NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.572 |
3.590 |
0.018 |
0.5% |
3.533 |
| High |
3.613 |
3.617 |
0.004 |
0.1% |
3.620 |
| Low |
3.518 |
3.482 |
-0.036 |
-1.0% |
3.482 |
| Close |
3.608 |
3.503 |
-0.105 |
-2.9% |
3.503 |
| Range |
0.095 |
0.135 |
0.040 |
42.1% |
0.138 |
| ATR |
0.114 |
0.115 |
0.002 |
1.3% |
0.000 |
| Volume |
121,690 |
112,683 |
-9,007 |
-7.4% |
500,755 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.939 |
3.856 |
3.577 |
|
| R3 |
3.804 |
3.721 |
3.540 |
|
| R2 |
3.669 |
3.669 |
3.528 |
|
| R1 |
3.586 |
3.586 |
3.515 |
3.560 |
| PP |
3.534 |
3.534 |
3.534 |
3.521 |
| S1 |
3.451 |
3.451 |
3.491 |
3.425 |
| S2 |
3.399 |
3.399 |
3.478 |
|
| S3 |
3.264 |
3.316 |
3.466 |
|
| S4 |
3.129 |
3.181 |
3.429 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.949 |
3.864 |
3.579 |
|
| R3 |
3.811 |
3.726 |
3.541 |
|
| R2 |
3.673 |
3.673 |
3.528 |
|
| R1 |
3.588 |
3.588 |
3.516 |
3.562 |
| PP |
3.535 |
3.535 |
3.535 |
3.522 |
| S1 |
3.450 |
3.450 |
3.490 |
3.424 |
| S2 |
3.397 |
3.397 |
3.478 |
|
| S3 |
3.259 |
3.312 |
3.465 |
|
| S4 |
3.121 |
3.174 |
3.427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.620 |
3.482 |
0.138 |
3.9% |
0.096 |
2.7% |
15% |
False |
True |
100,151 |
| 10 |
3.851 |
3.482 |
0.369 |
10.5% |
0.113 |
3.2% |
6% |
False |
True |
102,294 |
| 20 |
3.970 |
3.482 |
0.488 |
13.9% |
0.120 |
3.4% |
4% |
False |
True |
101,404 |
| 40 |
3.970 |
3.210 |
0.760 |
21.7% |
0.114 |
3.3% |
39% |
False |
False |
79,956 |
| 60 |
3.970 |
3.055 |
0.915 |
26.1% |
0.112 |
3.2% |
49% |
False |
False |
64,385 |
| 80 |
3.970 |
3.055 |
0.915 |
26.1% |
0.111 |
3.2% |
49% |
False |
False |
54,044 |
| 100 |
3.970 |
3.055 |
0.915 |
26.1% |
0.111 |
3.2% |
49% |
False |
False |
46,356 |
| 120 |
3.970 |
2.962 |
1.008 |
28.8% |
0.109 |
3.1% |
54% |
False |
False |
40,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.191 |
|
2.618 |
3.970 |
|
1.618 |
3.835 |
|
1.000 |
3.752 |
|
0.618 |
3.700 |
|
HIGH |
3.617 |
|
0.618 |
3.565 |
|
0.500 |
3.550 |
|
0.382 |
3.534 |
|
LOW |
3.482 |
|
0.618 |
3.399 |
|
1.000 |
3.347 |
|
1.618 |
3.264 |
|
2.618 |
3.129 |
|
4.250 |
2.908 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.550 |
3.550 |
| PP |
3.534 |
3.534 |
| S1 |
3.519 |
3.519 |
|