NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.480 |
3.460 |
-0.020 |
-0.6% |
3.541 |
| High |
3.500 |
3.464 |
-0.036 |
-1.0% |
3.747 |
| Low |
3.428 |
3.360 |
-0.068 |
-2.0% |
3.527 |
| Close |
3.444 |
3.438 |
-0.006 |
-0.2% |
3.592 |
| Range |
0.072 |
0.104 |
0.032 |
44.4% |
0.220 |
| ATR |
0.110 |
0.110 |
0.000 |
-0.4% |
0.000 |
| Volume |
38,052 |
36,043 |
-2,009 |
-5.3% |
166,701 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.733 |
3.689 |
3.495 |
|
| R3 |
3.629 |
3.585 |
3.467 |
|
| R2 |
3.525 |
3.525 |
3.457 |
|
| R1 |
3.481 |
3.481 |
3.448 |
3.451 |
| PP |
3.421 |
3.421 |
3.421 |
3.406 |
| S1 |
3.377 |
3.377 |
3.428 |
3.347 |
| S2 |
3.317 |
3.317 |
3.419 |
|
| S3 |
3.213 |
3.273 |
3.409 |
|
| S4 |
3.109 |
3.169 |
3.381 |
|
|
| 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 |
3.704 |
3.360 |
0.344 |
10.0% |
0.099 |
2.9% |
23% |
False |
True |
39,539 |
| 10 |
3.747 |
3.360 |
0.387 |
11.3% |
0.110 |
3.2% |
20% |
False |
True |
36,661 |
| 20 |
3.997 |
3.360 |
0.637 |
18.5% |
0.109 |
3.2% |
12% |
False |
True |
31,976 |
| 40 |
3.997 |
3.360 |
0.637 |
18.5% |
0.106 |
3.1% |
12% |
False |
True |
27,233 |
| 60 |
3.997 |
3.360 |
0.637 |
18.5% |
0.099 |
2.9% |
12% |
False |
True |
26,570 |
| 80 |
3.997 |
3.205 |
0.792 |
23.0% |
0.096 |
2.8% |
29% |
False |
False |
23,218 |
| 100 |
3.997 |
3.205 |
0.792 |
23.0% |
0.095 |
2.8% |
29% |
False |
False |
20,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.906 |
|
2.618 |
3.736 |
|
1.618 |
3.632 |
|
1.000 |
3.568 |
|
0.618 |
3.528 |
|
HIGH |
3.464 |
|
0.618 |
3.424 |
|
0.500 |
3.412 |
|
0.382 |
3.400 |
|
LOW |
3.360 |
|
0.618 |
3.296 |
|
1.000 |
3.256 |
|
1.618 |
3.192 |
|
2.618 |
3.088 |
|
4.250 |
2.918 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.429 |
3.454 |
| PP |
3.421 |
3.448 |
| S1 |
3.412 |
3.443 |
|