NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.614 |
3.572 |
-0.042 |
-1.2% |
3.725 |
| High |
3.617 |
3.613 |
-0.004 |
-0.1% |
3.851 |
| Low |
3.555 |
3.518 |
-0.037 |
-1.0% |
3.532 |
| Close |
3.578 |
3.608 |
0.030 |
0.8% |
3.554 |
| Range |
0.062 |
0.095 |
0.033 |
53.2% |
0.319 |
| ATR |
0.115 |
0.114 |
-0.001 |
-1.3% |
0.000 |
| Volume |
86,333 |
121,690 |
35,357 |
41.0% |
522,187 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.865 |
3.831 |
3.660 |
|
| R3 |
3.770 |
3.736 |
3.634 |
|
| R2 |
3.675 |
3.675 |
3.625 |
|
| R1 |
3.641 |
3.641 |
3.617 |
3.658 |
| PP |
3.580 |
3.580 |
3.580 |
3.588 |
| S1 |
3.546 |
3.546 |
3.599 |
3.563 |
| S2 |
3.485 |
3.485 |
3.591 |
|
| S3 |
3.390 |
3.451 |
3.582 |
|
| S4 |
3.295 |
3.356 |
3.556 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.603 |
4.397 |
3.729 |
|
| R3 |
4.284 |
4.078 |
3.642 |
|
| R2 |
3.965 |
3.965 |
3.612 |
|
| R1 |
3.759 |
3.759 |
3.583 |
3.703 |
| PP |
3.646 |
3.646 |
3.646 |
3.617 |
| S1 |
3.440 |
3.440 |
3.525 |
3.384 |
| S2 |
3.327 |
3.327 |
3.496 |
|
| S3 |
3.008 |
3.121 |
3.466 |
|
| S4 |
2.689 |
2.802 |
3.379 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.693 |
3.506 |
0.187 |
5.2% |
0.101 |
2.8% |
55% |
False |
False |
103,362 |
| 10 |
3.851 |
3.506 |
0.345 |
9.6% |
0.110 |
3.1% |
30% |
False |
False |
100,335 |
| 20 |
3.970 |
3.506 |
0.464 |
12.9% |
0.118 |
3.3% |
22% |
False |
False |
99,612 |
| 40 |
3.970 |
3.210 |
0.760 |
21.1% |
0.114 |
3.2% |
52% |
False |
False |
78,497 |
| 60 |
3.970 |
3.055 |
0.915 |
25.4% |
0.112 |
3.1% |
60% |
False |
False |
62,782 |
| 80 |
3.970 |
3.055 |
0.915 |
25.4% |
0.110 |
3.0% |
60% |
False |
False |
52,895 |
| 100 |
3.970 |
3.055 |
0.915 |
25.4% |
0.111 |
3.1% |
60% |
False |
False |
45,343 |
| 120 |
3.970 |
2.962 |
1.008 |
27.9% |
0.108 |
3.0% |
64% |
False |
False |
39,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.017 |
|
2.618 |
3.862 |
|
1.618 |
3.767 |
|
1.000 |
3.708 |
|
0.618 |
3.672 |
|
HIGH |
3.613 |
|
0.618 |
3.577 |
|
0.500 |
3.566 |
|
0.382 |
3.554 |
|
LOW |
3.518 |
|
0.618 |
3.459 |
|
1.000 |
3.423 |
|
1.618 |
3.364 |
|
2.618 |
3.269 |
|
4.250 |
3.114 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.594 |
3.594 |
| PP |
3.580 |
3.580 |
| S1 |
3.566 |
3.567 |
|