NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.455 |
3.579 |
0.124 |
3.6% |
3.456 |
| High |
3.593 |
3.612 |
0.019 |
0.5% |
3.612 |
| Low |
3.455 |
3.544 |
0.089 |
2.6% |
3.417 |
| Close |
3.590 |
3.573 |
-0.017 |
-0.5% |
3.573 |
| Range |
0.138 |
0.068 |
-0.070 |
-50.7% |
0.195 |
| ATR |
0.103 |
0.101 |
-0.003 |
-2.4% |
0.000 |
| Volume |
9,383 |
11,496 |
2,113 |
22.5% |
56,724 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.780 |
3.745 |
3.610 |
|
| R3 |
3.712 |
3.677 |
3.592 |
|
| R2 |
3.644 |
3.644 |
3.585 |
|
| R1 |
3.609 |
3.609 |
3.579 |
3.593 |
| PP |
3.576 |
3.576 |
3.576 |
3.568 |
| S1 |
3.541 |
3.541 |
3.567 |
3.525 |
| S2 |
3.508 |
3.508 |
3.561 |
|
| S3 |
3.440 |
3.473 |
3.554 |
|
| S4 |
3.372 |
3.405 |
3.536 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.119 |
4.041 |
3.680 |
|
| R3 |
3.924 |
3.846 |
3.627 |
|
| R2 |
3.729 |
3.729 |
3.609 |
|
| R1 |
3.651 |
3.651 |
3.591 |
3.690 |
| PP |
3.534 |
3.534 |
3.534 |
3.554 |
| S1 |
3.456 |
3.456 |
3.555 |
3.495 |
| S2 |
3.339 |
3.339 |
3.537 |
|
| S3 |
3.144 |
3.261 |
3.519 |
|
| S4 |
2.949 |
3.066 |
3.466 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.612 |
3.417 |
0.195 |
5.5% |
0.098 |
2.8% |
80% |
True |
False |
11,344 |
| 10 |
3.612 |
3.405 |
0.207 |
5.8% |
0.090 |
2.5% |
81% |
True |
False |
13,398 |
| 20 |
3.942 |
3.405 |
0.537 |
15.0% |
0.099 |
2.8% |
31% |
False |
False |
10,312 |
| 40 |
4.015 |
3.405 |
0.610 |
17.1% |
0.092 |
2.6% |
28% |
False |
False |
8,219 |
| 60 |
4.015 |
3.405 |
0.610 |
17.1% |
0.089 |
2.5% |
28% |
False |
False |
7,554 |
| 80 |
4.015 |
3.275 |
0.740 |
20.7% |
0.084 |
2.4% |
40% |
False |
False |
6,493 |
| 100 |
4.015 |
3.250 |
0.765 |
21.4% |
0.082 |
2.3% |
42% |
False |
False |
5,496 |
| 120 |
4.015 |
3.250 |
0.765 |
21.4% |
0.080 |
2.2% |
42% |
False |
False |
4,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.901 |
|
2.618 |
3.790 |
|
1.618 |
3.722 |
|
1.000 |
3.680 |
|
0.618 |
3.654 |
|
HIGH |
3.612 |
|
0.618 |
3.586 |
|
0.500 |
3.578 |
|
0.382 |
3.570 |
|
LOW |
3.544 |
|
0.618 |
3.502 |
|
1.000 |
3.476 |
|
1.618 |
3.434 |
|
2.618 |
3.366 |
|
4.250 |
3.255 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.578 |
3.556 |
| PP |
3.576 |
3.538 |
| S1 |
3.575 |
3.521 |
|