NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.440 |
3.493 |
0.053 |
1.5% |
3.456 |
| High |
3.530 |
3.517 |
-0.013 |
-0.4% |
3.612 |
| Low |
3.440 |
3.459 |
0.019 |
0.6% |
3.417 |
| Close |
3.517 |
3.501 |
-0.016 |
-0.5% |
3.573 |
| Range |
0.090 |
0.058 |
-0.032 |
-35.6% |
0.195 |
| ATR |
0.099 |
0.096 |
-0.003 |
-3.0% |
0.000 |
| Volume |
6,844 |
6,509 |
-335 |
-4.9% |
56,724 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.666 |
3.642 |
3.533 |
|
| R3 |
3.608 |
3.584 |
3.517 |
|
| R2 |
3.550 |
3.550 |
3.512 |
|
| R1 |
3.526 |
3.526 |
3.506 |
3.538 |
| PP |
3.492 |
3.492 |
3.492 |
3.499 |
| S1 |
3.468 |
3.468 |
3.496 |
3.480 |
| S2 |
3.434 |
3.434 |
3.490 |
|
| S3 |
3.376 |
3.410 |
3.485 |
|
| S4 |
3.318 |
3.352 |
3.469 |
|
|
| 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 |
3.440 |
0.172 |
4.9% |
0.088 |
2.5% |
35% |
False |
False |
8,524 |
| 10 |
3.612 |
3.405 |
0.207 |
5.9% |
0.091 |
2.6% |
46% |
False |
False |
10,898 |
| 20 |
3.806 |
3.405 |
0.401 |
11.5% |
0.097 |
2.8% |
24% |
False |
False |
10,548 |
| 40 |
4.015 |
3.405 |
0.610 |
17.4% |
0.091 |
2.6% |
16% |
False |
False |
8,422 |
| 60 |
4.015 |
3.405 |
0.610 |
17.4% |
0.089 |
2.5% |
16% |
False |
False |
7,584 |
| 80 |
4.015 |
3.275 |
0.740 |
21.1% |
0.085 |
2.4% |
31% |
False |
False |
6,706 |
| 100 |
4.015 |
3.250 |
0.765 |
21.9% |
0.081 |
2.3% |
33% |
False |
False |
5,675 |
| 120 |
4.015 |
3.250 |
0.765 |
21.9% |
0.080 |
2.3% |
33% |
False |
False |
4,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.764 |
|
2.618 |
3.669 |
|
1.618 |
3.611 |
|
1.000 |
3.575 |
|
0.618 |
3.553 |
|
HIGH |
3.517 |
|
0.618 |
3.495 |
|
0.500 |
3.488 |
|
0.382 |
3.481 |
|
LOW |
3.459 |
|
0.618 |
3.423 |
|
1.000 |
3.401 |
|
1.618 |
3.365 |
|
2.618 |
3.307 |
|
4.250 |
3.213 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.497 |
3.506 |
| PP |
3.492 |
3.504 |
| S1 |
3.488 |
3.503 |
|