NYMEX Natural Gas Future January 2013
| 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 |
3.711 |
3.718 |
0.007 |
0.2% |
3.657 |
| High |
3.742 |
3.741 |
-0.001 |
0.0% |
3.751 |
| Low |
3.652 |
3.615 |
-0.037 |
-1.0% |
3.615 |
| Close |
3.737 |
3.634 |
-0.103 |
-2.8% |
3.634 |
| Range |
0.090 |
0.126 |
0.036 |
40.0% |
0.136 |
| ATR |
0.110 |
0.111 |
0.001 |
1.0% |
0.000 |
| Volume |
48,333 |
69,875 |
21,542 |
44.6% |
277,495 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.041 |
3.964 |
3.703 |
|
| R3 |
3.915 |
3.838 |
3.669 |
|
| R2 |
3.789 |
3.789 |
3.657 |
|
| R1 |
3.712 |
3.712 |
3.646 |
3.688 |
| PP |
3.663 |
3.663 |
3.663 |
3.651 |
| S1 |
3.586 |
3.586 |
3.622 |
3.562 |
| S2 |
3.537 |
3.537 |
3.611 |
|
| S3 |
3.411 |
3.460 |
3.599 |
|
| S4 |
3.285 |
3.334 |
3.565 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.075 |
3.990 |
3.709 |
|
| R3 |
3.939 |
3.854 |
3.671 |
|
| R2 |
3.803 |
3.803 |
3.659 |
|
| R1 |
3.718 |
3.718 |
3.646 |
3.693 |
| PP |
3.667 |
3.667 |
3.667 |
3.654 |
| S1 |
3.582 |
3.582 |
3.622 |
3.557 |
| S2 |
3.531 |
3.531 |
3.609 |
|
| S3 |
3.395 |
3.446 |
3.597 |
|
| S4 |
3.259 |
3.310 |
3.559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.751 |
3.615 |
0.136 |
3.7% |
0.094 |
2.6% |
14% |
False |
True |
55,499 |
| 10 |
3.980 |
3.615 |
0.365 |
10.0% |
0.111 |
3.0% |
5% |
False |
True |
50,333 |
| 20 |
4.088 |
3.615 |
0.473 |
13.0% |
0.116 |
3.2% |
4% |
False |
True |
51,056 |
| 40 |
4.088 |
3.359 |
0.729 |
20.1% |
0.108 |
3.0% |
38% |
False |
False |
58,124 |
| 60 |
4.088 |
3.200 |
0.888 |
24.4% |
0.106 |
2.9% |
49% |
False |
False |
49,329 |
| 80 |
4.088 |
3.200 |
0.888 |
24.4% |
0.104 |
2.9% |
49% |
False |
False |
43,701 |
| 100 |
4.088 |
3.200 |
0.888 |
24.4% |
0.105 |
2.9% |
49% |
False |
False |
38,762 |
| 120 |
4.088 |
3.114 |
0.974 |
26.8% |
0.103 |
2.8% |
53% |
False |
False |
35,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.277 |
|
2.618 |
4.071 |
|
1.618 |
3.945 |
|
1.000 |
3.867 |
|
0.618 |
3.819 |
|
HIGH |
3.741 |
|
0.618 |
3.693 |
|
0.500 |
3.678 |
|
0.382 |
3.663 |
|
LOW |
3.615 |
|
0.618 |
3.537 |
|
1.000 |
3.489 |
|
1.618 |
3.411 |
|
2.618 |
3.285 |
|
4.250 |
3.080 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.678 |
3.682 |
| PP |
3.663 |
3.666 |
| S1 |
3.649 |
3.650 |
|