NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.639 |
3.712 |
0.073 |
2.0% |
3.811 |
| High |
3.710 |
3.712 |
0.002 |
0.1% |
3.919 |
| Low |
3.598 |
3.651 |
0.053 |
1.5% |
3.623 |
| Close |
3.710 |
3.681 |
-0.029 |
-0.8% |
3.646 |
| Range |
0.112 |
0.061 |
-0.051 |
-45.5% |
0.296 |
| ATR |
0.099 |
0.097 |
-0.003 |
-2.8% |
0.000 |
| Volume |
20,387 |
24,910 |
4,523 |
22.2% |
101,199 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.864 |
3.834 |
3.715 |
|
| R3 |
3.803 |
3.773 |
3.698 |
|
| R2 |
3.742 |
3.742 |
3.692 |
|
| R1 |
3.712 |
3.712 |
3.687 |
3.697 |
| PP |
3.681 |
3.681 |
3.681 |
3.674 |
| S1 |
3.651 |
3.651 |
3.675 |
3.636 |
| S2 |
3.620 |
3.620 |
3.670 |
|
| S3 |
3.559 |
3.590 |
3.664 |
|
| S4 |
3.498 |
3.529 |
3.647 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.617 |
4.428 |
3.809 |
|
| R3 |
4.321 |
4.132 |
3.727 |
|
| R2 |
4.025 |
4.025 |
3.700 |
|
| R1 |
3.836 |
3.836 |
3.673 |
3.783 |
| PP |
3.729 |
3.729 |
3.729 |
3.703 |
| S1 |
3.540 |
3.540 |
3.619 |
3.487 |
| S2 |
3.433 |
3.433 |
3.592 |
|
| S3 |
3.137 |
3.244 |
3.565 |
|
| S4 |
2.841 |
2.948 |
3.483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.822 |
3.598 |
0.224 |
6.1% |
0.094 |
2.5% |
37% |
False |
False |
23,559 |
| 10 |
3.919 |
3.598 |
0.321 |
8.7% |
0.101 |
2.7% |
26% |
False |
False |
21,328 |
| 20 |
3.984 |
3.598 |
0.386 |
10.5% |
0.096 |
2.6% |
22% |
False |
False |
23,996 |
| 40 |
3.984 |
3.390 |
0.594 |
16.1% |
0.090 |
2.4% |
49% |
False |
False |
22,862 |
| 60 |
3.984 |
3.205 |
0.779 |
21.2% |
0.090 |
2.4% |
61% |
False |
False |
18,870 |
| 80 |
3.984 |
3.205 |
0.779 |
21.2% |
0.090 |
2.4% |
61% |
False |
False |
16,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.971 |
|
2.618 |
3.872 |
|
1.618 |
3.811 |
|
1.000 |
3.773 |
|
0.618 |
3.750 |
|
HIGH |
3.712 |
|
0.618 |
3.689 |
|
0.500 |
3.682 |
|
0.382 |
3.674 |
|
LOW |
3.651 |
|
0.618 |
3.613 |
|
1.000 |
3.590 |
|
1.618 |
3.552 |
|
2.618 |
3.491 |
|
4.250 |
3.392 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.682 |
3.672 |
| PP |
3.681 |
3.664 |
| S1 |
3.681 |
3.655 |
|