NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.685 |
3.571 |
-0.114 |
-3.1% |
3.541 |
| High |
3.704 |
3.571 |
-0.133 |
-3.6% |
3.747 |
| Low |
3.583 |
3.468 |
-0.115 |
-3.2% |
3.527 |
| Close |
3.592 |
3.515 |
-0.077 |
-2.1% |
3.592 |
| Range |
0.121 |
0.103 |
-0.018 |
-14.9% |
0.220 |
| ATR |
0.114 |
0.115 |
0.001 |
0.6% |
0.000 |
| Volume |
44,622 |
36,906 |
-7,716 |
-17.3% |
166,701 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.827 |
3.774 |
3.572 |
|
| R3 |
3.724 |
3.671 |
3.543 |
|
| R2 |
3.621 |
3.621 |
3.534 |
|
| R1 |
3.568 |
3.568 |
3.524 |
3.543 |
| PP |
3.518 |
3.518 |
3.518 |
3.506 |
| S1 |
3.465 |
3.465 |
3.506 |
3.440 |
| S2 |
3.415 |
3.415 |
3.496 |
|
| S3 |
3.312 |
3.362 |
3.487 |
|
| S4 |
3.209 |
3.259 |
3.458 |
|
|
| 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 |
3.468 |
0.279 |
7.9% |
0.122 |
3.5% |
17% |
False |
True |
33,902 |
| 10 |
3.876 |
3.468 |
0.408 |
11.6% |
0.116 |
3.3% |
12% |
False |
True |
34,295 |
| 20 |
3.997 |
3.468 |
0.529 |
15.0% |
0.113 |
3.2% |
9% |
False |
True |
30,019 |
| 40 |
3.997 |
3.468 |
0.529 |
15.0% |
0.105 |
3.0% |
9% |
False |
True |
26,114 |
| 60 |
3.997 |
3.390 |
0.607 |
17.3% |
0.098 |
2.8% |
21% |
False |
False |
25,243 |
| 80 |
3.997 |
3.205 |
0.792 |
22.5% |
0.096 |
2.7% |
39% |
False |
False |
21,997 |
| 100 |
3.997 |
3.205 |
0.792 |
22.5% |
0.094 |
2.7% |
39% |
False |
False |
19,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.009 |
|
2.618 |
3.841 |
|
1.618 |
3.738 |
|
1.000 |
3.674 |
|
0.618 |
3.635 |
|
HIGH |
3.571 |
|
0.618 |
3.532 |
|
0.500 |
3.520 |
|
0.382 |
3.507 |
|
LOW |
3.468 |
|
0.618 |
3.404 |
|
1.000 |
3.365 |
|
1.618 |
3.301 |
|
2.618 |
3.198 |
|
4.250 |
3.030 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.520 |
3.608 |
| PP |
3.518 |
3.577 |
| S1 |
3.517 |
3.546 |
|