NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.717 |
3.726 |
0.009 |
0.2% |
3.655 |
| High |
3.751 |
3.732 |
-0.019 |
-0.5% |
3.756 |
| Low |
3.663 |
3.626 |
-0.037 |
-1.0% |
3.626 |
| Close |
3.745 |
3.647 |
-0.098 |
-2.6% |
3.647 |
| Range |
0.088 |
0.106 |
0.018 |
20.5% |
0.130 |
| ATR |
0.105 |
0.106 |
0.001 |
1.0% |
0.000 |
| Volume |
18,203 |
22,592 |
4,389 |
24.1% |
105,812 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.986 |
3.923 |
3.705 |
|
| R3 |
3.880 |
3.817 |
3.676 |
|
| R2 |
3.774 |
3.774 |
3.666 |
|
| R1 |
3.711 |
3.711 |
3.657 |
3.690 |
| PP |
3.668 |
3.668 |
3.668 |
3.658 |
| S1 |
3.605 |
3.605 |
3.637 |
3.584 |
| S2 |
3.562 |
3.562 |
3.628 |
|
| S3 |
3.456 |
3.499 |
3.618 |
|
| S4 |
3.350 |
3.393 |
3.589 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.066 |
3.987 |
3.719 |
|
| R3 |
3.936 |
3.857 |
3.683 |
|
| R2 |
3.806 |
3.806 |
3.671 |
|
| R1 |
3.727 |
3.727 |
3.659 |
3.702 |
| PP |
3.676 |
3.676 |
3.676 |
3.664 |
| S1 |
3.597 |
3.597 |
3.635 |
3.572 |
| S2 |
3.546 |
3.546 |
3.623 |
|
| S3 |
3.416 |
3.467 |
3.611 |
|
| S4 |
3.286 |
3.337 |
3.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.756 |
3.626 |
0.130 |
3.6% |
0.090 |
2.5% |
16% |
False |
True |
21,162 |
| 10 |
3.990 |
3.626 |
0.364 |
10.0% |
0.105 |
2.9% |
6% |
False |
True |
19,761 |
| 20 |
4.090 |
3.626 |
0.464 |
12.7% |
0.111 |
3.0% |
5% |
False |
True |
17,905 |
| 40 |
4.090 |
3.400 |
0.690 |
18.9% |
0.101 |
2.8% |
36% |
False |
False |
16,638 |
| 60 |
4.090 |
3.222 |
0.868 |
23.8% |
0.098 |
2.7% |
49% |
False |
False |
13,587 |
| 80 |
4.090 |
3.222 |
0.868 |
23.8% |
0.095 |
2.6% |
49% |
False |
False |
11,475 |
| 100 |
4.090 |
3.222 |
0.868 |
23.8% |
0.095 |
2.6% |
49% |
False |
False |
9,913 |
| 120 |
4.090 |
3.150 |
0.940 |
25.8% |
0.092 |
2.5% |
53% |
False |
False |
8,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.183 |
|
2.618 |
4.010 |
|
1.618 |
3.904 |
|
1.000 |
3.838 |
|
0.618 |
3.798 |
|
HIGH |
3.732 |
|
0.618 |
3.692 |
|
0.500 |
3.679 |
|
0.382 |
3.666 |
|
LOW |
3.626 |
|
0.618 |
3.560 |
|
1.000 |
3.520 |
|
1.618 |
3.454 |
|
2.618 |
3.348 |
|
4.250 |
3.176 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.679 |
3.690 |
| PP |
3.668 |
3.676 |
| S1 |
3.658 |
3.661 |
|