NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.579 |
3.571 |
-0.008 |
-0.2% |
3.456 |
| High |
3.612 |
3.571 |
-0.041 |
-1.1% |
3.612 |
| Low |
3.544 |
3.484 |
-0.060 |
-1.7% |
3.417 |
| Close |
3.573 |
3.489 |
-0.084 |
-2.4% |
3.573 |
| Range |
0.068 |
0.087 |
0.019 |
27.9% |
0.195 |
| ATR |
0.101 |
0.100 |
-0.001 |
-0.8% |
0.000 |
| Volume |
11,496 |
8,390 |
-3,106 |
-27.0% |
56,724 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.776 |
3.719 |
3.537 |
|
| R3 |
3.689 |
3.632 |
3.513 |
|
| R2 |
3.602 |
3.602 |
3.505 |
|
| R1 |
3.545 |
3.545 |
3.497 |
3.530 |
| PP |
3.515 |
3.515 |
3.515 |
3.507 |
| S1 |
3.458 |
3.458 |
3.481 |
3.443 |
| S2 |
3.428 |
3.428 |
3.473 |
|
| S3 |
3.341 |
3.371 |
3.465 |
|
| S4 |
3.254 |
3.284 |
3.441 |
|
|
| 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 |
3.430 |
0.182 |
5.2% |
0.098 |
2.8% |
32% |
False |
False |
10,230 |
| 10 |
3.612 |
3.405 |
0.207 |
5.9% |
0.091 |
2.6% |
41% |
False |
False |
12,876 |
| 20 |
3.902 |
3.405 |
0.497 |
14.2% |
0.098 |
2.8% |
17% |
False |
False |
10,522 |
| 40 |
4.015 |
3.405 |
0.610 |
17.5% |
0.093 |
2.7% |
14% |
False |
False |
8,299 |
| 60 |
4.015 |
3.405 |
0.610 |
17.5% |
0.089 |
2.6% |
14% |
False |
False |
7,573 |
| 80 |
4.015 |
3.275 |
0.740 |
21.2% |
0.085 |
2.4% |
29% |
False |
False |
6,571 |
| 100 |
4.015 |
3.250 |
0.765 |
21.9% |
0.082 |
2.3% |
31% |
False |
False |
5,569 |
| 120 |
4.015 |
3.250 |
0.765 |
21.9% |
0.080 |
2.3% |
31% |
False |
False |
4,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.941 |
|
2.618 |
3.799 |
|
1.618 |
3.712 |
|
1.000 |
3.658 |
|
0.618 |
3.625 |
|
HIGH |
3.571 |
|
0.618 |
3.538 |
|
0.500 |
3.528 |
|
0.382 |
3.517 |
|
LOW |
3.484 |
|
0.618 |
3.430 |
|
1.000 |
3.397 |
|
1.618 |
3.343 |
|
2.618 |
3.256 |
|
4.250 |
3.114 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.528 |
3.534 |
| PP |
3.515 |
3.519 |
| S1 |
3.502 |
3.504 |
|