NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.691 |
3.685 |
-0.006 |
-0.2% |
3.541 |
| High |
3.747 |
3.704 |
-0.043 |
-1.1% |
3.747 |
| Low |
3.625 |
3.583 |
-0.042 |
-1.2% |
3.527 |
| Close |
3.681 |
3.592 |
-0.089 |
-2.4% |
3.592 |
| Range |
0.122 |
0.121 |
-0.001 |
-0.8% |
0.220 |
| ATR |
0.113 |
0.114 |
0.001 |
0.5% |
0.000 |
| Volume |
35,886 |
44,622 |
8,736 |
24.3% |
166,701 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.989 |
3.912 |
3.659 |
|
| R3 |
3.868 |
3.791 |
3.625 |
|
| R2 |
3.747 |
3.747 |
3.614 |
|
| R1 |
3.670 |
3.670 |
3.603 |
3.648 |
| PP |
3.626 |
3.626 |
3.626 |
3.616 |
| S1 |
3.549 |
3.549 |
3.581 |
3.527 |
| S2 |
3.505 |
3.505 |
3.570 |
|
| S3 |
3.384 |
3.428 |
3.559 |
|
| S4 |
3.263 |
3.307 |
3.525 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.282 |
4.157 |
3.713 |
|
| R3 |
4.062 |
3.937 |
3.653 |
|
| R2 |
3.842 |
3.842 |
3.632 |
|
| R1 |
3.717 |
3.717 |
3.612 |
3.780 |
| PP |
3.622 |
3.622 |
3.622 |
3.653 |
| S1 |
3.497 |
3.497 |
3.572 |
3.560 |
| S2 |
3.402 |
3.402 |
3.552 |
|
| S3 |
3.182 |
3.277 |
3.532 |
|
| S4 |
2.962 |
3.057 |
3.471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.747 |
3.527 |
0.220 |
6.1% |
0.121 |
3.4% |
30% |
False |
False |
33,340 |
| 10 |
3.943 |
3.527 |
0.416 |
11.6% |
0.120 |
3.3% |
16% |
False |
False |
31,935 |
| 20 |
3.997 |
3.527 |
0.470 |
13.1% |
0.114 |
3.2% |
14% |
False |
False |
29,379 |
| 40 |
3.997 |
3.527 |
0.470 |
13.1% |
0.105 |
2.9% |
14% |
False |
False |
26,662 |
| 60 |
3.997 |
3.390 |
0.607 |
16.9% |
0.098 |
2.7% |
33% |
False |
False |
24,953 |
| 80 |
3.997 |
3.205 |
0.792 |
22.0% |
0.096 |
2.7% |
49% |
False |
False |
21,623 |
| 100 |
3.997 |
3.205 |
0.792 |
22.0% |
0.094 |
2.6% |
49% |
False |
False |
19,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.218 |
|
2.618 |
4.021 |
|
1.618 |
3.900 |
|
1.000 |
3.825 |
|
0.618 |
3.779 |
|
HIGH |
3.704 |
|
0.618 |
3.658 |
|
0.500 |
3.644 |
|
0.382 |
3.629 |
|
LOW |
3.583 |
|
0.618 |
3.508 |
|
1.000 |
3.462 |
|
1.618 |
3.387 |
|
2.618 |
3.266 |
|
4.250 |
3.069 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.644 |
3.637 |
| PP |
3.626 |
3.622 |
| S1 |
3.609 |
3.607 |
|