NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.502 |
3.487 |
-0.015 |
-0.4% |
3.585 |
| High |
3.502 |
3.512 |
0.010 |
0.3% |
3.585 |
| Low |
3.405 |
3.422 |
0.017 |
0.5% |
3.405 |
| Close |
3.482 |
3.467 |
-0.015 |
-0.4% |
3.467 |
| Range |
0.097 |
0.090 |
-0.007 |
-7.2% |
0.180 |
| ATR |
0.101 |
0.100 |
-0.001 |
-0.8% |
0.000 |
| Volume |
13,015 |
17,501 |
4,486 |
34.5% |
77,265 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.737 |
3.692 |
3.517 |
|
| R3 |
3.647 |
3.602 |
3.492 |
|
| R2 |
3.557 |
3.557 |
3.484 |
|
| R1 |
3.512 |
3.512 |
3.475 |
3.490 |
| PP |
3.467 |
3.467 |
3.467 |
3.456 |
| S1 |
3.422 |
3.422 |
3.459 |
3.400 |
| S2 |
3.377 |
3.377 |
3.451 |
|
| S3 |
3.287 |
3.332 |
3.442 |
|
| S4 |
3.197 |
3.242 |
3.418 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.026 |
3.926 |
3.566 |
|
| R3 |
3.846 |
3.746 |
3.517 |
|
| R2 |
3.666 |
3.666 |
3.500 |
|
| R1 |
3.566 |
3.566 |
3.484 |
3.526 |
| PP |
3.486 |
3.486 |
3.486 |
3.466 |
| S1 |
3.386 |
3.386 |
3.451 |
3.346 |
| S2 |
3.306 |
3.306 |
3.434 |
|
| S3 |
3.126 |
3.206 |
3.418 |
|
| S4 |
2.946 |
3.026 |
3.368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.585 |
3.405 |
0.180 |
5.2% |
0.081 |
2.3% |
34% |
False |
False |
15,453 |
| 10 |
3.784 |
3.405 |
0.379 |
10.9% |
0.096 |
2.8% |
16% |
False |
False |
11,554 |
| 20 |
4.015 |
3.405 |
0.610 |
17.6% |
0.096 |
2.8% |
10% |
False |
False |
8,788 |
| 40 |
4.015 |
3.405 |
0.610 |
17.6% |
0.091 |
2.6% |
10% |
False |
False |
7,400 |
| 60 |
4.015 |
3.405 |
0.610 |
17.6% |
0.087 |
2.5% |
10% |
False |
False |
6,921 |
| 80 |
4.015 |
3.250 |
0.765 |
22.1% |
0.084 |
2.4% |
28% |
False |
False |
5,882 |
| 100 |
4.015 |
3.250 |
0.765 |
22.1% |
0.081 |
2.3% |
28% |
False |
False |
4,989 |
| 120 |
4.015 |
3.250 |
0.765 |
22.1% |
0.079 |
2.3% |
28% |
False |
False |
4,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.895 |
|
2.618 |
3.748 |
|
1.618 |
3.658 |
|
1.000 |
3.602 |
|
0.618 |
3.568 |
|
HIGH |
3.512 |
|
0.618 |
3.478 |
|
0.500 |
3.467 |
|
0.382 |
3.456 |
|
LOW |
3.422 |
|
0.618 |
3.366 |
|
1.000 |
3.332 |
|
1.618 |
3.276 |
|
2.618 |
3.186 |
|
4.250 |
3.040 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.467 |
3.471 |
| PP |
3.467 |
3.470 |
| S1 |
3.467 |
3.468 |
|