NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.416 |
3.546 |
0.130 |
3.8% |
3.405 |
| High |
3.555 |
3.577 |
0.022 |
0.6% |
3.577 |
| Low |
3.416 |
3.506 |
0.090 |
2.6% |
3.380 |
| Close |
3.550 |
3.535 |
-0.015 |
-0.4% |
3.535 |
| Range |
0.139 |
0.071 |
-0.068 |
-48.9% |
0.197 |
| ATR |
0.110 |
0.107 |
-0.003 |
-2.5% |
0.000 |
| Volume |
29,873 |
34,765 |
4,892 |
16.4% |
176,957 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.752 |
3.715 |
3.574 |
|
| R3 |
3.681 |
3.644 |
3.555 |
|
| R2 |
3.610 |
3.610 |
3.548 |
|
| R1 |
3.573 |
3.573 |
3.542 |
3.556 |
| PP |
3.539 |
3.539 |
3.539 |
3.531 |
| S1 |
3.502 |
3.502 |
3.528 |
3.485 |
| S2 |
3.468 |
3.468 |
3.522 |
|
| S3 |
3.397 |
3.431 |
3.515 |
|
| S4 |
3.326 |
3.360 |
3.496 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.088 |
4.009 |
3.643 |
|
| R3 |
3.891 |
3.812 |
3.589 |
|
| R2 |
3.694 |
3.694 |
3.571 |
|
| R1 |
3.615 |
3.615 |
3.553 |
3.655 |
| PP |
3.497 |
3.497 |
3.497 |
3.517 |
| S1 |
3.418 |
3.418 |
3.517 |
3.458 |
| S2 |
3.300 |
3.300 |
3.499 |
|
| S3 |
3.103 |
3.221 |
3.481 |
|
| S4 |
2.906 |
3.024 |
3.427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.577 |
3.380 |
0.197 |
5.6% |
0.105 |
3.0% |
79% |
True |
False |
35,391 |
| 10 |
3.577 |
3.360 |
0.217 |
6.1% |
0.098 |
2.8% |
81% |
True |
False |
37,473 |
| 20 |
3.943 |
3.360 |
0.583 |
16.5% |
0.109 |
3.1% |
30% |
False |
False |
34,704 |
| 40 |
3.997 |
3.360 |
0.637 |
18.0% |
0.106 |
3.0% |
27% |
False |
False |
29,385 |
| 60 |
3.997 |
3.360 |
0.637 |
18.0% |
0.101 |
2.9% |
27% |
False |
False |
28,711 |
| 80 |
3.997 |
3.224 |
0.773 |
21.9% |
0.097 |
2.7% |
40% |
False |
False |
25,351 |
| 100 |
3.997 |
3.205 |
0.792 |
22.4% |
0.096 |
2.7% |
42% |
False |
False |
22,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.879 |
|
2.618 |
3.763 |
|
1.618 |
3.692 |
|
1.000 |
3.648 |
|
0.618 |
3.621 |
|
HIGH |
3.577 |
|
0.618 |
3.550 |
|
0.500 |
3.542 |
|
0.382 |
3.533 |
|
LOW |
3.506 |
|
0.618 |
3.462 |
|
1.000 |
3.435 |
|
1.618 |
3.391 |
|
2.618 |
3.320 |
|
4.250 |
3.204 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.542 |
3.516 |
| PP |
3.539 |
3.498 |
| S1 |
3.537 |
3.479 |
|