NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.546 |
3.544 |
-0.002 |
-0.1% |
3.405 |
| High |
3.577 |
3.544 |
-0.033 |
-0.9% |
3.577 |
| Low |
3.506 |
3.432 |
-0.074 |
-2.1% |
3.380 |
| Close |
3.535 |
3.446 |
-0.089 |
-2.5% |
3.535 |
| Range |
0.071 |
0.112 |
0.041 |
57.7% |
0.197 |
| ATR |
0.107 |
0.107 |
0.000 |
0.3% |
0.000 |
| Volume |
34,765 |
22,741 |
-12,024 |
-34.6% |
176,957 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.810 |
3.740 |
3.508 |
|
| R3 |
3.698 |
3.628 |
3.477 |
|
| R2 |
3.586 |
3.586 |
3.467 |
|
| R1 |
3.516 |
3.516 |
3.456 |
3.495 |
| PP |
3.474 |
3.474 |
3.474 |
3.464 |
| S1 |
3.404 |
3.404 |
3.436 |
3.383 |
| S2 |
3.362 |
3.362 |
3.425 |
|
| S3 |
3.250 |
3.292 |
3.415 |
|
| S4 |
3.138 |
3.180 |
3.384 |
|
|
| 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 |
3.381 |
0.196 |
5.7% |
0.110 |
3.2% |
33% |
False |
False |
31,238 |
| 10 |
3.577 |
3.360 |
0.217 |
6.3% |
0.099 |
2.9% |
40% |
False |
False |
36,057 |
| 20 |
3.876 |
3.360 |
0.516 |
15.0% |
0.108 |
3.1% |
17% |
False |
False |
35,176 |
| 40 |
3.997 |
3.360 |
0.637 |
18.5% |
0.106 |
3.1% |
14% |
False |
False |
29,354 |
| 60 |
3.997 |
3.360 |
0.637 |
18.5% |
0.102 |
3.0% |
14% |
False |
False |
28,569 |
| 80 |
3.997 |
3.224 |
0.773 |
22.4% |
0.097 |
2.8% |
29% |
False |
False |
25,496 |
| 100 |
3.997 |
3.205 |
0.792 |
23.0% |
0.096 |
2.8% |
30% |
False |
False |
22,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.020 |
|
2.618 |
3.837 |
|
1.618 |
3.725 |
|
1.000 |
3.656 |
|
0.618 |
3.613 |
|
HIGH |
3.544 |
|
0.618 |
3.501 |
|
0.500 |
3.488 |
|
0.382 |
3.475 |
|
LOW |
3.432 |
|
0.618 |
3.363 |
|
1.000 |
3.320 |
|
1.618 |
3.251 |
|
2.618 |
3.139 |
|
4.250 |
2.956 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.488 |
3.497 |
| PP |
3.474 |
3.480 |
| S1 |
3.460 |
3.463 |
|