NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.460 |
3.439 |
-0.021 |
-0.6% |
3.571 |
| High |
3.464 |
3.468 |
0.004 |
0.1% |
3.571 |
| Low |
3.360 |
3.382 |
0.022 |
0.7% |
3.360 |
| Close |
3.438 |
3.420 |
-0.018 |
-0.5% |
3.420 |
| Range |
0.104 |
0.086 |
-0.018 |
-17.3% |
0.211 |
| ATR |
0.110 |
0.108 |
-0.002 |
-1.5% |
0.000 |
| Volume |
36,043 |
44,705 |
8,662 |
24.0% |
197,778 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.681 |
3.637 |
3.467 |
|
| R3 |
3.595 |
3.551 |
3.444 |
|
| R2 |
3.509 |
3.509 |
3.436 |
|
| R1 |
3.465 |
3.465 |
3.428 |
3.444 |
| PP |
3.423 |
3.423 |
3.423 |
3.413 |
| S1 |
3.379 |
3.379 |
3.412 |
3.358 |
| S2 |
3.337 |
3.337 |
3.404 |
|
| S3 |
3.251 |
3.293 |
3.396 |
|
| S4 |
3.165 |
3.207 |
3.373 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.083 |
3.963 |
3.536 |
|
| R3 |
3.872 |
3.752 |
3.478 |
|
| R2 |
3.661 |
3.661 |
3.459 |
|
| R1 |
3.541 |
3.541 |
3.439 |
3.496 |
| PP |
3.450 |
3.450 |
3.450 |
3.428 |
| S1 |
3.330 |
3.330 |
3.401 |
3.285 |
| S2 |
3.239 |
3.239 |
3.381 |
|
| S3 |
3.028 |
3.119 |
3.362 |
|
| S4 |
2.817 |
2.908 |
3.304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.571 |
3.360 |
0.211 |
6.2% |
0.092 |
2.7% |
28% |
False |
False |
39,555 |
| 10 |
3.747 |
3.360 |
0.387 |
11.3% |
0.107 |
3.1% |
16% |
False |
False |
36,447 |
| 20 |
3.997 |
3.360 |
0.637 |
18.6% |
0.107 |
3.1% |
9% |
False |
False |
31,866 |
| 40 |
3.997 |
3.360 |
0.637 |
18.6% |
0.105 |
3.1% |
9% |
False |
False |
27,760 |
| 60 |
3.997 |
3.360 |
0.637 |
18.6% |
0.099 |
2.9% |
9% |
False |
False |
27,112 |
| 80 |
3.997 |
3.205 |
0.792 |
23.2% |
0.097 |
2.8% |
27% |
False |
False |
23,635 |
| 100 |
3.997 |
3.205 |
0.792 |
23.2% |
0.095 |
2.8% |
27% |
False |
False |
20,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.834 |
|
2.618 |
3.693 |
|
1.618 |
3.607 |
|
1.000 |
3.554 |
|
0.618 |
3.521 |
|
HIGH |
3.468 |
|
0.618 |
3.435 |
|
0.500 |
3.425 |
|
0.382 |
3.415 |
|
LOW |
3.382 |
|
0.618 |
3.329 |
|
1.000 |
3.296 |
|
1.618 |
3.243 |
|
2.618 |
3.157 |
|
4.250 |
3.017 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.425 |
3.430 |
| PP |
3.423 |
3.427 |
| S1 |
3.422 |
3.423 |
|