NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.500 |
3.416 |
-0.084 |
-2.4% |
3.571 |
| High |
3.500 |
3.555 |
0.055 |
1.6% |
3.571 |
| Low |
3.381 |
3.416 |
0.035 |
1.0% |
3.360 |
| Close |
3.427 |
3.550 |
0.123 |
3.6% |
3.420 |
| Range |
0.119 |
0.139 |
0.020 |
16.8% |
0.211 |
| ATR |
0.108 |
0.110 |
0.002 |
2.1% |
0.000 |
| Volume |
34,039 |
29,873 |
-4,166 |
-12.2% |
197,778 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.924 |
3.876 |
3.626 |
|
| R3 |
3.785 |
3.737 |
3.588 |
|
| R2 |
3.646 |
3.646 |
3.575 |
|
| R1 |
3.598 |
3.598 |
3.563 |
3.622 |
| PP |
3.507 |
3.507 |
3.507 |
3.519 |
| S1 |
3.459 |
3.459 |
3.537 |
3.483 |
| S2 |
3.368 |
3.368 |
3.525 |
|
| S3 |
3.229 |
3.320 |
3.512 |
|
| S4 |
3.090 |
3.181 |
3.474 |
|
|
| 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 |
3.555 |
3.380 |
0.175 |
4.9% |
0.108 |
3.0% |
97% |
True |
False |
37,379 |
| 10 |
3.704 |
3.360 |
0.344 |
9.7% |
0.103 |
2.9% |
55% |
False |
False |
38,459 |
| 20 |
3.997 |
3.360 |
0.637 |
17.9% |
0.110 |
3.1% |
30% |
False |
False |
34,407 |
| 40 |
3.997 |
3.360 |
0.637 |
17.9% |
0.107 |
3.0% |
30% |
False |
False |
28,980 |
| 60 |
3.997 |
3.360 |
0.637 |
17.9% |
0.101 |
2.9% |
30% |
False |
False |
28,564 |
| 80 |
3.997 |
3.205 |
0.792 |
22.3% |
0.097 |
2.7% |
44% |
False |
False |
25,009 |
| 100 |
3.997 |
3.205 |
0.792 |
22.3% |
0.097 |
2.7% |
44% |
False |
False |
21,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.146 |
|
2.618 |
3.919 |
|
1.618 |
3.780 |
|
1.000 |
3.694 |
|
0.618 |
3.641 |
|
HIGH |
3.555 |
|
0.618 |
3.502 |
|
0.500 |
3.486 |
|
0.382 |
3.469 |
|
LOW |
3.416 |
|
0.618 |
3.330 |
|
1.000 |
3.277 |
|
1.618 |
3.191 |
|
2.618 |
3.052 |
|
4.250 |
2.825 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.529 |
3.523 |
| PP |
3.507 |
3.495 |
| S1 |
3.486 |
3.468 |
|