NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.409 |
3.454 |
0.045 |
1.3% |
3.550 |
| High |
3.499 |
3.470 |
-0.029 |
-0.8% |
3.550 |
| Low |
3.393 |
3.341 |
-0.052 |
-1.5% |
3.337 |
| Close |
3.469 |
3.387 |
-0.082 |
-2.4% |
3.380 |
| Range |
0.106 |
0.129 |
0.023 |
21.7% |
0.213 |
| ATR |
0.114 |
0.115 |
0.001 |
1.0% |
0.000 |
| Volume |
47,934 |
41,627 |
-6,307 |
-13.2% |
443,404 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.786 |
3.716 |
3.458 |
|
| R3 |
3.657 |
3.587 |
3.422 |
|
| R2 |
3.528 |
3.528 |
3.411 |
|
| R1 |
3.458 |
3.458 |
3.399 |
3.429 |
| PP |
3.399 |
3.399 |
3.399 |
3.385 |
| S1 |
3.329 |
3.329 |
3.375 |
3.300 |
| S2 |
3.270 |
3.270 |
3.363 |
|
| S3 |
3.141 |
3.200 |
3.352 |
|
| S4 |
3.012 |
3.071 |
3.316 |
|
|
| 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 |
4.8% |
0.107 |
3.2% |
31% |
False |
False |
64,476 |
| 10 |
3.750 |
3.337 |
0.413 |
12.2% |
0.107 |
3.2% |
12% |
False |
False |
65,617 |
| 20 |
4.036 |
3.337 |
0.699 |
20.6% |
0.117 |
3.4% |
7% |
False |
False |
45,774 |
| 40 |
4.036 |
3.337 |
0.699 |
20.6% |
0.114 |
3.4% |
7% |
False |
False |
32,997 |
| 60 |
4.049 |
3.337 |
0.712 |
21.0% |
0.110 |
3.2% |
7% |
False |
False |
28,825 |
| 80 |
4.049 |
3.210 |
0.839 |
24.8% |
0.104 |
3.1% |
21% |
False |
False |
24,560 |
| 100 |
4.049 |
3.210 |
0.839 |
24.8% |
0.100 |
3.0% |
21% |
False |
False |
21,173 |
| 120 |
4.049 |
3.210 |
0.839 |
24.8% |
0.098 |
2.9% |
21% |
False |
False |
18,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.018 |
|
2.618 |
3.808 |
|
1.618 |
3.679 |
|
1.000 |
3.599 |
|
0.618 |
3.550 |
|
HIGH |
3.470 |
|
0.618 |
3.421 |
|
0.500 |
3.406 |
|
0.382 |
3.390 |
|
LOW |
3.341 |
|
0.618 |
3.261 |
|
1.000 |
3.212 |
|
1.618 |
3.132 |
|
2.618 |
3.003 |
|
4.250 |
2.793 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.406 |
3.419 |
| PP |
3.399 |
3.408 |
| S1 |
3.393 |
3.398 |
|