NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.551 |
3.515 |
-0.036 |
-1.0% |
3.580 |
| High |
3.573 |
3.537 |
-0.036 |
-1.0% |
3.784 |
| Low |
3.495 |
3.470 |
-0.025 |
-0.7% |
3.571 |
| Close |
3.515 |
3.486 |
-0.029 |
-0.8% |
3.633 |
| Range |
0.078 |
0.067 |
-0.011 |
-14.1% |
0.213 |
| ATR |
0.104 |
0.102 |
-0.003 |
-2.5% |
0.000 |
| Volume |
14,898 |
18,237 |
3,339 |
22.4% |
38,278 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.699 |
3.659 |
3.523 |
|
| R3 |
3.632 |
3.592 |
3.504 |
|
| R2 |
3.565 |
3.565 |
3.498 |
|
| R1 |
3.525 |
3.525 |
3.492 |
3.512 |
| PP |
3.498 |
3.498 |
3.498 |
3.491 |
| S1 |
3.458 |
3.458 |
3.480 |
3.445 |
| S2 |
3.431 |
3.431 |
3.474 |
|
| S3 |
3.364 |
3.391 |
3.468 |
|
| S4 |
3.297 |
3.324 |
3.449 |
|
|
| 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 |
3.470 |
0.314 |
9.0% |
0.091 |
2.6% |
5% |
False |
True |
12,924 |
| 10 |
3.806 |
3.470 |
0.336 |
9.6% |
0.104 |
3.0% |
5% |
False |
True |
10,198 |
| 20 |
4.015 |
3.470 |
0.545 |
15.6% |
0.096 |
2.7% |
3% |
False |
True |
8,330 |
| 40 |
4.015 |
3.470 |
0.545 |
15.6% |
0.090 |
2.6% |
3% |
False |
True |
6,867 |
| 60 |
4.015 |
3.450 |
0.565 |
16.2% |
0.085 |
2.4% |
6% |
False |
False |
6,491 |
| 80 |
4.015 |
3.250 |
0.765 |
21.9% |
0.083 |
2.4% |
31% |
False |
False |
5,542 |
| 100 |
4.015 |
3.250 |
0.765 |
21.9% |
0.080 |
2.3% |
31% |
False |
False |
4,704 |
| 120 |
4.015 |
3.250 |
0.765 |
21.9% |
0.078 |
2.2% |
31% |
False |
False |
4,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.822 |
|
2.618 |
3.712 |
|
1.618 |
3.645 |
|
1.000 |
3.604 |
|
0.618 |
3.578 |
|
HIGH |
3.537 |
|
0.618 |
3.511 |
|
0.500 |
3.504 |
|
0.382 |
3.496 |
|
LOW |
3.470 |
|
0.618 |
3.429 |
|
1.000 |
3.403 |
|
1.618 |
3.362 |
|
2.618 |
3.295 |
|
4.250 |
3.185 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.504 |
3.528 |
| PP |
3.498 |
3.514 |
| S1 |
3.492 |
3.500 |
|