NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.675 |
3.533 |
-0.142 |
-3.9% |
3.725 |
| High |
3.693 |
3.588 |
-0.105 |
-2.8% |
3.851 |
| Low |
3.532 |
3.506 |
-0.026 |
-0.7% |
3.532 |
| Close |
3.554 |
3.554 |
0.000 |
0.0% |
3.554 |
| Range |
0.161 |
0.082 |
-0.079 |
-49.1% |
0.319 |
| ATR |
0.123 |
0.120 |
-0.003 |
-2.4% |
0.000 |
| Volume |
128,738 |
85,735 |
-43,003 |
-33.4% |
522,187 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.795 |
3.757 |
3.599 |
|
| R3 |
3.713 |
3.675 |
3.577 |
|
| R2 |
3.631 |
3.631 |
3.569 |
|
| R1 |
3.593 |
3.593 |
3.562 |
3.612 |
| PP |
3.549 |
3.549 |
3.549 |
3.559 |
| S1 |
3.511 |
3.511 |
3.546 |
3.530 |
| S2 |
3.467 |
3.467 |
3.539 |
|
| S3 |
3.385 |
3.429 |
3.531 |
|
| S4 |
3.303 |
3.347 |
3.509 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.603 |
4.397 |
3.729 |
|
| R3 |
4.284 |
4.078 |
3.642 |
|
| R2 |
3.965 |
3.965 |
3.612 |
|
| R1 |
3.759 |
3.759 |
3.583 |
3.703 |
| PP |
3.646 |
3.646 |
3.646 |
3.617 |
| S1 |
3.440 |
3.440 |
3.525 |
3.384 |
| S2 |
3.327 |
3.327 |
3.496 |
|
| S3 |
3.008 |
3.121 |
3.466 |
|
| S4 |
2.689 |
2.802 |
3.379 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.820 |
3.506 |
0.314 |
8.8% |
0.120 |
3.4% |
15% |
False |
True |
100,276 |
| 10 |
3.880 |
3.506 |
0.374 |
10.5% |
0.119 |
3.4% |
13% |
False |
True |
101,271 |
| 20 |
3.970 |
3.506 |
0.464 |
13.1% |
0.123 |
3.5% |
10% |
False |
True |
96,897 |
| 40 |
3.970 |
3.166 |
0.804 |
22.6% |
0.117 |
3.3% |
48% |
False |
False |
75,088 |
| 60 |
3.970 |
3.055 |
0.915 |
25.7% |
0.111 |
3.1% |
55% |
False |
False |
58,768 |
| 80 |
3.970 |
3.055 |
0.915 |
25.7% |
0.111 |
3.1% |
55% |
False |
False |
49,508 |
| 100 |
3.970 |
3.055 |
0.915 |
25.7% |
0.111 |
3.1% |
55% |
False |
False |
42,813 |
| 120 |
3.970 |
2.962 |
1.008 |
28.4% |
0.109 |
3.1% |
59% |
False |
False |
37,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.937 |
|
2.618 |
3.803 |
|
1.618 |
3.721 |
|
1.000 |
3.670 |
|
0.618 |
3.639 |
|
HIGH |
3.588 |
|
0.618 |
3.557 |
|
0.500 |
3.547 |
|
0.382 |
3.537 |
|
LOW |
3.506 |
|
0.618 |
3.455 |
|
1.000 |
3.424 |
|
1.618 |
3.373 |
|
2.618 |
3.291 |
|
4.250 |
3.158 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.552 |
3.624 |
| PP |
3.549 |
3.601 |
| S1 |
3.547 |
3.577 |
|