NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.671 |
3.550 |
-0.121 |
-3.3% |
3.573 |
| High |
3.699 |
3.550 |
-0.149 |
-4.0% |
3.750 |
| Low |
3.568 |
3.446 |
-0.122 |
-3.4% |
3.523 |
| Close |
3.577 |
3.493 |
-0.084 |
-2.3% |
3.577 |
| Range |
0.131 |
0.104 |
-0.027 |
-20.6% |
0.227 |
| ATR |
0.122 |
0.123 |
0.001 |
0.5% |
0.000 |
| Volume |
44,401 |
78,479 |
34,078 |
76.8% |
157,077 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.808 |
3.755 |
3.550 |
|
| R3 |
3.704 |
3.651 |
3.522 |
|
| R2 |
3.600 |
3.600 |
3.512 |
|
| R1 |
3.547 |
3.547 |
3.503 |
3.522 |
| PP |
3.496 |
3.496 |
3.496 |
3.484 |
| S1 |
3.443 |
3.443 |
3.483 |
3.418 |
| S2 |
3.392 |
3.392 |
3.474 |
|
| S3 |
3.288 |
3.339 |
3.464 |
|
| S4 |
3.184 |
3.235 |
3.436 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.298 |
4.164 |
3.702 |
|
| R3 |
4.071 |
3.937 |
3.639 |
|
| R2 |
3.844 |
3.844 |
3.619 |
|
| R1 |
3.710 |
3.710 |
3.598 |
3.777 |
| PP |
3.617 |
3.617 |
3.617 |
3.650 |
| S1 |
3.483 |
3.483 |
3.556 |
3.550 |
| S2 |
3.390 |
3.390 |
3.535 |
|
| S3 |
3.163 |
3.256 |
3.515 |
|
| S4 |
2.936 |
3.029 |
3.452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.750 |
3.446 |
0.304 |
8.7% |
0.128 |
3.7% |
15% |
False |
True |
40,343 |
| 10 |
3.903 |
3.446 |
0.457 |
13.1% |
0.126 |
3.6% |
10% |
False |
True |
35,517 |
| 20 |
4.036 |
3.446 |
0.590 |
16.9% |
0.123 |
3.5% |
8% |
False |
True |
28,384 |
| 40 |
4.049 |
3.446 |
0.603 |
17.3% |
0.115 |
3.3% |
8% |
False |
True |
23,406 |
| 60 |
4.049 |
3.383 |
0.666 |
19.1% |
0.106 |
3.0% |
17% |
False |
False |
21,820 |
| 80 |
4.049 |
3.210 |
0.839 |
24.0% |
0.103 |
2.9% |
34% |
False |
False |
18,848 |
| 100 |
4.049 |
3.210 |
0.839 |
24.0% |
0.098 |
2.8% |
34% |
False |
False |
16,592 |
| 120 |
4.049 |
3.210 |
0.839 |
24.0% |
0.097 |
2.8% |
34% |
False |
False |
14,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.992 |
|
2.618 |
3.822 |
|
1.618 |
3.718 |
|
1.000 |
3.654 |
|
0.618 |
3.614 |
|
HIGH |
3.550 |
|
0.618 |
3.510 |
|
0.500 |
3.498 |
|
0.382 |
3.486 |
|
LOW |
3.446 |
|
0.618 |
3.382 |
|
1.000 |
3.342 |
|
1.618 |
3.278 |
|
2.618 |
3.174 |
|
4.250 |
3.004 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.498 |
3.598 |
| PP |
3.496 |
3.563 |
| S1 |
3.495 |
3.528 |
|