NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.719 |
3.710 |
-0.009 |
-0.2% |
3.580 |
| High |
3.784 |
3.743 |
-0.041 |
-1.1% |
3.784 |
| Low |
3.662 |
3.627 |
-0.035 |
-1.0% |
3.571 |
| Close |
3.720 |
3.633 |
-0.087 |
-2.3% |
3.633 |
| Range |
0.122 |
0.116 |
-0.006 |
-4.9% |
0.213 |
| ATR |
0.104 |
0.105 |
0.001 |
0.8% |
0.000 |
| Volume |
6,727 |
11,147 |
4,420 |
65.7% |
38,278 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.016 |
3.940 |
3.697 |
|
| R3 |
3.900 |
3.824 |
3.665 |
|
| R2 |
3.784 |
3.784 |
3.654 |
|
| R1 |
3.708 |
3.708 |
3.644 |
3.688 |
| PP |
3.668 |
3.668 |
3.668 |
3.658 |
| S1 |
3.592 |
3.592 |
3.622 |
3.572 |
| S2 |
3.552 |
3.552 |
3.612 |
|
| S3 |
3.436 |
3.476 |
3.601 |
|
| S4 |
3.320 |
3.360 |
3.569 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.302 |
4.180 |
3.750 |
|
| R3 |
4.089 |
3.967 |
3.692 |
|
| R2 |
3.876 |
3.876 |
3.672 |
|
| R1 |
3.754 |
3.754 |
3.653 |
3.815 |
| PP |
3.663 |
3.663 |
3.663 |
3.693 |
| S1 |
3.541 |
3.541 |
3.613 |
3.602 |
| S2 |
3.450 |
3.450 |
3.594 |
|
| S3 |
3.237 |
3.328 |
3.574 |
|
| S4 |
3.024 |
3.115 |
3.516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.784 |
3.571 |
0.213 |
5.9% |
0.111 |
3.0% |
29% |
False |
False |
7,655 |
| 10 |
3.942 |
3.571 |
0.371 |
10.2% |
0.108 |
3.0% |
17% |
False |
False |
7,225 |
| 20 |
4.015 |
3.571 |
0.444 |
12.2% |
0.100 |
2.7% |
14% |
False |
False |
7,133 |
| 40 |
4.015 |
3.571 |
0.444 |
12.2% |
0.091 |
2.5% |
14% |
False |
False |
6,438 |
| 60 |
4.015 |
3.450 |
0.565 |
15.6% |
0.084 |
2.3% |
32% |
False |
False |
5,799 |
| 80 |
4.015 |
3.250 |
0.765 |
21.1% |
0.082 |
2.3% |
50% |
False |
False |
5,002 |
| 100 |
4.015 |
3.250 |
0.765 |
21.1% |
0.079 |
2.2% |
50% |
False |
False |
4,270 |
| 120 |
4.015 |
3.250 |
0.765 |
21.1% |
0.078 |
2.2% |
50% |
False |
False |
3,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.236 |
|
2.618 |
4.047 |
|
1.618 |
3.931 |
|
1.000 |
3.859 |
|
0.618 |
3.815 |
|
HIGH |
3.743 |
|
0.618 |
3.699 |
|
0.500 |
3.685 |
|
0.382 |
3.671 |
|
LOW |
3.627 |
|
0.618 |
3.555 |
|
1.000 |
3.511 |
|
1.618 |
3.439 |
|
2.618 |
3.323 |
|
4.250 |
3.134 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.685 |
3.678 |
| PP |
3.668 |
3.663 |
| S1 |
3.650 |
3.648 |
|