NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.625 |
3.567 |
-0.058 |
-1.6% |
3.970 |
| High |
3.625 |
3.722 |
0.097 |
2.7% |
3.985 |
| Low |
3.543 |
3.523 |
-0.020 |
-0.6% |
3.555 |
| Close |
3.553 |
3.707 |
0.154 |
4.3% |
3.573 |
| Range |
0.082 |
0.199 |
0.117 |
142.7% |
0.430 |
| ATR |
0.115 |
0.121 |
0.006 |
5.2% |
0.000 |
| Volume |
23,799 |
25,266 |
1,467 |
6.2% |
133,383 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.248 |
4.176 |
3.816 |
|
| R3 |
4.049 |
3.977 |
3.762 |
|
| R2 |
3.850 |
3.850 |
3.743 |
|
| R1 |
3.778 |
3.778 |
3.725 |
3.814 |
| PP |
3.651 |
3.651 |
3.651 |
3.669 |
| S1 |
3.579 |
3.579 |
3.689 |
3.615 |
| S2 |
3.452 |
3.452 |
3.671 |
|
| S3 |
3.253 |
3.380 |
3.652 |
|
| S4 |
3.054 |
3.181 |
3.598 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.994 |
4.714 |
3.810 |
|
| R3 |
4.564 |
4.284 |
3.691 |
|
| R2 |
4.134 |
4.134 |
3.652 |
|
| R1 |
3.854 |
3.854 |
3.612 |
3.779 |
| PP |
3.704 |
3.704 |
3.704 |
3.667 |
| S1 |
3.424 |
3.424 |
3.534 |
3.349 |
| S2 |
3.274 |
3.274 |
3.494 |
|
| S3 |
2.844 |
2.994 |
3.455 |
|
| S4 |
2.414 |
2.564 |
3.337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.803 |
3.523 |
0.280 |
7.6% |
0.136 |
3.7% |
66% |
False |
True |
31,576 |
| 10 |
4.036 |
3.523 |
0.513 |
13.8% |
0.127 |
3.4% |
36% |
False |
True |
25,932 |
| 20 |
4.036 |
3.523 |
0.513 |
13.8% |
0.119 |
3.2% |
36% |
False |
True |
24,145 |
| 40 |
4.049 |
3.523 |
0.526 |
14.2% |
0.112 |
3.0% |
35% |
False |
True |
21,932 |
| 60 |
4.049 |
3.383 |
0.666 |
18.0% |
0.106 |
2.8% |
49% |
False |
False |
20,449 |
| 80 |
4.049 |
3.210 |
0.839 |
22.6% |
0.100 |
2.7% |
59% |
False |
False |
17,227 |
| 100 |
4.049 |
3.210 |
0.839 |
22.6% |
0.097 |
2.6% |
59% |
False |
False |
15,190 |
| 120 |
4.049 |
3.210 |
0.839 |
22.6% |
0.097 |
2.6% |
59% |
False |
False |
13,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.568 |
|
2.618 |
4.243 |
|
1.618 |
4.044 |
|
1.000 |
3.921 |
|
0.618 |
3.845 |
|
HIGH |
3.722 |
|
0.618 |
3.646 |
|
0.500 |
3.623 |
|
0.382 |
3.599 |
|
LOW |
3.523 |
|
0.618 |
3.400 |
|
1.000 |
3.324 |
|
1.618 |
3.201 |
|
2.618 |
3.002 |
|
4.250 |
2.677 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.679 |
3.679 |
| PP |
3.651 |
3.651 |
| S1 |
3.623 |
3.623 |
|