NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.446 |
3.406 |
-0.040 |
-1.2% |
3.550 |
| High |
3.450 |
3.429 |
-0.021 |
-0.6% |
3.550 |
| Low |
3.340 |
3.337 |
-0.003 |
-0.1% |
3.337 |
| Close |
3.407 |
3.380 |
-0.027 |
-0.8% |
3.380 |
| Range |
0.110 |
0.092 |
-0.018 |
-16.4% |
0.213 |
| ATR |
0.117 |
0.115 |
-0.002 |
-1.5% |
0.000 |
| Volume |
89,773 |
94,013 |
4,240 |
4.7% |
443,404 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.658 |
3.611 |
3.431 |
|
| R3 |
3.566 |
3.519 |
3.405 |
|
| R2 |
3.474 |
3.474 |
3.397 |
|
| R1 |
3.427 |
3.427 |
3.388 |
3.405 |
| PP |
3.382 |
3.382 |
3.382 |
3.371 |
| S1 |
3.335 |
3.335 |
3.372 |
3.313 |
| S2 |
3.290 |
3.290 |
3.363 |
|
| S3 |
3.198 |
3.243 |
3.355 |
|
| S4 |
3.106 |
3.151 |
3.329 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.061 |
3.934 |
3.497 |
|
| R3 |
3.848 |
3.721 |
3.439 |
|
| R2 |
3.635 |
3.635 |
3.419 |
|
| R1 |
3.508 |
3.508 |
3.400 |
3.465 |
| PP |
3.422 |
3.422 |
3.422 |
3.401 |
| S1 |
3.295 |
3.295 |
3.360 |
3.252 |
| S2 |
3.209 |
3.209 |
3.341 |
|
| S3 |
2.996 |
3.082 |
3.321 |
|
| S4 |
2.783 |
2.869 |
3.263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.550 |
3.337 |
0.213 |
6.3% |
0.096 |
2.8% |
20% |
False |
True |
88,680 |
| 10 |
3.750 |
3.337 |
0.413 |
12.2% |
0.113 |
3.3% |
10% |
False |
True |
60,048 |
| 20 |
4.036 |
3.337 |
0.699 |
20.7% |
0.116 |
3.4% |
6% |
False |
True |
41,870 |
| 40 |
4.049 |
3.337 |
0.712 |
21.1% |
0.114 |
3.4% |
6% |
False |
True |
31,085 |
| 60 |
4.049 |
3.337 |
0.712 |
21.1% |
0.108 |
3.2% |
6% |
False |
True |
27,077 |
| 80 |
4.049 |
3.210 |
0.839 |
24.8% |
0.103 |
3.1% |
20% |
False |
False |
23,079 |
| 100 |
4.049 |
3.210 |
0.839 |
24.8% |
0.099 |
2.9% |
20% |
False |
False |
19,948 |
| 120 |
4.049 |
3.210 |
0.839 |
24.8% |
0.098 |
2.9% |
20% |
False |
False |
17,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.820 |
|
2.618 |
3.670 |
|
1.618 |
3.578 |
|
1.000 |
3.521 |
|
0.618 |
3.486 |
|
HIGH |
3.429 |
|
0.618 |
3.394 |
|
0.500 |
3.383 |
|
0.382 |
3.372 |
|
LOW |
3.337 |
|
0.618 |
3.280 |
|
1.000 |
3.245 |
|
1.618 |
3.188 |
|
2.618 |
3.096 |
|
4.250 |
2.946 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.383 |
3.411 |
| PP |
3.382 |
3.401 |
| S1 |
3.381 |
3.390 |
|