NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.544 |
3.430 |
-0.114 |
-3.2% |
3.405 |
| High |
3.544 |
3.490 |
-0.054 |
-1.5% |
3.577 |
| Low |
3.432 |
3.400 |
-0.032 |
-0.9% |
3.380 |
| Close |
3.446 |
3.474 |
0.028 |
0.8% |
3.535 |
| Range |
0.112 |
0.090 |
-0.022 |
-19.6% |
0.197 |
| ATR |
0.107 |
0.106 |
-0.001 |
-1.2% |
0.000 |
| Volume |
22,741 |
10,729 |
-12,012 |
-52.8% |
176,957 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.725 |
3.689 |
3.524 |
|
| R3 |
3.635 |
3.599 |
3.499 |
|
| R2 |
3.545 |
3.545 |
3.491 |
|
| R1 |
3.509 |
3.509 |
3.482 |
3.527 |
| PP |
3.455 |
3.455 |
3.455 |
3.464 |
| S1 |
3.419 |
3.419 |
3.466 |
3.437 |
| S2 |
3.365 |
3.365 |
3.458 |
|
| S3 |
3.275 |
3.329 |
3.449 |
|
| S4 |
3.185 |
3.239 |
3.425 |
|
|
| 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 |
5.6% |
0.106 |
3.1% |
47% |
False |
False |
26,429 |
| 10 |
3.577 |
3.360 |
0.217 |
6.2% |
0.099 |
2.8% |
53% |
False |
False |
32,922 |
| 20 |
3.845 |
3.360 |
0.485 |
14.0% |
0.109 |
3.1% |
24% |
False |
False |
34,253 |
| 40 |
3.997 |
3.360 |
0.637 |
18.3% |
0.106 |
3.0% |
18% |
False |
False |
29,238 |
| 60 |
3.997 |
3.360 |
0.637 |
18.3% |
0.103 |
3.0% |
18% |
False |
False |
28,305 |
| 80 |
3.997 |
3.224 |
0.773 |
22.3% |
0.098 |
2.8% |
32% |
False |
False |
25,523 |
| 100 |
3.997 |
3.205 |
0.792 |
22.8% |
0.096 |
2.8% |
34% |
False |
False |
22,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.873 |
|
2.618 |
3.726 |
|
1.618 |
3.636 |
|
1.000 |
3.580 |
|
0.618 |
3.546 |
|
HIGH |
3.490 |
|
0.618 |
3.456 |
|
0.500 |
3.445 |
|
0.382 |
3.434 |
|
LOW |
3.400 |
|
0.618 |
3.344 |
|
1.000 |
3.310 |
|
1.618 |
3.254 |
|
2.618 |
3.164 |
|
4.250 |
3.018 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.464 |
3.489 |
| PP |
3.455 |
3.484 |
| S1 |
3.445 |
3.479 |
|