NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.533 |
3.568 |
0.035 |
1.0% |
3.725 |
| High |
3.588 |
3.620 |
0.032 |
0.9% |
3.851 |
| Low |
3.506 |
3.513 |
0.007 |
0.2% |
3.532 |
| Close |
3.554 |
3.617 |
0.063 |
1.8% |
3.554 |
| Range |
0.082 |
0.107 |
0.025 |
30.5% |
0.319 |
| ATR |
0.120 |
0.119 |
-0.001 |
-0.8% |
0.000 |
| Volume |
85,735 |
94,314 |
8,579 |
10.0% |
522,187 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.904 |
3.868 |
3.676 |
|
| R3 |
3.797 |
3.761 |
3.646 |
|
| R2 |
3.690 |
3.690 |
3.637 |
|
| R1 |
3.654 |
3.654 |
3.627 |
3.672 |
| PP |
3.583 |
3.583 |
3.583 |
3.593 |
| S1 |
3.547 |
3.547 |
3.607 |
3.565 |
| S2 |
3.476 |
3.476 |
3.597 |
|
| S3 |
3.369 |
3.440 |
3.588 |
|
| S4 |
3.262 |
3.333 |
3.558 |
|
|
| 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 |
3.778 |
3.506 |
0.272 |
7.5% |
0.107 |
3.0% |
41% |
False |
False |
103,074 |
| 10 |
3.880 |
3.506 |
0.374 |
10.3% |
0.119 |
3.3% |
30% |
False |
False |
101,030 |
| 20 |
3.970 |
3.506 |
0.464 |
12.8% |
0.121 |
3.3% |
24% |
False |
False |
99,334 |
| 40 |
3.970 |
3.210 |
0.760 |
21.0% |
0.115 |
3.2% |
54% |
False |
False |
76,430 |
| 60 |
3.970 |
3.055 |
0.915 |
25.3% |
0.112 |
3.1% |
61% |
False |
False |
59,953 |
| 80 |
3.970 |
3.055 |
0.915 |
25.3% |
0.111 |
3.1% |
61% |
False |
False |
50,551 |
| 100 |
3.970 |
3.055 |
0.915 |
25.3% |
0.112 |
3.1% |
61% |
False |
False |
43,503 |
| 120 |
3.970 |
2.962 |
1.008 |
27.9% |
0.109 |
3.0% |
65% |
False |
False |
38,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.075 |
|
2.618 |
3.900 |
|
1.618 |
3.793 |
|
1.000 |
3.727 |
|
0.618 |
3.686 |
|
HIGH |
3.620 |
|
0.618 |
3.579 |
|
0.500 |
3.567 |
|
0.382 |
3.554 |
|
LOW |
3.513 |
|
0.618 |
3.447 |
|
1.000 |
3.406 |
|
1.618 |
3.340 |
|
2.618 |
3.233 |
|
4.250 |
3.058 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.600 |
3.611 |
| PP |
3.583 |
3.605 |
| S1 |
3.567 |
3.600 |
|