NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.590 |
3.496 |
-0.094 |
-2.6% |
3.533 |
| High |
3.617 |
3.596 |
-0.021 |
-0.6% |
3.620 |
| Low |
3.482 |
3.470 |
-0.012 |
-0.3% |
3.482 |
| Close |
3.503 |
3.570 |
0.067 |
1.9% |
3.503 |
| Range |
0.135 |
0.126 |
-0.009 |
-6.7% |
0.138 |
| ATR |
0.115 |
0.116 |
0.001 |
0.7% |
0.000 |
| Volume |
112,683 |
96,809 |
-15,874 |
-14.1% |
500,755 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.923 |
3.873 |
3.639 |
|
| R3 |
3.797 |
3.747 |
3.605 |
|
| R2 |
3.671 |
3.671 |
3.593 |
|
| R1 |
3.621 |
3.621 |
3.582 |
3.646 |
| PP |
3.545 |
3.545 |
3.545 |
3.558 |
| S1 |
3.495 |
3.495 |
3.558 |
3.520 |
| S2 |
3.419 |
3.419 |
3.547 |
|
| S3 |
3.293 |
3.369 |
3.535 |
|
| S4 |
3.167 |
3.243 |
3.501 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.949 |
3.864 |
3.579 |
|
| R3 |
3.811 |
3.726 |
3.541 |
|
| R2 |
3.673 |
3.673 |
3.528 |
|
| R1 |
3.588 |
3.588 |
3.516 |
3.562 |
| PP |
3.535 |
3.535 |
3.535 |
3.522 |
| S1 |
3.450 |
3.450 |
3.490 |
3.424 |
| S2 |
3.397 |
3.397 |
3.478 |
|
| S3 |
3.259 |
3.312 |
3.465 |
|
| S4 |
3.121 |
3.174 |
3.427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.620 |
3.470 |
0.150 |
4.2% |
0.105 |
2.9% |
67% |
False |
True |
102,365 |
| 10 |
3.820 |
3.470 |
0.350 |
9.8% |
0.113 |
3.2% |
29% |
False |
True |
101,321 |
| 20 |
3.970 |
3.470 |
0.500 |
14.0% |
0.119 |
3.3% |
20% |
False |
True |
102,104 |
| 40 |
3.970 |
3.210 |
0.760 |
21.3% |
0.115 |
3.2% |
47% |
False |
False |
81,368 |
| 60 |
3.970 |
3.055 |
0.915 |
25.6% |
0.113 |
3.2% |
56% |
False |
False |
65,558 |
| 80 |
3.970 |
3.055 |
0.915 |
25.6% |
0.111 |
3.1% |
56% |
False |
False |
54,915 |
| 100 |
3.970 |
3.055 |
0.915 |
25.6% |
0.111 |
3.1% |
56% |
False |
False |
47,133 |
| 120 |
3.970 |
2.962 |
1.008 |
28.2% |
0.109 |
3.1% |
60% |
False |
False |
41,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.132 |
|
2.618 |
3.926 |
|
1.618 |
3.800 |
|
1.000 |
3.722 |
|
0.618 |
3.674 |
|
HIGH |
3.596 |
|
0.618 |
3.548 |
|
0.500 |
3.533 |
|
0.382 |
3.518 |
|
LOW |
3.470 |
|
0.618 |
3.392 |
|
1.000 |
3.344 |
|
1.618 |
3.266 |
|
2.618 |
3.140 |
|
4.250 |
2.935 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.558 |
3.561 |
| PP |
3.545 |
3.552 |
| S1 |
3.533 |
3.544 |
|