NYMEX Natural Gas Future April 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 |
3.712 |
3.680 |
-0.032 |
-0.9% |
3.811 |
| High |
3.712 |
3.711 |
-0.001 |
0.0% |
3.919 |
| Low |
3.651 |
3.624 |
-0.027 |
-0.7% |
3.623 |
| Close |
3.681 |
3.706 |
0.025 |
0.7% |
3.646 |
| Range |
0.061 |
0.087 |
0.026 |
42.6% |
0.296 |
| ATR |
0.097 |
0.096 |
-0.001 |
-0.7% |
0.000 |
| Volume |
24,910 |
18,361 |
-6,549 |
-26.3% |
101,199 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.941 |
3.911 |
3.754 |
|
| R3 |
3.854 |
3.824 |
3.730 |
|
| R2 |
3.767 |
3.767 |
3.722 |
|
| R1 |
3.737 |
3.737 |
3.714 |
3.752 |
| PP |
3.680 |
3.680 |
3.680 |
3.688 |
| S1 |
3.650 |
3.650 |
3.698 |
3.665 |
| S2 |
3.593 |
3.593 |
3.690 |
|
| S3 |
3.506 |
3.563 |
3.682 |
|
| S4 |
3.419 |
3.476 |
3.658 |
|
|
| 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 |
3.755 |
3.598 |
0.157 |
4.2% |
0.093 |
2.5% |
69% |
False |
False |
23,375 |
| 10 |
3.919 |
3.598 |
0.321 |
8.7% |
0.098 |
2.6% |
34% |
False |
False |
21,308 |
| 20 |
3.984 |
3.598 |
0.386 |
10.4% |
0.096 |
2.6% |
28% |
False |
False |
23,945 |
| 40 |
3.984 |
3.390 |
0.594 |
16.0% |
0.090 |
2.4% |
53% |
False |
False |
22,740 |
| 60 |
3.984 |
3.205 |
0.779 |
21.0% |
0.090 |
2.4% |
64% |
False |
False |
19,037 |
| 80 |
3.984 |
3.205 |
0.779 |
21.0% |
0.089 |
2.4% |
64% |
False |
False |
16,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.081 |
|
2.618 |
3.939 |
|
1.618 |
3.852 |
|
1.000 |
3.798 |
|
0.618 |
3.765 |
|
HIGH |
3.711 |
|
0.618 |
3.678 |
|
0.500 |
3.668 |
|
0.382 |
3.657 |
|
LOW |
3.624 |
|
0.618 |
3.570 |
|
1.000 |
3.537 |
|
1.618 |
3.483 |
|
2.618 |
3.396 |
|
4.250 |
3.254 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.693 |
3.689 |
| PP |
3.680 |
3.672 |
| S1 |
3.668 |
3.655 |
|