NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.657 |
3.680 |
0.023 |
0.6% |
3.860 |
| High |
3.710 |
3.751 |
0.041 |
1.1% |
3.980 |
| Low |
3.632 |
3.635 |
0.003 |
0.1% |
3.659 |
| Close |
3.678 |
3.748 |
0.070 |
1.9% |
3.680 |
| Range |
0.078 |
0.116 |
0.038 |
48.7% |
0.321 |
| ATR |
0.116 |
0.116 |
0.000 |
0.0% |
0.000 |
| Volume |
54,728 |
48,361 |
-6,367 |
-11.6% |
225,841 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.059 |
4.020 |
3.812 |
|
| R3 |
3.943 |
3.904 |
3.780 |
|
| R2 |
3.827 |
3.827 |
3.769 |
|
| R1 |
3.788 |
3.788 |
3.759 |
3.808 |
| PP |
3.711 |
3.711 |
3.711 |
3.721 |
| S1 |
3.672 |
3.672 |
3.737 |
3.692 |
| S2 |
3.595 |
3.595 |
3.727 |
|
| S3 |
3.479 |
3.556 |
3.716 |
|
| S4 |
3.363 |
3.440 |
3.684 |
|
|
| 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 |
3.907 |
3.632 |
0.275 |
7.3% |
0.106 |
2.8% |
42% |
False |
False |
47,487 |
| 10 |
3.998 |
3.632 |
0.366 |
9.8% |
0.117 |
3.1% |
32% |
False |
False |
47,791 |
| 20 |
4.088 |
3.632 |
0.456 |
12.2% |
0.117 |
3.1% |
25% |
False |
False |
61,039 |
| 40 |
4.088 |
3.359 |
0.729 |
19.5% |
0.110 |
2.9% |
53% |
False |
False |
57,597 |
| 60 |
4.088 |
3.200 |
0.888 |
23.7% |
0.106 |
2.8% |
62% |
False |
False |
47,500 |
| 80 |
4.088 |
3.200 |
0.888 |
23.7% |
0.105 |
2.8% |
62% |
False |
False |
42,158 |
| 100 |
4.088 |
3.200 |
0.888 |
23.7% |
0.106 |
2.8% |
62% |
False |
False |
37,652 |
| 120 |
4.088 |
3.114 |
0.974 |
26.0% |
0.103 |
2.8% |
65% |
False |
False |
34,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.244 |
|
2.618 |
4.055 |
|
1.618 |
3.939 |
|
1.000 |
3.867 |
|
0.618 |
3.823 |
|
HIGH |
3.751 |
|
0.618 |
3.707 |
|
0.500 |
3.693 |
|
0.382 |
3.679 |
|
LOW |
3.635 |
|
0.618 |
3.563 |
|
1.000 |
3.519 |
|
1.618 |
3.447 |
|
2.618 |
3.331 |
|
4.250 |
3.142 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.730 |
3.739 |
| PP |
3.711 |
3.729 |
| S1 |
3.693 |
3.720 |
|