NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.584 |
3.631 |
0.047 |
1.3% |
4.005 |
| High |
3.666 |
3.633 |
-0.033 |
-0.9% |
4.013 |
| Low |
3.549 |
3.549 |
0.000 |
0.0% |
3.570 |
| Close |
3.615 |
3.562 |
-0.053 |
-1.5% |
3.584 |
| Range |
0.117 |
0.084 |
-0.033 |
-28.2% |
0.443 |
| ATR |
0.123 |
0.120 |
-0.003 |
-2.3% |
0.000 |
| Volume |
39,389 |
32,044 |
-7,345 |
-18.6% |
164,850 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.833 |
3.782 |
3.608 |
|
| R3 |
3.749 |
3.698 |
3.585 |
|
| R2 |
3.665 |
3.665 |
3.577 |
|
| R1 |
3.614 |
3.614 |
3.570 |
3.598 |
| PP |
3.581 |
3.581 |
3.581 |
3.573 |
| S1 |
3.530 |
3.530 |
3.554 |
3.514 |
| S2 |
3.497 |
3.497 |
3.547 |
|
| S3 |
3.413 |
3.446 |
3.539 |
|
| S4 |
3.329 |
3.362 |
3.516 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.051 |
4.761 |
3.828 |
|
| R3 |
4.608 |
4.318 |
3.706 |
|
| R2 |
4.165 |
4.165 |
3.665 |
|
| R1 |
3.875 |
3.875 |
3.625 |
3.799 |
| PP |
3.722 |
3.722 |
3.722 |
3.684 |
| S1 |
3.432 |
3.432 |
3.543 |
3.356 |
| S2 |
3.279 |
3.279 |
3.503 |
|
| S3 |
2.836 |
2.989 |
3.462 |
|
| S4 |
2.393 |
2.546 |
3.340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.899 |
3.549 |
0.350 |
9.8% |
0.131 |
3.7% |
4% |
False |
True |
39,321 |
| 10 |
4.074 |
3.549 |
0.525 |
14.7% |
0.121 |
3.4% |
2% |
False |
True |
30,509 |
| 20 |
4.074 |
3.549 |
0.525 |
14.7% |
0.119 |
3.3% |
2% |
False |
True |
25,642 |
| 40 |
4.090 |
3.549 |
0.541 |
15.2% |
0.116 |
3.3% |
2% |
False |
True |
21,848 |
| 60 |
4.090 |
3.333 |
0.757 |
21.3% |
0.108 |
3.0% |
30% |
False |
False |
19,279 |
| 80 |
4.090 |
3.222 |
0.868 |
24.4% |
0.102 |
2.9% |
39% |
False |
False |
15,859 |
| 100 |
4.090 |
3.222 |
0.868 |
24.4% |
0.099 |
2.8% |
39% |
False |
False |
13,640 |
| 120 |
4.090 |
3.222 |
0.868 |
24.4% |
0.098 |
2.8% |
39% |
False |
False |
11,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.990 |
|
2.618 |
3.853 |
|
1.618 |
3.769 |
|
1.000 |
3.717 |
|
0.618 |
3.685 |
|
HIGH |
3.633 |
|
0.618 |
3.601 |
|
0.500 |
3.591 |
|
0.382 |
3.581 |
|
LOW |
3.549 |
|
0.618 |
3.497 |
|
1.000 |
3.465 |
|
1.618 |
3.413 |
|
2.618 |
3.329 |
|
4.250 |
3.192 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.591 |
3.624 |
| PP |
3.581 |
3.603 |
| S1 |
3.572 |
3.583 |
|