NYMEX Natural Gas Future January 2013
| 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 |
3.745 |
3.711 |
-0.034 |
-0.9% |
3.860 |
| High |
3.748 |
3.742 |
-0.006 |
-0.2% |
3.980 |
| Low |
3.687 |
3.652 |
-0.035 |
-0.9% |
3.659 |
| Close |
3.714 |
3.737 |
0.023 |
0.6% |
3.680 |
| Range |
0.061 |
0.090 |
0.029 |
47.5% |
0.321 |
| ATR |
0.112 |
0.110 |
-0.002 |
-1.4% |
0.000 |
| Volume |
56,198 |
48,333 |
-7,865 |
-14.0% |
225,841 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.980 |
3.949 |
3.787 |
|
| R3 |
3.890 |
3.859 |
3.762 |
|
| R2 |
3.800 |
3.800 |
3.754 |
|
| R1 |
3.769 |
3.769 |
3.745 |
3.785 |
| PP |
3.710 |
3.710 |
3.710 |
3.718 |
| S1 |
3.679 |
3.679 |
3.729 |
3.695 |
| S2 |
3.620 |
3.620 |
3.721 |
|
| S3 |
3.530 |
3.589 |
3.712 |
|
| S4 |
3.440 |
3.499 |
3.688 |
|
|
| 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 |
3.807 |
3.632 |
0.175 |
4.7% |
0.099 |
2.6% |
60% |
False |
False |
52,439 |
| 10 |
3.980 |
3.632 |
0.348 |
9.3% |
0.108 |
2.9% |
30% |
False |
False |
49,681 |
| 20 |
4.088 |
3.632 |
0.456 |
12.2% |
0.114 |
3.1% |
23% |
False |
False |
55,770 |
| 40 |
4.088 |
3.359 |
0.729 |
19.5% |
0.108 |
2.9% |
52% |
False |
False |
57,368 |
| 60 |
4.088 |
3.200 |
0.888 |
23.8% |
0.106 |
2.8% |
60% |
False |
False |
48,511 |
| 80 |
4.088 |
3.200 |
0.888 |
23.8% |
0.104 |
2.8% |
60% |
False |
False |
43,135 |
| 100 |
4.088 |
3.200 |
0.888 |
23.8% |
0.105 |
2.8% |
60% |
False |
False |
38,263 |
| 120 |
4.088 |
3.114 |
0.974 |
26.1% |
0.103 |
2.8% |
64% |
False |
False |
34,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.125 |
|
2.618 |
3.978 |
|
1.618 |
3.888 |
|
1.000 |
3.832 |
|
0.618 |
3.798 |
|
HIGH |
3.742 |
|
0.618 |
3.708 |
|
0.500 |
3.697 |
|
0.382 |
3.686 |
|
LOW |
3.652 |
|
0.618 |
3.596 |
|
1.000 |
3.562 |
|
1.618 |
3.506 |
|
2.618 |
3.416 |
|
4.250 |
3.270 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.724 |
3.722 |
| PP |
3.710 |
3.708 |
| S1 |
3.697 |
3.693 |
|