NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.571 |
3.440 |
-0.131 |
-3.7% |
3.456 |
| High |
3.571 |
3.530 |
-0.041 |
-1.1% |
3.612 |
| Low |
3.484 |
3.440 |
-0.044 |
-1.3% |
3.417 |
| Close |
3.489 |
3.517 |
0.028 |
0.8% |
3.573 |
| Range |
0.087 |
0.090 |
0.003 |
3.4% |
0.195 |
| ATR |
0.100 |
0.099 |
-0.001 |
-0.7% |
0.000 |
| Volume |
8,390 |
6,844 |
-1,546 |
-18.4% |
56,724 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.766 |
3.731 |
3.567 |
|
| R3 |
3.676 |
3.641 |
3.542 |
|
| R2 |
3.586 |
3.586 |
3.534 |
|
| R1 |
3.551 |
3.551 |
3.525 |
3.569 |
| PP |
3.496 |
3.496 |
3.496 |
3.504 |
| S1 |
3.461 |
3.461 |
3.509 |
3.479 |
| S2 |
3.406 |
3.406 |
3.501 |
|
| S3 |
3.316 |
3.371 |
3.492 |
|
| S4 |
3.226 |
3.281 |
3.468 |
|
|
| 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% |
0.095 |
2.7% |
48% |
False |
False |
9,293 |
| 10 |
3.612 |
3.405 |
0.207 |
5.9% |
0.092 |
2.6% |
54% |
False |
False |
12,071 |
| 20 |
3.865 |
3.405 |
0.460 |
13.1% |
0.100 |
2.8% |
24% |
False |
False |
10,496 |
| 40 |
4.015 |
3.405 |
0.610 |
17.3% |
0.093 |
2.6% |
18% |
False |
False |
8,368 |
| 60 |
4.015 |
3.405 |
0.610 |
17.3% |
0.090 |
2.5% |
18% |
False |
False |
7,610 |
| 80 |
4.015 |
3.275 |
0.740 |
21.0% |
0.085 |
2.4% |
33% |
False |
False |
6,638 |
| 100 |
4.015 |
3.250 |
0.765 |
21.8% |
0.082 |
2.3% |
35% |
False |
False |
5,621 |
| 120 |
4.015 |
3.250 |
0.765 |
21.8% |
0.080 |
2.3% |
35% |
False |
False |
4,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.913 |
|
2.618 |
3.766 |
|
1.618 |
3.676 |
|
1.000 |
3.620 |
|
0.618 |
3.586 |
|
HIGH |
3.530 |
|
0.618 |
3.496 |
|
0.500 |
3.485 |
|
0.382 |
3.474 |
|
LOW |
3.440 |
|
0.618 |
3.384 |
|
1.000 |
3.350 |
|
1.618 |
3.294 |
|
2.618 |
3.204 |
|
4.250 |
3.058 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.506 |
3.526 |
| PP |
3.496 |
3.523 |
| S1 |
3.485 |
3.520 |
|