NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.385 |
3.408 |
0.023 |
0.7% |
3.355 |
| High |
3.455 |
3.445 |
-0.010 |
-0.3% |
3.551 |
| Low |
3.350 |
3.376 |
0.026 |
0.8% |
3.339 |
| Close |
3.440 |
3.426 |
-0.014 |
-0.4% |
3.501 |
| Range |
0.105 |
0.069 |
-0.036 |
-34.3% |
0.212 |
| ATR |
0.113 |
0.110 |
-0.003 |
-2.8% |
0.000 |
| Volume |
17,034 |
17,402 |
368 |
2.2% |
232,737 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.623 |
3.593 |
3.464 |
|
| R3 |
3.554 |
3.524 |
3.445 |
|
| R2 |
3.485 |
3.485 |
3.439 |
|
| R1 |
3.455 |
3.455 |
3.432 |
3.470 |
| PP |
3.416 |
3.416 |
3.416 |
3.423 |
| S1 |
3.386 |
3.386 |
3.420 |
3.401 |
| S2 |
3.347 |
3.347 |
3.413 |
|
| S3 |
3.278 |
3.317 |
3.407 |
|
| S4 |
3.209 |
3.248 |
3.388 |
|
|
| 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 |
3.350 |
0.201 |
5.9% |
0.101 |
2.9% |
38% |
False |
False |
33,107 |
| 10 |
3.551 |
3.337 |
0.214 |
6.2% |
0.104 |
3.0% |
42% |
False |
False |
48,792 |
| 20 |
3.803 |
3.337 |
0.466 |
13.6% |
0.113 |
3.3% |
19% |
False |
False |
48,979 |
| 40 |
4.036 |
3.337 |
0.699 |
20.4% |
0.111 |
3.2% |
13% |
False |
False |
34,998 |
| 60 |
4.049 |
3.337 |
0.712 |
20.8% |
0.110 |
3.2% |
13% |
False |
False |
30,023 |
| 80 |
4.049 |
3.224 |
0.825 |
24.1% |
0.105 |
3.1% |
24% |
False |
False |
26,236 |
| 100 |
4.049 |
3.210 |
0.839 |
24.5% |
0.100 |
2.9% |
26% |
False |
False |
22,477 |
| 120 |
4.049 |
3.210 |
0.839 |
24.5% |
0.098 |
2.9% |
26% |
False |
False |
19,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.738 |
|
2.618 |
3.626 |
|
1.618 |
3.557 |
|
1.000 |
3.514 |
|
0.618 |
3.488 |
|
HIGH |
3.445 |
|
0.618 |
3.419 |
|
0.500 |
3.411 |
|
0.382 |
3.402 |
|
LOW |
3.376 |
|
0.618 |
3.333 |
|
1.000 |
3.307 |
|
1.618 |
3.264 |
|
2.618 |
3.195 |
|
4.250 |
3.083 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.421 |
3.426 |
| PP |
3.416 |
3.425 |
| S1 |
3.411 |
3.425 |
|