NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.364 |
3.392 |
0.028 |
0.8% |
3.342 |
| High |
3.439 |
3.428 |
-0.011 |
-0.3% |
3.532 |
| Low |
3.326 |
3.356 |
0.030 |
0.9% |
3.317 |
| Close |
3.425 |
3.412 |
-0.013 |
-0.4% |
3.482 |
| Range |
0.113 |
0.072 |
-0.041 |
-36.3% |
0.215 |
| ATR |
0.118 |
0.115 |
-0.003 |
-2.8% |
0.000 |
| Volume |
57,139 |
76,676 |
19,537 |
34.2% |
393,828 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.615 |
3.585 |
3.452 |
|
| R3 |
3.543 |
3.513 |
3.432 |
|
| R2 |
3.471 |
3.471 |
3.425 |
|
| R1 |
3.441 |
3.441 |
3.419 |
3.456 |
| PP |
3.399 |
3.399 |
3.399 |
3.406 |
| S1 |
3.369 |
3.369 |
3.405 |
3.384 |
| S2 |
3.327 |
3.327 |
3.399 |
|
| S3 |
3.255 |
3.297 |
3.392 |
|
| S4 |
3.183 |
3.225 |
3.372 |
|
|
| 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 |
3.326 |
0.206 |
6.0% |
0.107 |
3.1% |
42% |
False |
False |
65,116 |
| 10 |
3.532 |
3.316 |
0.216 |
6.3% |
0.109 |
3.2% |
44% |
False |
False |
75,597 |
| 20 |
3.830 |
3.316 |
0.514 |
15.1% |
0.118 |
3.4% |
19% |
False |
False |
62,088 |
| 40 |
4.074 |
3.316 |
0.758 |
22.2% |
0.116 |
3.4% |
13% |
False |
False |
41,487 |
| 60 |
4.090 |
3.316 |
0.774 |
22.7% |
0.114 |
3.3% |
12% |
False |
False |
33,590 |
| 80 |
4.090 |
3.241 |
0.849 |
24.9% |
0.109 |
3.2% |
20% |
False |
False |
28,129 |
| 100 |
4.090 |
3.222 |
0.868 |
25.4% |
0.104 |
3.0% |
22% |
False |
False |
23,615 |
| 120 |
4.090 |
3.222 |
0.868 |
25.4% |
0.101 |
3.0% |
22% |
False |
False |
20,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.734 |
|
2.618 |
3.616 |
|
1.618 |
3.544 |
|
1.000 |
3.500 |
|
0.618 |
3.472 |
|
HIGH |
3.428 |
|
0.618 |
3.400 |
|
0.500 |
3.392 |
|
0.382 |
3.384 |
|
LOW |
3.356 |
|
0.618 |
3.312 |
|
1.000 |
3.284 |
|
1.618 |
3.240 |
|
2.618 |
3.168 |
|
4.250 |
3.050 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.405 |
3.411 |
| PP |
3.399 |
3.410 |
| S1 |
3.392 |
3.410 |
|