NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.412 |
3.455 |
0.043 |
1.3% |
3.489 |
| High |
3.487 |
3.481 |
-0.006 |
-0.2% |
3.493 |
| Low |
3.360 |
3.341 |
-0.019 |
-0.6% |
3.326 |
| Close |
3.469 |
3.351 |
-0.118 |
-3.4% |
3.469 |
| Range |
0.127 |
0.140 |
0.013 |
10.2% |
0.167 |
| ATR |
0.116 |
0.117 |
0.002 |
1.5% |
0.000 |
| Volume |
59,225 |
62,814 |
3,589 |
6.1% |
229,614 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.811 |
3.721 |
3.428 |
|
| R3 |
3.671 |
3.581 |
3.390 |
|
| R2 |
3.531 |
3.531 |
3.377 |
|
| R1 |
3.441 |
3.441 |
3.364 |
3.416 |
| PP |
3.391 |
3.391 |
3.391 |
3.379 |
| S1 |
3.301 |
3.301 |
3.338 |
3.276 |
| S2 |
3.251 |
3.251 |
3.325 |
|
| S3 |
3.111 |
3.161 |
3.313 |
|
| S4 |
2.971 |
3.021 |
3.274 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.930 |
3.867 |
3.561 |
|
| R3 |
3.763 |
3.700 |
3.515 |
|
| R2 |
3.596 |
3.596 |
3.500 |
|
| R1 |
3.533 |
3.533 |
3.484 |
3.481 |
| PP |
3.429 |
3.429 |
3.429 |
3.404 |
| S1 |
3.366 |
3.366 |
3.454 |
3.314 |
| S2 |
3.262 |
3.262 |
3.438 |
|
| S3 |
3.095 |
3.199 |
3.423 |
|
| S4 |
2.928 |
3.032 |
3.377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.493 |
3.326 |
0.167 |
5.0% |
0.116 |
3.5% |
15% |
False |
False |
58,485 |
| 10 |
3.532 |
3.317 |
0.215 |
6.4% |
0.115 |
3.4% |
16% |
False |
False |
68,625 |
| 20 |
3.765 |
3.316 |
0.449 |
13.4% |
0.116 |
3.5% |
8% |
False |
False |
63,183 |
| 40 |
4.074 |
3.316 |
0.758 |
22.6% |
0.118 |
3.5% |
5% |
False |
False |
43,693 |
| 60 |
4.090 |
3.316 |
0.774 |
23.1% |
0.115 |
3.4% |
5% |
False |
False |
34,948 |
| 80 |
4.090 |
3.241 |
0.849 |
25.3% |
0.110 |
3.3% |
13% |
False |
False |
29,548 |
| 100 |
4.090 |
3.222 |
0.868 |
25.9% |
0.105 |
3.1% |
15% |
False |
False |
24,758 |
| 120 |
4.090 |
3.222 |
0.868 |
25.9% |
0.102 |
3.0% |
15% |
False |
False |
21,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.076 |
|
2.618 |
3.848 |
|
1.618 |
3.708 |
|
1.000 |
3.621 |
|
0.618 |
3.568 |
|
HIGH |
3.481 |
|
0.618 |
3.428 |
|
0.500 |
3.411 |
|
0.382 |
3.394 |
|
LOW |
3.341 |
|
0.618 |
3.254 |
|
1.000 |
3.201 |
|
1.618 |
3.114 |
|
2.618 |
2.974 |
|
4.250 |
2.746 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.411 |
3.414 |
| PP |
3.391 |
3.393 |
| S1 |
3.371 |
3.372 |
|