NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.454 |
3.390 |
-0.064 |
-1.9% |
3.550 |
| High |
3.470 |
3.521 |
0.051 |
1.5% |
3.550 |
| Low |
3.341 |
3.380 |
0.039 |
1.2% |
3.337 |
| Close |
3.387 |
3.517 |
0.130 |
3.8% |
3.380 |
| Range |
0.129 |
0.141 |
0.012 |
9.3% |
0.213 |
| ATR |
0.115 |
0.117 |
0.002 |
1.6% |
0.000 |
| Volume |
41,627 |
42,801 |
1,174 |
2.8% |
443,404 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.896 |
3.847 |
3.595 |
|
| R3 |
3.755 |
3.706 |
3.556 |
|
| R2 |
3.614 |
3.614 |
3.543 |
|
| R1 |
3.565 |
3.565 |
3.530 |
3.590 |
| PP |
3.473 |
3.473 |
3.473 |
3.485 |
| S1 |
3.424 |
3.424 |
3.504 |
3.449 |
| S2 |
3.332 |
3.332 |
3.491 |
|
| S3 |
3.191 |
3.283 |
3.478 |
|
| S4 |
3.050 |
3.142 |
3.439 |
|
|
| 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 |
3.521 |
3.337 |
0.184 |
5.2% |
0.113 |
3.2% |
98% |
True |
False |
55,082 |
| 10 |
3.699 |
3.337 |
0.362 |
10.3% |
0.109 |
3.1% |
50% |
False |
False |
66,920 |
| 20 |
4.036 |
3.337 |
0.699 |
19.9% |
0.118 |
3.4% |
26% |
False |
False |
46,987 |
| 40 |
4.036 |
3.337 |
0.699 |
19.9% |
0.114 |
3.2% |
26% |
False |
False |
33,678 |
| 60 |
4.049 |
3.337 |
0.712 |
20.2% |
0.110 |
3.1% |
25% |
False |
False |
29,380 |
| 80 |
4.049 |
3.210 |
0.839 |
23.9% |
0.105 |
3.0% |
37% |
False |
False |
25,019 |
| 100 |
4.049 |
3.210 |
0.839 |
23.9% |
0.101 |
2.9% |
37% |
False |
False |
21,527 |
| 120 |
4.049 |
3.210 |
0.839 |
23.9% |
0.098 |
2.8% |
37% |
False |
False |
18,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.120 |
|
2.618 |
3.890 |
|
1.618 |
3.749 |
|
1.000 |
3.662 |
|
0.618 |
3.608 |
|
HIGH |
3.521 |
|
0.618 |
3.467 |
|
0.500 |
3.451 |
|
0.382 |
3.434 |
|
LOW |
3.380 |
|
0.618 |
3.293 |
|
1.000 |
3.239 |
|
1.618 |
3.152 |
|
2.618 |
3.011 |
|
4.250 |
2.781 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.495 |
3.488 |
| PP |
3.473 |
3.460 |
| S1 |
3.451 |
3.431 |
|