NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.629 |
3.659 |
0.030 |
0.8% |
3.841 |
| High |
3.690 |
3.730 |
0.040 |
1.1% |
3.955 |
| Low |
3.619 |
3.615 |
-0.004 |
-0.1% |
3.641 |
| Close |
3.659 |
3.729 |
0.070 |
1.9% |
3.663 |
| Range |
0.071 |
0.115 |
0.044 |
62.0% |
0.314 |
| ATR |
0.105 |
0.106 |
0.001 |
0.7% |
0.000 |
| Volume |
24,325 |
16,677 |
-7,648 |
-31.4% |
87,903 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.036 |
3.998 |
3.792 |
|
| R3 |
3.921 |
3.883 |
3.761 |
|
| R2 |
3.806 |
3.806 |
3.750 |
|
| R1 |
3.768 |
3.768 |
3.740 |
3.787 |
| PP |
3.691 |
3.691 |
3.691 |
3.701 |
| S1 |
3.653 |
3.653 |
3.718 |
3.672 |
| S2 |
3.576 |
3.576 |
3.708 |
|
| S3 |
3.461 |
3.538 |
3.697 |
|
| S4 |
3.346 |
3.423 |
3.666 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.695 |
4.493 |
3.836 |
|
| R3 |
4.381 |
4.179 |
3.749 |
|
| R2 |
4.067 |
4.067 |
3.721 |
|
| R1 |
3.865 |
3.865 |
3.692 |
3.809 |
| PP |
3.753 |
3.753 |
3.753 |
3.725 |
| S1 |
3.551 |
3.551 |
3.634 |
3.495 |
| S2 |
3.439 |
3.439 |
3.605 |
|
| S3 |
3.125 |
3.237 |
3.577 |
|
| S4 |
2.811 |
2.923 |
3.490 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.870 |
3.615 |
0.255 |
6.8% |
0.098 |
2.6% |
45% |
False |
True |
19,062 |
| 10 |
3.969 |
3.615 |
0.354 |
9.5% |
0.109 |
2.9% |
32% |
False |
True |
18,082 |
| 20 |
4.049 |
3.615 |
0.434 |
11.6% |
0.106 |
2.8% |
26% |
False |
True |
19,718 |
| 40 |
4.049 |
3.383 |
0.666 |
17.9% |
0.099 |
2.6% |
52% |
False |
False |
18,601 |
| 60 |
4.049 |
3.210 |
0.839 |
22.5% |
0.094 |
2.5% |
62% |
False |
False |
14,921 |
| 80 |
4.049 |
3.210 |
0.839 |
22.5% |
0.092 |
2.5% |
62% |
False |
False |
12,951 |
| 100 |
4.049 |
3.210 |
0.839 |
22.5% |
0.092 |
2.5% |
62% |
False |
False |
11,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.219 |
|
2.618 |
4.031 |
|
1.618 |
3.916 |
|
1.000 |
3.845 |
|
0.618 |
3.801 |
|
HIGH |
3.730 |
|
0.618 |
3.686 |
|
0.500 |
3.673 |
|
0.382 |
3.659 |
|
LOW |
3.615 |
|
0.618 |
3.544 |
|
1.000 |
3.500 |
|
1.618 |
3.429 |
|
2.618 |
3.314 |
|
4.250 |
3.126 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.710 |
3.718 |
| PP |
3.691 |
3.707 |
| S1 |
3.673 |
3.697 |
|