NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.649 |
3.553 |
-0.096 |
-2.6% |
4.003 |
| High |
3.679 |
3.643 |
-0.036 |
-1.0% |
4.004 |
| Low |
3.546 |
3.526 |
-0.020 |
-0.6% |
3.546 |
| Close |
3.561 |
3.591 |
0.030 |
0.8% |
3.561 |
| Range |
0.133 |
0.117 |
-0.016 |
-12.0% |
0.458 |
| ATR |
0.128 |
0.127 |
-0.001 |
-0.6% |
0.000 |
| Volume |
149,080 |
135,669 |
-13,411 |
-9.0% |
680,821 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.938 |
3.881 |
3.655 |
|
| R3 |
3.821 |
3.764 |
3.623 |
|
| R2 |
3.704 |
3.704 |
3.612 |
|
| R1 |
3.647 |
3.647 |
3.602 |
3.676 |
| PP |
3.587 |
3.587 |
3.587 |
3.601 |
| S1 |
3.530 |
3.530 |
3.580 |
3.559 |
| S2 |
3.470 |
3.470 |
3.570 |
|
| S3 |
3.353 |
3.413 |
3.559 |
|
| S4 |
3.236 |
3.296 |
3.527 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.078 |
4.777 |
3.813 |
|
| R3 |
4.620 |
4.319 |
3.687 |
|
| R2 |
4.162 |
4.162 |
3.645 |
|
| R1 |
3.861 |
3.861 |
3.603 |
3.783 |
| PP |
3.704 |
3.704 |
3.704 |
3.664 |
| S1 |
3.403 |
3.403 |
3.519 |
3.325 |
| S2 |
3.246 |
3.246 |
3.477 |
|
| S3 |
2.788 |
2.945 |
3.435 |
|
| S4 |
2.330 |
2.487 |
3.309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.914 |
3.526 |
0.388 |
10.8% |
0.130 |
3.6% |
17% |
False |
True |
143,147 |
| 10 |
4.060 |
3.526 |
0.534 |
14.9% |
0.128 |
3.6% |
12% |
False |
True |
108,192 |
| 20 |
4.060 |
3.526 |
0.534 |
14.9% |
0.123 |
3.4% |
12% |
False |
True |
87,014 |
| 40 |
4.088 |
3.526 |
0.562 |
15.7% |
0.121 |
3.4% |
12% |
False |
True |
75,924 |
| 60 |
4.088 |
3.200 |
0.888 |
24.7% |
0.116 |
3.2% |
44% |
False |
False |
66,753 |
| 80 |
4.088 |
3.200 |
0.888 |
24.7% |
0.110 |
3.1% |
44% |
False |
False |
57,157 |
| 100 |
4.088 |
3.200 |
0.888 |
24.7% |
0.108 |
3.0% |
44% |
False |
False |
50,502 |
| 120 |
4.088 |
3.114 |
0.974 |
27.1% |
0.110 |
3.1% |
49% |
False |
False |
45,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.140 |
|
2.618 |
3.949 |
|
1.618 |
3.832 |
|
1.000 |
3.760 |
|
0.618 |
3.715 |
|
HIGH |
3.643 |
|
0.618 |
3.598 |
|
0.500 |
3.585 |
|
0.382 |
3.571 |
|
LOW |
3.526 |
|
0.618 |
3.454 |
|
1.000 |
3.409 |
|
1.618 |
3.337 |
|
2.618 |
3.220 |
|
4.250 |
3.029 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.589 |
3.671 |
| PP |
3.587 |
3.644 |
| S1 |
3.585 |
3.618 |
|