NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.795 |
3.657 |
-0.138 |
-3.6% |
3.860 |
| High |
3.807 |
3.710 |
-0.097 |
-2.5% |
3.980 |
| Low |
3.659 |
3.632 |
-0.027 |
-0.7% |
3.659 |
| Close |
3.680 |
3.678 |
-0.002 |
-0.1% |
3.680 |
| Range |
0.148 |
0.078 |
-0.070 |
-47.3% |
0.321 |
| ATR |
0.118 |
0.116 |
-0.003 |
-2.4% |
0.000 |
| Volume |
54,575 |
54,728 |
153 |
0.3% |
225,841 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.907 |
3.871 |
3.721 |
|
| R3 |
3.829 |
3.793 |
3.699 |
|
| R2 |
3.751 |
3.751 |
3.692 |
|
| R1 |
3.715 |
3.715 |
3.685 |
3.733 |
| PP |
3.673 |
3.673 |
3.673 |
3.683 |
| S1 |
3.637 |
3.637 |
3.671 |
3.655 |
| S2 |
3.595 |
3.595 |
3.664 |
|
| S3 |
3.517 |
3.559 |
3.657 |
|
| S4 |
3.439 |
3.481 |
3.635 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.736 |
4.529 |
3.857 |
|
| R3 |
4.415 |
4.208 |
3.768 |
|
| R2 |
4.094 |
4.094 |
3.739 |
|
| R1 |
3.887 |
3.887 |
3.709 |
3.830 |
| PP |
3.773 |
3.773 |
3.773 |
3.745 |
| S1 |
3.566 |
3.566 |
3.651 |
3.509 |
| S2 |
3.452 |
3.452 |
3.621 |
|
| S3 |
3.131 |
3.245 |
3.592 |
|
| S4 |
2.810 |
2.924 |
3.503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.945 |
3.632 |
0.313 |
8.5% |
0.116 |
3.2% |
15% |
False |
True |
47,262 |
| 10 |
3.999 |
3.632 |
0.367 |
10.0% |
0.116 |
3.1% |
13% |
False |
True |
48,470 |
| 20 |
4.088 |
3.632 |
0.456 |
12.4% |
0.119 |
3.2% |
10% |
False |
True |
62,469 |
| 40 |
4.088 |
3.305 |
0.783 |
21.3% |
0.111 |
3.0% |
48% |
False |
False |
57,167 |
| 60 |
4.088 |
3.200 |
0.888 |
24.1% |
0.105 |
2.9% |
54% |
False |
False |
47,293 |
| 80 |
4.088 |
3.200 |
0.888 |
24.1% |
0.105 |
2.9% |
54% |
False |
False |
41,738 |
| 100 |
4.088 |
3.200 |
0.888 |
24.1% |
0.105 |
2.9% |
54% |
False |
False |
37,536 |
| 120 |
4.088 |
3.114 |
0.974 |
26.5% |
0.103 |
2.8% |
58% |
False |
False |
34,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.042 |
|
2.618 |
3.914 |
|
1.618 |
3.836 |
|
1.000 |
3.788 |
|
0.618 |
3.758 |
|
HIGH |
3.710 |
|
0.618 |
3.680 |
|
0.500 |
3.671 |
|
0.382 |
3.662 |
|
LOW |
3.632 |
|
0.618 |
3.584 |
|
1.000 |
3.554 |
|
1.618 |
3.506 |
|
2.618 |
3.428 |
|
4.250 |
3.301 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.676 |
3.751 |
| PP |
3.673 |
3.726 |
| S1 |
3.671 |
3.702 |
|