NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.505 |
3.500 |
-0.005 |
-0.1% |
3.355 |
| High |
3.551 |
3.500 |
-0.051 |
-1.4% |
3.551 |
| Low |
3.475 |
3.388 |
-0.087 |
-2.5% |
3.339 |
| Close |
3.501 |
3.403 |
-0.098 |
-2.8% |
3.501 |
| Range |
0.076 |
0.112 |
0.036 |
47.4% |
0.212 |
| ATR |
0.114 |
0.114 |
0.000 |
0.0% |
0.000 |
| Volume |
51,340 |
36,962 |
-14,378 |
-28.0% |
232,737 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.766 |
3.697 |
3.465 |
|
| R3 |
3.654 |
3.585 |
3.434 |
|
| R2 |
3.542 |
3.542 |
3.424 |
|
| R1 |
3.473 |
3.473 |
3.413 |
3.452 |
| PP |
3.430 |
3.430 |
3.430 |
3.420 |
| S1 |
3.361 |
3.361 |
3.393 |
3.340 |
| S2 |
3.318 |
3.318 |
3.382 |
|
| S3 |
3.206 |
3.249 |
3.372 |
|
| S4 |
3.094 |
3.137 |
3.341 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.100 |
4.012 |
3.618 |
|
| R3 |
3.888 |
3.800 |
3.559 |
|
| R2 |
3.676 |
3.676 |
3.540 |
|
| R1 |
3.588 |
3.588 |
3.520 |
3.632 |
| PP |
3.464 |
3.464 |
3.464 |
3.486 |
| S1 |
3.376 |
3.376 |
3.482 |
3.420 |
| S2 |
3.252 |
3.252 |
3.462 |
|
| S3 |
3.040 |
3.164 |
3.443 |
|
| S4 |
2.828 |
2.952 |
3.384 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.551 |
3.341 |
0.210 |
6.2% |
0.113 |
3.3% |
30% |
False |
False |
44,132 |
| 10 |
3.551 |
3.337 |
0.214 |
6.3% |
0.104 |
3.1% |
31% |
False |
False |
63,462 |
| 20 |
3.903 |
3.337 |
0.566 |
16.6% |
0.115 |
3.4% |
12% |
False |
False |
49,489 |
| 40 |
4.036 |
3.337 |
0.699 |
20.5% |
0.113 |
3.3% |
9% |
False |
False |
34,977 |
| 60 |
4.049 |
3.337 |
0.712 |
20.9% |
0.111 |
3.3% |
9% |
False |
False |
30,215 |
| 80 |
4.049 |
3.224 |
0.825 |
24.2% |
0.105 |
3.1% |
22% |
False |
False |
25,945 |
| 100 |
4.049 |
3.210 |
0.839 |
24.7% |
0.100 |
2.9% |
23% |
False |
False |
22,264 |
| 120 |
4.049 |
3.210 |
0.839 |
24.7% |
0.099 |
2.9% |
23% |
False |
False |
19,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.976 |
|
2.618 |
3.793 |
|
1.618 |
3.681 |
|
1.000 |
3.612 |
|
0.618 |
3.569 |
|
HIGH |
3.500 |
|
0.618 |
3.457 |
|
0.500 |
3.444 |
|
0.382 |
3.431 |
|
LOW |
3.388 |
|
0.618 |
3.319 |
|
1.000 |
3.276 |
|
1.618 |
3.207 |
|
2.618 |
3.095 |
|
4.250 |
2.912 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.444 |
3.466 |
| PP |
3.430 |
3.445 |
| S1 |
3.417 |
3.424 |
|