NYMEX Natural Gas Future February 2013
| 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 |
3.655 |
3.688 |
0.033 |
0.9% |
3.875 |
| High |
3.718 |
3.756 |
0.038 |
1.0% |
3.990 |
| Low |
3.640 |
3.640 |
0.000 |
0.0% |
3.668 |
| Close |
3.683 |
3.754 |
0.071 |
1.9% |
3.687 |
| Range |
0.078 |
0.116 |
0.038 |
48.7% |
0.322 |
| ATR |
0.109 |
0.110 |
0.000 |
0.4% |
0.000 |
| Volume |
24,992 |
19,304 |
-5,688 |
-22.8% |
91,801 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.065 |
4.025 |
3.818 |
|
| R3 |
3.949 |
3.909 |
3.786 |
|
| R2 |
3.833 |
3.833 |
3.775 |
|
| R1 |
3.793 |
3.793 |
3.765 |
3.813 |
| PP |
3.717 |
3.717 |
3.717 |
3.727 |
| S1 |
3.677 |
3.677 |
3.743 |
3.697 |
| S2 |
3.601 |
3.601 |
3.733 |
|
| S3 |
3.485 |
3.561 |
3.722 |
|
| S4 |
3.369 |
3.445 |
3.690 |
|
|
| 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 |
3.909 |
3.640 |
0.269 |
7.2% |
0.103 |
2.8% |
42% |
False |
True |
19,146 |
| 10 |
4.006 |
3.640 |
0.366 |
9.7% |
0.113 |
3.0% |
31% |
False |
True |
18,898 |
| 20 |
4.090 |
3.640 |
0.450 |
12.0% |
0.112 |
3.0% |
25% |
False |
True |
18,538 |
| 40 |
4.090 |
3.400 |
0.690 |
18.4% |
0.102 |
2.7% |
51% |
False |
False |
16,297 |
| 60 |
4.090 |
3.222 |
0.868 |
23.1% |
0.098 |
2.6% |
61% |
False |
False |
12,811 |
| 80 |
4.090 |
3.222 |
0.868 |
23.1% |
0.095 |
2.5% |
61% |
False |
False |
10,821 |
| 100 |
4.090 |
3.222 |
0.868 |
23.1% |
0.095 |
2.5% |
61% |
False |
False |
9,401 |
| 120 |
4.090 |
3.150 |
0.940 |
25.0% |
0.092 |
2.5% |
64% |
False |
False |
8,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.249 |
|
2.618 |
4.060 |
|
1.618 |
3.944 |
|
1.000 |
3.872 |
|
0.618 |
3.828 |
|
HIGH |
3.756 |
|
0.618 |
3.712 |
|
0.500 |
3.698 |
|
0.382 |
3.684 |
|
LOW |
3.640 |
|
0.618 |
3.568 |
|
1.000 |
3.524 |
|
1.618 |
3.452 |
|
2.618 |
3.336 |
|
4.250 |
3.147 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.735 |
3.745 |
| PP |
3.717 |
3.736 |
| S1 |
3.698 |
3.727 |
|