NYMEX Natural Gas Future February 2013
| 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 |
3.804 |
3.655 |
-0.149 |
-3.9% |
3.875 |
| High |
3.814 |
3.718 |
-0.096 |
-2.5% |
3.990 |
| Low |
3.668 |
3.640 |
-0.028 |
-0.8% |
3.668 |
| Close |
3.687 |
3.683 |
-0.004 |
-0.1% |
3.687 |
| Range |
0.146 |
0.078 |
-0.068 |
-46.6% |
0.322 |
| ATR |
0.112 |
0.109 |
-0.002 |
-2.2% |
0.000 |
| Volume |
17,640 |
24,992 |
7,352 |
41.7% |
91,801 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.914 |
3.877 |
3.726 |
|
| R3 |
3.836 |
3.799 |
3.704 |
|
| R2 |
3.758 |
3.758 |
3.697 |
|
| R1 |
3.721 |
3.721 |
3.690 |
3.740 |
| PP |
3.680 |
3.680 |
3.680 |
3.690 |
| S1 |
3.643 |
3.643 |
3.676 |
3.662 |
| S2 |
3.602 |
3.602 |
3.669 |
|
| S3 |
3.524 |
3.565 |
3.662 |
|
| S4 |
3.446 |
3.487 |
3.640 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.748 |
4.539 |
3.864 |
|
| R3 |
4.426 |
4.217 |
3.776 |
|
| R2 |
4.104 |
4.104 |
3.746 |
|
| R1 |
3.895 |
3.895 |
3.717 |
3.839 |
| PP |
3.782 |
3.782 |
3.782 |
3.753 |
| S1 |
3.573 |
3.573 |
3.657 |
3.517 |
| S2 |
3.460 |
3.460 |
3.628 |
|
| S3 |
3.138 |
3.251 |
3.598 |
|
| S4 |
2.816 |
2.929 |
3.510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.944 |
3.640 |
0.304 |
8.3% |
0.110 |
3.0% |
14% |
False |
True |
20,523 |
| 10 |
4.006 |
3.640 |
0.366 |
9.9% |
0.110 |
3.0% |
12% |
False |
True |
18,720 |
| 20 |
4.090 |
3.640 |
0.450 |
12.2% |
0.113 |
3.1% |
10% |
False |
True |
18,054 |
| 40 |
4.090 |
3.333 |
0.757 |
20.6% |
0.103 |
2.8% |
46% |
False |
False |
16,097 |
| 60 |
4.090 |
3.222 |
0.868 |
23.6% |
0.097 |
2.6% |
53% |
False |
False |
12,597 |
| 80 |
4.090 |
3.222 |
0.868 |
23.6% |
0.095 |
2.6% |
53% |
False |
False |
10,640 |
| 100 |
4.090 |
3.222 |
0.868 |
23.6% |
0.094 |
2.6% |
53% |
False |
False |
9,254 |
| 120 |
4.090 |
3.150 |
0.940 |
25.5% |
0.092 |
2.5% |
57% |
False |
False |
8,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.050 |
|
2.618 |
3.922 |
|
1.618 |
3.844 |
|
1.000 |
3.796 |
|
0.618 |
3.766 |
|
HIGH |
3.718 |
|
0.618 |
3.688 |
|
0.500 |
3.679 |
|
0.382 |
3.670 |
|
LOW |
3.640 |
|
0.618 |
3.592 |
|
1.000 |
3.562 |
|
1.618 |
3.514 |
|
2.618 |
3.436 |
|
4.250 |
3.309 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.682 |
3.757 |
| PP |
3.680 |
3.732 |
| S1 |
3.679 |
3.708 |
|