NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.515 |
3.502 |
-0.013 |
-0.4% |
3.580 |
| High |
3.537 |
3.502 |
-0.035 |
-1.0% |
3.784 |
| Low |
3.470 |
3.405 |
-0.065 |
-1.9% |
3.571 |
| Close |
3.486 |
3.482 |
-0.004 |
-0.1% |
3.633 |
| Range |
0.067 |
0.097 |
0.030 |
44.8% |
0.213 |
| ATR |
0.102 |
0.101 |
0.000 |
-0.3% |
0.000 |
| Volume |
18,237 |
13,015 |
-5,222 |
-28.6% |
38,278 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.754 |
3.715 |
3.535 |
|
| R3 |
3.657 |
3.618 |
3.509 |
|
| R2 |
3.560 |
3.560 |
3.500 |
|
| R1 |
3.521 |
3.521 |
3.491 |
3.492 |
| PP |
3.463 |
3.463 |
3.463 |
3.449 |
| S1 |
3.424 |
3.424 |
3.473 |
3.395 |
| S2 |
3.366 |
3.366 |
3.464 |
|
| S3 |
3.269 |
3.327 |
3.455 |
|
| S4 |
3.172 |
3.230 |
3.429 |
|
|
| 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 |
3.743 |
3.405 |
0.338 |
9.7% |
0.086 |
2.5% |
23% |
False |
True |
14,182 |
| 10 |
3.784 |
3.405 |
0.379 |
10.9% |
0.098 |
2.8% |
20% |
False |
True |
10,677 |
| 20 |
4.015 |
3.405 |
0.610 |
17.5% |
0.097 |
2.8% |
13% |
False |
True |
8,425 |
| 40 |
4.015 |
3.405 |
0.610 |
17.5% |
0.091 |
2.6% |
13% |
False |
True |
7,114 |
| 60 |
4.015 |
3.405 |
0.610 |
17.5% |
0.086 |
2.5% |
13% |
False |
True |
6,661 |
| 80 |
4.015 |
3.250 |
0.765 |
22.0% |
0.083 |
2.4% |
30% |
False |
False |
5,691 |
| 100 |
4.015 |
3.250 |
0.765 |
22.0% |
0.080 |
2.3% |
30% |
False |
False |
4,822 |
| 120 |
4.015 |
3.250 |
0.765 |
22.0% |
0.079 |
2.3% |
30% |
False |
False |
4,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.914 |
|
2.618 |
3.756 |
|
1.618 |
3.659 |
|
1.000 |
3.599 |
|
0.618 |
3.562 |
|
HIGH |
3.502 |
|
0.618 |
3.465 |
|
0.500 |
3.454 |
|
0.382 |
3.442 |
|
LOW |
3.405 |
|
0.618 |
3.345 |
|
1.000 |
3.308 |
|
1.618 |
3.248 |
|
2.618 |
3.151 |
|
4.250 |
2.993 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.473 |
3.489 |
| PP |
3.463 |
3.487 |
| S1 |
3.454 |
3.484 |
|