NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.610 |
3.557 |
-0.053 |
-1.5% |
3.936 |
| High |
3.610 |
3.720 |
0.110 |
3.0% |
3.943 |
| Low |
3.540 |
3.527 |
-0.013 |
-0.4% |
3.551 |
| Close |
3.555 |
3.705 |
0.150 |
4.2% |
3.570 |
| Range |
0.070 |
0.193 |
0.123 |
175.7% |
0.392 |
| ATR |
0.106 |
0.113 |
0.006 |
5.8% |
0.000 |
| Volume |
25,429 |
26,668 |
1,239 |
4.9% |
152,651 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.230 |
4.160 |
3.811 |
|
| R3 |
4.037 |
3.967 |
3.758 |
|
| R2 |
3.844 |
3.844 |
3.740 |
|
| R1 |
3.774 |
3.774 |
3.723 |
3.809 |
| PP |
3.651 |
3.651 |
3.651 |
3.668 |
| S1 |
3.581 |
3.581 |
3.687 |
3.616 |
| S2 |
3.458 |
3.458 |
3.670 |
|
| S3 |
3.265 |
3.388 |
3.652 |
|
| S4 |
3.072 |
3.195 |
3.599 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.864 |
4.609 |
3.786 |
|
| R3 |
4.472 |
4.217 |
3.678 |
|
| R2 |
4.080 |
4.080 |
3.642 |
|
| R1 |
3.825 |
3.825 |
3.606 |
3.757 |
| PP |
3.688 |
3.688 |
3.688 |
3.654 |
| S1 |
3.433 |
3.433 |
3.534 |
3.365 |
| S2 |
3.296 |
3.296 |
3.498 |
|
| S3 |
2.904 |
3.041 |
3.462 |
|
| S4 |
2.512 |
2.649 |
3.354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.775 |
3.527 |
0.248 |
6.7% |
0.126 |
3.4% |
72% |
False |
True |
33,537 |
| 10 |
3.997 |
3.527 |
0.470 |
12.7% |
0.116 |
3.1% |
38% |
False |
True |
28,584 |
| 20 |
3.997 |
3.527 |
0.470 |
12.7% |
0.109 |
2.9% |
38% |
False |
True |
27,518 |
| 40 |
3.997 |
3.527 |
0.470 |
12.7% |
0.102 |
2.8% |
38% |
False |
True |
25,838 |
| 60 |
3.997 |
3.390 |
0.607 |
16.4% |
0.097 |
2.6% |
52% |
False |
False |
24,697 |
| 80 |
3.997 |
3.205 |
0.792 |
21.4% |
0.095 |
2.6% |
63% |
False |
False |
20,787 |
| 100 |
3.997 |
3.205 |
0.792 |
21.4% |
0.094 |
2.5% |
63% |
False |
False |
18,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.540 |
|
2.618 |
4.225 |
|
1.618 |
4.032 |
|
1.000 |
3.913 |
|
0.618 |
3.839 |
|
HIGH |
3.720 |
|
0.618 |
3.646 |
|
0.500 |
3.624 |
|
0.382 |
3.601 |
|
LOW |
3.527 |
|
0.618 |
3.408 |
|
1.000 |
3.334 |
|
1.618 |
3.215 |
|
2.618 |
3.022 |
|
4.250 |
2.707 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.678 |
3.678 |
| PP |
3.651 |
3.651 |
| S1 |
3.624 |
3.624 |
|