NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.643 |
3.541 |
-0.102 |
-2.8% |
3.936 |
| High |
3.668 |
3.639 |
-0.029 |
-0.8% |
3.943 |
| Low |
3.551 |
3.540 |
-0.011 |
-0.3% |
3.551 |
| Close |
3.570 |
3.601 |
0.031 |
0.9% |
3.570 |
| Range |
0.117 |
0.099 |
-0.018 |
-15.4% |
0.392 |
| ATR |
0.110 |
0.109 |
-0.001 |
-0.7% |
0.000 |
| Volume |
46,839 |
34,096 |
-12,743 |
-27.2% |
152,651 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.890 |
3.845 |
3.655 |
|
| R3 |
3.791 |
3.746 |
3.628 |
|
| R2 |
3.692 |
3.692 |
3.619 |
|
| R1 |
3.647 |
3.647 |
3.610 |
3.670 |
| PP |
3.593 |
3.593 |
3.593 |
3.605 |
| S1 |
3.548 |
3.548 |
3.592 |
3.571 |
| S2 |
3.494 |
3.494 |
3.583 |
|
| S3 |
3.395 |
3.449 |
3.574 |
|
| S4 |
3.296 |
3.350 |
3.547 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.864 |
4.609 |
3.786 |
|
| R3 |
4.472 |
4.217 |
3.678 |
|
| R2 |
4.080 |
4.080 |
3.642 |
|
| R1 |
3.825 |
3.825 |
3.606 |
3.757 |
| PP |
3.688 |
3.688 |
3.688 |
3.654 |
| S1 |
3.433 |
3.433 |
3.534 |
3.365 |
| S2 |
3.296 |
3.296 |
3.498 |
|
| S3 |
2.904 |
3.041 |
3.462 |
|
| S4 |
2.512 |
2.649 |
3.354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.876 |
3.540 |
0.336 |
9.3% |
0.111 |
3.1% |
18% |
False |
True |
34,688 |
| 10 |
3.997 |
3.540 |
0.457 |
12.7% |
0.107 |
3.0% |
13% |
False |
True |
27,788 |
| 20 |
3.997 |
3.540 |
0.457 |
12.7% |
0.105 |
2.9% |
13% |
False |
True |
27,144 |
| 40 |
3.997 |
3.540 |
0.457 |
12.7% |
0.101 |
2.8% |
13% |
False |
True |
25,456 |
| 60 |
3.997 |
3.224 |
0.773 |
21.5% |
0.098 |
2.7% |
49% |
False |
False |
24,365 |
| 80 |
3.997 |
3.205 |
0.792 |
22.0% |
0.093 |
2.6% |
50% |
False |
False |
20,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.060 |
|
2.618 |
3.898 |
|
1.618 |
3.799 |
|
1.000 |
3.738 |
|
0.618 |
3.700 |
|
HIGH |
3.639 |
|
0.618 |
3.601 |
|
0.500 |
3.590 |
|
0.382 |
3.578 |
|
LOW |
3.540 |
|
0.618 |
3.479 |
|
1.000 |
3.441 |
|
1.618 |
3.380 |
|
2.618 |
3.281 |
|
4.250 |
3.119 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.597 |
3.658 |
| PP |
3.593 |
3.639 |
| S1 |
3.590 |
3.620 |
|