NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.430 |
3.446 |
0.016 |
0.5% |
3.405 |
| High |
3.490 |
3.477 |
-0.013 |
-0.4% |
3.577 |
| Low |
3.400 |
3.415 |
0.015 |
0.4% |
3.380 |
| Close |
3.474 |
3.458 |
-0.016 |
-0.5% |
3.535 |
| Range |
0.090 |
0.062 |
-0.028 |
-31.1% |
0.197 |
| ATR |
0.106 |
0.103 |
-0.003 |
-3.0% |
0.000 |
| Volume |
10,729 |
15,584 |
4,855 |
45.3% |
176,957 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.636 |
3.609 |
3.492 |
|
| R3 |
3.574 |
3.547 |
3.475 |
|
| R2 |
3.512 |
3.512 |
3.469 |
|
| R1 |
3.485 |
3.485 |
3.464 |
3.499 |
| PP |
3.450 |
3.450 |
3.450 |
3.457 |
| S1 |
3.423 |
3.423 |
3.452 |
3.437 |
| S2 |
3.388 |
3.388 |
3.447 |
|
| S3 |
3.326 |
3.361 |
3.441 |
|
| S4 |
3.264 |
3.299 |
3.424 |
|
|
| 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 |
3.400 |
0.177 |
5.1% |
0.095 |
2.7% |
33% |
False |
False |
22,738 |
| 10 |
3.577 |
3.360 |
0.217 |
6.3% |
0.098 |
2.8% |
45% |
False |
False |
30,675 |
| 20 |
3.775 |
3.360 |
0.415 |
12.0% |
0.106 |
3.1% |
24% |
False |
False |
33,599 |
| 40 |
3.997 |
3.360 |
0.637 |
18.4% |
0.104 |
3.0% |
15% |
False |
False |
29,094 |
| 60 |
3.997 |
3.360 |
0.637 |
18.4% |
0.101 |
2.9% |
15% |
False |
False |
27,706 |
| 80 |
3.997 |
3.224 |
0.773 |
22.4% |
0.097 |
2.8% |
30% |
False |
False |
25,647 |
| 100 |
3.997 |
3.205 |
0.792 |
22.9% |
0.095 |
2.8% |
32% |
False |
False |
22,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.741 |
|
2.618 |
3.639 |
|
1.618 |
3.577 |
|
1.000 |
3.539 |
|
0.618 |
3.515 |
|
HIGH |
3.477 |
|
0.618 |
3.453 |
|
0.500 |
3.446 |
|
0.382 |
3.439 |
|
LOW |
3.415 |
|
0.618 |
3.377 |
|
1.000 |
3.353 |
|
1.618 |
3.315 |
|
2.618 |
3.253 |
|
4.250 |
3.152 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.454 |
3.472 |
| PP |
3.450 |
3.467 |
| S1 |
3.446 |
3.463 |
|