NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.688 |
3.747 |
0.059 |
1.6% |
3.875 |
| High |
3.756 |
3.754 |
-0.002 |
-0.1% |
3.990 |
| Low |
3.640 |
3.694 |
0.054 |
1.5% |
3.668 |
| Close |
3.754 |
3.720 |
-0.034 |
-0.9% |
3.687 |
| Range |
0.116 |
0.060 |
-0.056 |
-48.3% |
0.322 |
| ATR |
0.110 |
0.106 |
-0.004 |
-3.2% |
0.000 |
| Volume |
19,304 |
20,721 |
1,417 |
7.3% |
91,801 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.903 |
3.871 |
3.753 |
|
| R3 |
3.843 |
3.811 |
3.737 |
|
| R2 |
3.783 |
3.783 |
3.731 |
|
| R1 |
3.751 |
3.751 |
3.726 |
3.737 |
| PP |
3.723 |
3.723 |
3.723 |
3.716 |
| S1 |
3.691 |
3.691 |
3.715 |
3.677 |
| S2 |
3.663 |
3.663 |
3.709 |
|
| S3 |
3.603 |
3.631 |
3.704 |
|
| S4 |
3.543 |
3.571 |
3.687 |
|
|
| 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 |
3.874 |
3.640 |
0.234 |
6.3% |
0.098 |
2.6% |
34% |
False |
False |
20,428 |
| 10 |
3.990 |
3.640 |
0.350 |
9.4% |
0.107 |
2.9% |
23% |
False |
False |
19,427 |
| 20 |
4.090 |
3.640 |
0.450 |
12.1% |
0.111 |
3.0% |
18% |
False |
False |
18,476 |
| 40 |
4.090 |
3.400 |
0.690 |
18.5% |
0.101 |
2.7% |
46% |
False |
False |
16,323 |
| 60 |
4.090 |
3.222 |
0.868 |
23.3% |
0.097 |
2.6% |
57% |
False |
False |
13,094 |
| 80 |
4.090 |
3.222 |
0.868 |
23.3% |
0.095 |
2.6% |
57% |
False |
False |
11,045 |
| 100 |
4.090 |
3.222 |
0.868 |
23.3% |
0.095 |
2.5% |
57% |
False |
False |
9,583 |
| 120 |
4.090 |
3.150 |
0.940 |
25.3% |
0.092 |
2.5% |
61% |
False |
False |
8,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.009 |
|
2.618 |
3.911 |
|
1.618 |
3.851 |
|
1.000 |
3.814 |
|
0.618 |
3.791 |
|
HIGH |
3.754 |
|
0.618 |
3.731 |
|
0.500 |
3.724 |
|
0.382 |
3.717 |
|
LOW |
3.694 |
|
0.618 |
3.657 |
|
1.000 |
3.634 |
|
1.618 |
3.597 |
|
2.618 |
3.537 |
|
4.250 |
3.439 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.724 |
3.713 |
| PP |
3.723 |
3.705 |
| S1 |
3.721 |
3.698 |
|