NYMEX Natural Gas Future May 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 |
3.724 |
3.684 |
-0.040 |
-1.1% |
3.863 |
| High |
3.727 |
3.749 |
0.022 |
0.6% |
3.944 |
| Low |
3.691 |
3.661 |
-0.030 |
-0.8% |
3.658 |
| Close |
3.717 |
3.743 |
0.026 |
0.7% |
3.681 |
| Range |
0.036 |
0.088 |
0.052 |
144.4% |
0.286 |
| ATR |
0.085 |
0.086 |
0.000 |
0.2% |
0.000 |
| Volume |
6,806 |
8,145 |
1,339 |
19.7% |
22,798 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.982 |
3.950 |
3.791 |
|
| R3 |
3.894 |
3.862 |
3.767 |
|
| R2 |
3.806 |
3.806 |
3.759 |
|
| R1 |
3.774 |
3.774 |
3.751 |
3.790 |
| PP |
3.718 |
3.718 |
3.718 |
3.726 |
| S1 |
3.686 |
3.686 |
3.735 |
3.702 |
| S2 |
3.630 |
3.630 |
3.727 |
|
| S3 |
3.542 |
3.598 |
3.719 |
|
| S4 |
3.454 |
3.510 |
3.695 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.619 |
4.436 |
3.838 |
|
| R3 |
4.333 |
4.150 |
3.760 |
|
| R2 |
4.047 |
4.047 |
3.733 |
|
| R1 |
3.864 |
3.864 |
3.707 |
3.813 |
| PP |
3.761 |
3.761 |
3.761 |
3.735 |
| S1 |
3.578 |
3.578 |
3.655 |
3.527 |
| S2 |
3.475 |
3.475 |
3.629 |
|
| S3 |
3.189 |
3.292 |
3.602 |
|
| S4 |
2.903 |
3.006 |
3.524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.771 |
3.643 |
0.128 |
3.4% |
0.079 |
2.1% |
78% |
False |
False |
5,785 |
| 10 |
3.944 |
3.643 |
0.301 |
8.0% |
0.081 |
2.2% |
33% |
False |
False |
5,213 |
| 20 |
4.000 |
3.643 |
0.357 |
9.5% |
0.082 |
2.2% |
28% |
False |
False |
5,743 |
| 40 |
4.000 |
3.450 |
0.550 |
14.7% |
0.076 |
2.0% |
53% |
False |
False |
5,133 |
| 60 |
4.000 |
3.250 |
0.750 |
20.0% |
0.076 |
2.0% |
66% |
False |
False |
4,292 |
| 80 |
4.000 |
3.250 |
0.750 |
20.0% |
0.074 |
2.0% |
66% |
False |
False |
3,554 |
| 100 |
4.000 |
3.250 |
0.750 |
20.0% |
0.074 |
2.0% |
66% |
False |
False |
3,055 |
| 120 |
4.000 |
3.170 |
0.830 |
22.2% |
0.071 |
1.9% |
69% |
False |
False |
2,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.123 |
|
2.618 |
3.979 |
|
1.618 |
3.891 |
|
1.000 |
3.837 |
|
0.618 |
3.803 |
|
HIGH |
3.749 |
|
0.618 |
3.715 |
|
0.500 |
3.705 |
|
0.382 |
3.695 |
|
LOW |
3.661 |
|
0.618 |
3.607 |
|
1.000 |
3.573 |
|
1.618 |
3.519 |
|
2.618 |
3.431 |
|
4.250 |
3.287 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.730 |
3.727 |
| PP |
3.718 |
3.712 |
| S1 |
3.705 |
3.696 |
|