NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.487 |
3.456 |
-0.031 |
-0.9% |
3.585 |
| High |
3.512 |
3.506 |
-0.006 |
-0.2% |
3.585 |
| Low |
3.422 |
3.417 |
-0.005 |
-0.1% |
3.405 |
| Close |
3.467 |
3.488 |
0.021 |
0.6% |
3.467 |
| Range |
0.090 |
0.089 |
-0.001 |
-1.1% |
0.180 |
| ATR |
0.100 |
0.100 |
-0.001 |
-0.8% |
0.000 |
| Volume |
17,501 |
13,960 |
-3,541 |
-20.2% |
77,265 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.737 |
3.702 |
3.537 |
|
| R3 |
3.648 |
3.613 |
3.512 |
|
| R2 |
3.559 |
3.559 |
3.504 |
|
| R1 |
3.524 |
3.524 |
3.496 |
3.542 |
| PP |
3.470 |
3.470 |
3.470 |
3.479 |
| S1 |
3.435 |
3.435 |
3.480 |
3.453 |
| S2 |
3.381 |
3.381 |
3.472 |
|
| S3 |
3.292 |
3.346 |
3.464 |
|
| S4 |
3.203 |
3.257 |
3.439 |
|
|
| 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 |
3.573 |
3.405 |
0.168 |
4.8% |
0.084 |
2.4% |
49% |
False |
False |
15,522 |
| 10 |
3.784 |
3.405 |
0.379 |
10.9% |
0.096 |
2.8% |
22% |
False |
False |
12,007 |
| 20 |
4.015 |
3.405 |
0.610 |
17.5% |
0.096 |
2.7% |
14% |
False |
False |
9,149 |
| 40 |
4.015 |
3.405 |
0.610 |
17.5% |
0.093 |
2.7% |
14% |
False |
False |
7,614 |
| 60 |
4.015 |
3.405 |
0.610 |
17.5% |
0.087 |
2.5% |
14% |
False |
False |
7,116 |
| 80 |
4.015 |
3.250 |
0.765 |
21.9% |
0.084 |
2.4% |
31% |
False |
False |
6,042 |
| 100 |
4.015 |
3.250 |
0.765 |
21.9% |
0.081 |
2.3% |
31% |
False |
False |
5,121 |
| 120 |
4.015 |
3.250 |
0.765 |
21.9% |
0.079 |
2.3% |
31% |
False |
False |
4,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.884 |
|
2.618 |
3.739 |
|
1.618 |
3.650 |
|
1.000 |
3.595 |
|
0.618 |
3.561 |
|
HIGH |
3.506 |
|
0.618 |
3.472 |
|
0.500 |
3.462 |
|
0.382 |
3.451 |
|
LOW |
3.417 |
|
0.618 |
3.362 |
|
1.000 |
3.328 |
|
1.618 |
3.273 |
|
2.618 |
3.184 |
|
4.250 |
3.039 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.479 |
3.478 |
| PP |
3.470 |
3.468 |
| S1 |
3.462 |
3.459 |
|