NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.493 |
3.502 |
0.009 |
0.3% |
3.571 |
| High |
3.517 |
3.573 |
0.056 |
1.6% |
3.573 |
| Low |
3.459 |
3.455 |
-0.004 |
-0.1% |
3.440 |
| Close |
3.501 |
3.559 |
0.058 |
1.7% |
3.559 |
| Range |
0.058 |
0.118 |
0.060 |
103.4% |
0.133 |
| ATR |
0.096 |
0.098 |
0.002 |
1.6% |
0.000 |
| Volume |
6,509 |
8,261 |
1,752 |
26.9% |
30,004 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.883 |
3.839 |
3.624 |
|
| R3 |
3.765 |
3.721 |
3.591 |
|
| R2 |
3.647 |
3.647 |
3.581 |
|
| R1 |
3.603 |
3.603 |
3.570 |
3.625 |
| PP |
3.529 |
3.529 |
3.529 |
3.540 |
| S1 |
3.485 |
3.485 |
3.548 |
3.507 |
| S2 |
3.411 |
3.411 |
3.537 |
|
| S3 |
3.293 |
3.367 |
3.527 |
|
| S4 |
3.175 |
3.249 |
3.494 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.923 |
3.874 |
3.632 |
|
| R3 |
3.790 |
3.741 |
3.596 |
|
| R2 |
3.657 |
3.657 |
3.583 |
|
| R1 |
3.608 |
3.608 |
3.571 |
3.566 |
| PP |
3.524 |
3.524 |
3.524 |
3.503 |
| S1 |
3.475 |
3.475 |
3.547 |
3.433 |
| S2 |
3.391 |
3.391 |
3.535 |
|
| S3 |
3.258 |
3.342 |
3.522 |
|
| S4 |
3.125 |
3.209 |
3.486 |
|
|
| 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 |
4.8% |
0.084 |
2.4% |
69% |
False |
False |
8,300 |
| 10 |
3.612 |
3.417 |
0.195 |
5.5% |
0.094 |
2.6% |
73% |
False |
False |
10,422 |
| 20 |
3.784 |
3.405 |
0.379 |
10.6% |
0.096 |
2.7% |
41% |
False |
False |
10,550 |
| 40 |
4.015 |
3.405 |
0.610 |
17.1% |
0.093 |
2.6% |
25% |
False |
False |
8,493 |
| 60 |
4.015 |
3.405 |
0.610 |
17.1% |
0.089 |
2.5% |
25% |
False |
False |
7,629 |
| 80 |
4.015 |
3.275 |
0.740 |
20.8% |
0.086 |
2.4% |
38% |
False |
False |
6,784 |
| 100 |
4.015 |
3.250 |
0.765 |
21.5% |
0.082 |
2.3% |
40% |
False |
False |
5,750 |
| 120 |
4.015 |
3.250 |
0.765 |
21.5% |
0.080 |
2.3% |
40% |
False |
False |
4,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.075 |
|
2.618 |
3.882 |
|
1.618 |
3.764 |
|
1.000 |
3.691 |
|
0.618 |
3.646 |
|
HIGH |
3.573 |
|
0.618 |
3.528 |
|
0.500 |
3.514 |
|
0.382 |
3.500 |
|
LOW |
3.455 |
|
0.618 |
3.382 |
|
1.000 |
3.337 |
|
1.618 |
3.264 |
|
2.618 |
3.146 |
|
4.250 |
2.954 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.544 |
3.542 |
| PP |
3.529 |
3.524 |
| S1 |
3.514 |
3.507 |
|