NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.680 |
3.745 |
0.065 |
1.8% |
3.860 |
| High |
3.751 |
3.748 |
-0.003 |
-0.1% |
3.980 |
| Low |
3.635 |
3.687 |
0.052 |
1.4% |
3.659 |
| Close |
3.748 |
3.714 |
-0.034 |
-0.9% |
3.680 |
| Range |
0.116 |
0.061 |
-0.055 |
-47.4% |
0.321 |
| ATR |
0.116 |
0.112 |
-0.004 |
-3.4% |
0.000 |
| Volume |
48,361 |
56,198 |
7,837 |
16.2% |
225,841 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.899 |
3.868 |
3.748 |
|
| R3 |
3.838 |
3.807 |
3.731 |
|
| R2 |
3.777 |
3.777 |
3.725 |
|
| R1 |
3.746 |
3.746 |
3.720 |
3.731 |
| PP |
3.716 |
3.716 |
3.716 |
3.709 |
| S1 |
3.685 |
3.685 |
3.708 |
3.670 |
| S2 |
3.655 |
3.655 |
3.703 |
|
| S3 |
3.594 |
3.624 |
3.697 |
|
| S4 |
3.533 |
3.563 |
3.680 |
|
|
| 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 |
3.869 |
3.632 |
0.237 |
6.4% |
0.100 |
2.7% |
35% |
False |
False |
52,324 |
| 10 |
3.980 |
3.632 |
0.348 |
9.4% |
0.111 |
3.0% |
24% |
False |
False |
48,812 |
| 20 |
4.088 |
3.632 |
0.456 |
12.3% |
0.116 |
3.1% |
18% |
False |
False |
58,665 |
| 40 |
4.088 |
3.359 |
0.729 |
19.6% |
0.109 |
2.9% |
49% |
False |
False |
57,206 |
| 60 |
4.088 |
3.200 |
0.888 |
23.9% |
0.106 |
2.8% |
58% |
False |
False |
48,105 |
| 80 |
4.088 |
3.200 |
0.888 |
23.9% |
0.104 |
2.8% |
58% |
False |
False |
42,706 |
| 100 |
4.088 |
3.200 |
0.888 |
23.9% |
0.105 |
2.8% |
58% |
False |
False |
38,037 |
| 120 |
4.088 |
3.114 |
0.974 |
26.2% |
0.103 |
2.8% |
62% |
False |
False |
34,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.007 |
|
2.618 |
3.908 |
|
1.618 |
3.847 |
|
1.000 |
3.809 |
|
0.618 |
3.786 |
|
HIGH |
3.748 |
|
0.618 |
3.725 |
|
0.500 |
3.718 |
|
0.382 |
3.710 |
|
LOW |
3.687 |
|
0.618 |
3.649 |
|
1.000 |
3.626 |
|
1.618 |
3.588 |
|
2.618 |
3.527 |
|
4.250 |
3.428 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.718 |
3.707 |
| PP |
3.716 |
3.699 |
| S1 |
3.715 |
3.692 |
|