NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.470 |
3.506 |
0.036 |
1.0% |
3.544 |
| High |
3.531 |
3.525 |
-0.006 |
-0.2% |
3.544 |
| Low |
3.414 |
3.394 |
-0.020 |
-0.6% |
3.400 |
| Close |
3.513 |
3.403 |
-0.110 |
-3.1% |
3.513 |
| Range |
0.117 |
0.131 |
0.014 |
12.0% |
0.144 |
| ATR |
0.104 |
0.106 |
0.002 |
1.9% |
0.000 |
| Volume |
17,162 |
15,448 |
-1,714 |
-10.0% |
66,216 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.834 |
3.749 |
3.475 |
|
| R3 |
3.703 |
3.618 |
3.439 |
|
| R2 |
3.572 |
3.572 |
3.427 |
|
| R1 |
3.487 |
3.487 |
3.415 |
3.464 |
| PP |
3.441 |
3.441 |
3.441 |
3.429 |
| S1 |
3.356 |
3.356 |
3.391 |
3.333 |
| S2 |
3.310 |
3.310 |
3.379 |
|
| S3 |
3.179 |
3.225 |
3.367 |
|
| S4 |
3.048 |
3.094 |
3.331 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.918 |
3.859 |
3.592 |
|
| R3 |
3.774 |
3.715 |
3.553 |
|
| R2 |
3.630 |
3.630 |
3.539 |
|
| R1 |
3.571 |
3.571 |
3.526 |
3.529 |
| PP |
3.486 |
3.486 |
3.486 |
3.464 |
| S1 |
3.427 |
3.427 |
3.500 |
3.385 |
| S2 |
3.342 |
3.342 |
3.487 |
|
| S3 |
3.198 |
3.283 |
3.473 |
|
| S4 |
3.054 |
3.139 |
3.434 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.544 |
3.394 |
0.150 |
4.4% |
0.102 |
3.0% |
6% |
False |
True |
16,332 |
| 10 |
3.577 |
3.380 |
0.197 |
5.8% |
0.104 |
3.0% |
12% |
False |
False |
25,862 |
| 20 |
3.747 |
3.360 |
0.387 |
11.4% |
0.105 |
3.1% |
11% |
False |
False |
31,155 |
| 40 |
3.997 |
3.360 |
0.637 |
18.7% |
0.106 |
3.1% |
7% |
False |
False |
29,021 |
| 60 |
3.997 |
3.360 |
0.637 |
18.7% |
0.102 |
3.0% |
7% |
False |
False |
27,188 |
| 80 |
3.997 |
3.224 |
0.773 |
22.7% |
0.099 |
2.9% |
23% |
False |
False |
25,817 |
| 100 |
3.997 |
3.205 |
0.792 |
23.3% |
0.096 |
2.8% |
25% |
False |
False |
22,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.082 |
|
2.618 |
3.868 |
|
1.618 |
3.737 |
|
1.000 |
3.656 |
|
0.618 |
3.606 |
|
HIGH |
3.525 |
|
0.618 |
3.475 |
|
0.500 |
3.460 |
|
0.382 |
3.444 |
|
LOW |
3.394 |
|
0.618 |
3.313 |
|
1.000 |
3.263 |
|
1.618 |
3.182 |
|
2.618 |
3.051 |
|
4.250 |
2.837 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.460 |
3.463 |
| PP |
3.441 |
3.443 |
| S1 |
3.422 |
3.423 |
|