NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.522 |
3.455 |
-0.067 |
-1.9% |
3.585 |
| High |
3.522 |
3.593 |
0.071 |
2.0% |
3.585 |
| Low |
3.430 |
3.455 |
0.025 |
0.7% |
3.405 |
| Close |
3.471 |
3.590 |
0.119 |
3.4% |
3.467 |
| Range |
0.092 |
0.138 |
0.046 |
50.0% |
0.180 |
| ATR |
0.101 |
0.103 |
0.003 |
2.6% |
0.000 |
| Volume |
10,354 |
9,383 |
-971 |
-9.4% |
77,265 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.960 |
3.913 |
3.666 |
|
| R3 |
3.822 |
3.775 |
3.628 |
|
| R2 |
3.684 |
3.684 |
3.615 |
|
| R1 |
3.637 |
3.637 |
3.603 |
3.661 |
| PP |
3.546 |
3.546 |
3.546 |
3.558 |
| S1 |
3.499 |
3.499 |
3.577 |
3.523 |
| S2 |
3.408 |
3.408 |
3.565 |
|
| S3 |
3.270 |
3.361 |
3.552 |
|
| S4 |
3.132 |
3.223 |
3.514 |
|
|
| 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 |
3.593 |
3.417 |
0.176 |
4.9% |
0.103 |
2.9% |
98% |
True |
False |
12,545 |
| 10 |
3.743 |
3.405 |
0.338 |
9.4% |
0.095 |
2.6% |
55% |
False |
False |
13,364 |
| 20 |
4.015 |
3.405 |
0.610 |
17.0% |
0.100 |
2.8% |
30% |
False |
False |
10,094 |
| 40 |
4.015 |
3.405 |
0.610 |
17.0% |
0.093 |
2.6% |
30% |
False |
False |
8,044 |
| 60 |
4.015 |
3.405 |
0.610 |
17.0% |
0.089 |
2.5% |
30% |
False |
False |
7,474 |
| 80 |
4.015 |
3.250 |
0.765 |
21.3% |
0.084 |
2.4% |
44% |
False |
False |
6,370 |
| 100 |
4.015 |
3.250 |
0.765 |
21.3% |
0.082 |
2.3% |
44% |
False |
False |
5,401 |
| 120 |
4.015 |
3.250 |
0.765 |
21.3% |
0.080 |
2.2% |
44% |
False |
False |
4,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.180 |
|
2.618 |
3.954 |
|
1.618 |
3.816 |
|
1.000 |
3.731 |
|
0.618 |
3.678 |
|
HIGH |
3.593 |
|
0.618 |
3.540 |
|
0.500 |
3.524 |
|
0.382 |
3.508 |
|
LOW |
3.455 |
|
0.618 |
3.370 |
|
1.000 |
3.317 |
|
1.618 |
3.232 |
|
2.618 |
3.094 |
|
4.250 |
2.869 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.568 |
3.564 |
| PP |
3.546 |
3.538 |
| S1 |
3.524 |
3.512 |
|