NYMEX Natural Gas Future February 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 |
3.747 |
3.717 |
-0.030 |
-0.8% |
3.875 |
| High |
3.754 |
3.751 |
-0.003 |
-0.1% |
3.990 |
| Low |
3.694 |
3.663 |
-0.031 |
-0.8% |
3.668 |
| Close |
3.720 |
3.745 |
0.025 |
0.7% |
3.687 |
| Range |
0.060 |
0.088 |
0.028 |
46.7% |
0.322 |
| ATR |
0.106 |
0.105 |
-0.001 |
-1.2% |
0.000 |
| Volume |
20,721 |
18,203 |
-2,518 |
-12.2% |
91,801 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.984 |
3.952 |
3.793 |
|
| R3 |
3.896 |
3.864 |
3.769 |
|
| R2 |
3.808 |
3.808 |
3.761 |
|
| R1 |
3.776 |
3.776 |
3.753 |
3.792 |
| PP |
3.720 |
3.720 |
3.720 |
3.728 |
| S1 |
3.688 |
3.688 |
3.737 |
3.704 |
| S2 |
3.632 |
3.632 |
3.729 |
|
| S3 |
3.544 |
3.600 |
3.721 |
|
| S4 |
3.456 |
3.512 |
3.697 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.748 |
4.539 |
3.864 |
|
| R3 |
4.426 |
4.217 |
3.776 |
|
| R2 |
4.104 |
4.104 |
3.746 |
|
| R1 |
3.895 |
3.895 |
3.717 |
3.839 |
| PP |
3.782 |
3.782 |
3.782 |
3.753 |
| S1 |
3.573 |
3.573 |
3.657 |
3.517 |
| S2 |
3.460 |
3.460 |
3.628 |
|
| S3 |
3.138 |
3.251 |
3.598 |
|
| S4 |
2.816 |
2.929 |
3.510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.814 |
3.640 |
0.174 |
4.6% |
0.098 |
2.6% |
60% |
False |
False |
20,172 |
| 10 |
3.990 |
3.640 |
0.350 |
9.3% |
0.104 |
2.8% |
30% |
False |
False |
19,836 |
| 20 |
4.090 |
3.640 |
0.450 |
12.0% |
0.110 |
2.9% |
23% |
False |
False |
18,488 |
| 40 |
4.090 |
3.400 |
0.690 |
18.4% |
0.101 |
2.7% |
50% |
False |
False |
16,466 |
| 60 |
4.090 |
3.222 |
0.868 |
23.2% |
0.098 |
2.6% |
60% |
False |
False |
13,311 |
| 80 |
4.090 |
3.222 |
0.868 |
23.2% |
0.094 |
2.5% |
60% |
False |
False |
11,248 |
| 100 |
4.090 |
3.222 |
0.868 |
23.2% |
0.095 |
2.5% |
60% |
False |
False |
9,722 |
| 120 |
4.090 |
3.150 |
0.940 |
25.1% |
0.092 |
2.5% |
63% |
False |
False |
8,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.125 |
|
2.618 |
3.981 |
|
1.618 |
3.893 |
|
1.000 |
3.839 |
|
0.618 |
3.805 |
|
HIGH |
3.751 |
|
0.618 |
3.717 |
|
0.500 |
3.707 |
|
0.382 |
3.697 |
|
LOW |
3.663 |
|
0.618 |
3.609 |
|
1.000 |
3.575 |
|
1.618 |
3.521 |
|
2.618 |
3.433 |
|
4.250 |
3.289 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.732 |
3.729 |
| PP |
3.720 |
3.714 |
| S1 |
3.707 |
3.698 |
|