NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.355 |
3.409 |
0.054 |
1.6% |
3.550 |
| High |
3.438 |
3.499 |
0.061 |
1.8% |
3.550 |
| Low |
3.339 |
3.393 |
0.054 |
1.6% |
3.337 |
| Close |
3.416 |
3.469 |
0.053 |
1.6% |
3.380 |
| Range |
0.099 |
0.106 |
0.007 |
7.1% |
0.213 |
| ATR |
0.114 |
0.114 |
-0.001 |
-0.5% |
0.000 |
| Volume |
49,035 |
47,934 |
-1,101 |
-2.2% |
443,404 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.772 |
3.726 |
3.527 |
|
| R3 |
3.666 |
3.620 |
3.498 |
|
| R2 |
3.560 |
3.560 |
3.488 |
|
| R1 |
3.514 |
3.514 |
3.479 |
3.537 |
| PP |
3.454 |
3.454 |
3.454 |
3.465 |
| S1 |
3.408 |
3.408 |
3.459 |
3.431 |
| S2 |
3.348 |
3.348 |
3.450 |
|
| S3 |
3.242 |
3.302 |
3.440 |
|
| S4 |
3.136 |
3.196 |
3.411 |
|
|
| 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 |
3.499 |
3.337 |
0.162 |
4.7% |
0.097 |
2.8% |
81% |
True |
False |
74,154 |
| 10 |
3.750 |
3.337 |
0.413 |
11.9% |
0.114 |
3.3% |
32% |
False |
False |
63,981 |
| 20 |
4.036 |
3.337 |
0.699 |
20.1% |
0.115 |
3.3% |
19% |
False |
False |
44,746 |
| 40 |
4.036 |
3.337 |
0.699 |
20.1% |
0.112 |
3.2% |
19% |
False |
False |
32,408 |
| 60 |
4.049 |
3.337 |
0.712 |
20.5% |
0.108 |
3.1% |
19% |
False |
False |
28,310 |
| 80 |
4.049 |
3.210 |
0.839 |
24.2% |
0.104 |
3.0% |
31% |
False |
False |
24,113 |
| 100 |
4.049 |
3.210 |
0.839 |
24.2% |
0.100 |
2.9% |
31% |
False |
False |
20,812 |
| 120 |
4.049 |
3.210 |
0.839 |
24.2% |
0.097 |
2.8% |
31% |
False |
False |
18,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.950 |
|
2.618 |
3.777 |
|
1.618 |
3.671 |
|
1.000 |
3.605 |
|
0.618 |
3.565 |
|
HIGH |
3.499 |
|
0.618 |
3.459 |
|
0.500 |
3.446 |
|
0.382 |
3.433 |
|
LOW |
3.393 |
|
0.618 |
3.327 |
|
1.000 |
3.287 |
|
1.618 |
3.221 |
|
2.618 |
3.115 |
|
4.250 |
2.943 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.461 |
3.452 |
| PP |
3.454 |
3.435 |
| S1 |
3.446 |
3.418 |
|