 |
3.213 |
|
1.618 |
3.143 |
|
2.618 |
3.030 |
|
4.250 |
2.846 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.411 |
3.429 |
| PP |
3.397 |
3.428 |
| S1 |
3.383 |
3.426 |
|