NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.406 |
3.355 |
-0.051 |
-1.5% |
3.550 |
| High |
3.429 |
3.438 |
0.009 |
0.3% |
3.550 |
| Low |
3.337 |
3.339 |
0.002 |
0.1% |
3.337 |
| Close |
3.380 |
3.416 |
0.036 |
1.1% |
3.380 |
| Range |
0.092 |
0.099 |
0.007 |
7.6% |
0.213 |
| ATR |
0.115 |
0.114 |
-0.001 |
-1.0% |
0.000 |
| Volume |
94,013 |
49,035 |
-44,978 |
-47.8% |
443,404 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.695 |
3.654 |
3.470 |
|
| R3 |
3.596 |
3.555 |
3.443 |
|
| R2 |
3.497 |
3.497 |
3.434 |
|
| R1 |
3.456 |
3.456 |
3.425 |
3.477 |
| PP |
3.398 |
3.398 |
3.398 |
3.408 |
| S1 |
3.357 |
3.357 |
3.407 |
3.378 |
| S2 |
3.299 |
3.299 |
3.398 |
|
| S3 |
3.200 |
3.258 |
3.389 |
|
| S4 |
3.101 |
3.159 |
3.362 |
|
|
| 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 |
3.525 |
3.337 |
0.188 |
5.5% |
0.095 |
2.8% |
42% |
False |
False |
82,792 |
| 10 |
3.750 |
3.337 |
0.413 |
12.1% |
0.112 |
3.3% |
19% |
False |
False |
61,567 |
| 20 |
4.036 |
3.337 |
0.699 |
20.5% |
0.115 |
3.4% |
11% |
False |
False |
43,227 |
| 40 |
4.049 |
3.337 |
0.712 |
20.8% |
0.114 |
3.4% |
11% |
False |
False |
31,751 |
| 60 |
4.049 |
3.337 |
0.712 |
20.8% |
0.108 |
3.2% |
11% |
False |
False |
27,727 |
| 80 |
4.049 |
3.210 |
0.839 |
24.6% |
0.103 |
3.0% |
25% |
False |
False |
23,639 |
| 100 |
4.049 |
3.210 |
0.839 |
24.6% |
0.099 |
2.9% |
25% |
False |
False |
20,385 |
| 120 |
4.049 |
3.210 |
0.839 |
24.6% |
0.097 |
2.9% |
25% |
False |
False |
17,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.859 |
|
2.618 |
3.697 |
|
1.618 |
3.598 |
|
1.000 |
3.537 |
|
0.618 |
3.499 |
|
HIGH |
3.438 |
|
0.618 |
3.400 |
|
0.500 |
3.389 |
|
0.382 |
3.377 |
|
LOW |
3.339 |
|
0.618 |
3.278 |
|
1.000 |
3.240 |
|
1.618 |
3.179 |
|
2.618 |
3.080 |
|
4.250 |
2.918 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.407 |
3.409 |
| PP |
3.398 |
3.401 |
| S1 |
3.389 |
3.394 |
|