NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.464 |
3.446 |
-0.018 |
-0.5% |
3.573 |
| High |
3.485 |
3.450 |
-0.035 |
-1.0% |
3.750 |
| Low |
3.408 |
3.340 |
-0.068 |
-2.0% |
3.523 |
| Close |
3.426 |
3.407 |
-0.019 |
-0.6% |
3.577 |
| Range |
0.077 |
0.110 |
0.033 |
42.9% |
0.227 |
| ATR |
0.118 |
0.117 |
-0.001 |
-0.5% |
0.000 |
| Volume |
90,017 |
89,773 |
-244 |
-0.3% |
157,077 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.729 |
3.678 |
3.468 |
|
| R3 |
3.619 |
3.568 |
3.437 |
|
| R2 |
3.509 |
3.509 |
3.427 |
|
| R1 |
3.458 |
3.458 |
3.417 |
3.429 |
| PP |
3.399 |
3.399 |
3.399 |
3.384 |
| S1 |
3.348 |
3.348 |
3.397 |
3.319 |
| S2 |
3.289 |
3.289 |
3.387 |
|
| S3 |
3.179 |
3.238 |
3.377 |
|
| S4 |
3.069 |
3.128 |
3.347 |
|
|
| 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 |
3.699 |
3.340 |
0.359 |
10.5% |
0.104 |
3.0% |
19% |
False |
True |
78,758 |
| 10 |
3.750 |
3.340 |
0.410 |
12.0% |
0.116 |
3.4% |
16% |
False |
True |
55,104 |
| 20 |
4.036 |
3.340 |
0.696 |
20.4% |
0.118 |
3.5% |
10% |
False |
True |
38,742 |
| 40 |
4.049 |
3.340 |
0.709 |
20.8% |
0.115 |
3.4% |
9% |
False |
True |
29,152 |
| 60 |
4.049 |
3.340 |
0.709 |
20.8% |
0.107 |
3.1% |
9% |
False |
True |
25,682 |
| 80 |
4.049 |
3.210 |
0.839 |
24.6% |
0.103 |
3.0% |
23% |
False |
False |
21,999 |
| 100 |
4.049 |
3.210 |
0.839 |
24.6% |
0.099 |
2.9% |
23% |
False |
False |
19,055 |
| 120 |
4.049 |
3.210 |
0.839 |
24.6% |
0.098 |
2.9% |
23% |
False |
False |
16,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.918 |
|
2.618 |
3.738 |
|
1.618 |
3.628 |
|
1.000 |
3.560 |
|
0.618 |
3.518 |
|
HIGH |
3.450 |
|
0.618 |
3.408 |
|
0.500 |
3.395 |
|
0.382 |
3.382 |
|
LOW |
3.340 |
|
0.618 |
3.272 |
|
1.000 |
3.230 |
|
1.618 |
3.162 |
|
2.618 |
3.052 |
|
4.250 |
2.873 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.403 |
3.433 |
| PP |
3.399 |
3.424 |
| S1 |
3.395 |
3.416 |
|