NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.726 |
3.637 |
-0.089 |
-2.4% |
3.655 |
| High |
3.732 |
3.727 |
-0.005 |
-0.1% |
3.756 |
| Low |
3.626 |
3.611 |
-0.015 |
-0.4% |
3.626 |
| Close |
3.647 |
3.705 |
0.058 |
1.6% |
3.647 |
| Range |
0.106 |
0.116 |
0.010 |
9.4% |
0.130 |
| ATR |
0.106 |
0.107 |
0.001 |
0.7% |
0.000 |
| Volume |
22,592 |
19,764 |
-2,828 |
-12.5% |
105,812 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.029 |
3.983 |
3.769 |
|
| R3 |
3.913 |
3.867 |
3.737 |
|
| R2 |
3.797 |
3.797 |
3.726 |
|
| R1 |
3.751 |
3.751 |
3.716 |
3.774 |
| PP |
3.681 |
3.681 |
3.681 |
3.693 |
| S1 |
3.635 |
3.635 |
3.694 |
3.658 |
| S2 |
3.565 |
3.565 |
3.684 |
|
| S3 |
3.449 |
3.519 |
3.673 |
|
| S4 |
3.333 |
3.403 |
3.641 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.066 |
3.987 |
3.719 |
|
| R3 |
3.936 |
3.857 |
3.683 |
|
| R2 |
3.806 |
3.806 |
3.671 |
|
| R1 |
3.727 |
3.727 |
3.659 |
3.702 |
| PP |
3.676 |
3.676 |
3.676 |
3.664 |
| S1 |
3.597 |
3.597 |
3.635 |
3.572 |
| S2 |
3.546 |
3.546 |
3.623 |
|
| S3 |
3.416 |
3.467 |
3.611 |
|
| S4 |
3.286 |
3.337 |
3.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.756 |
3.611 |
0.145 |
3.9% |
0.097 |
2.6% |
65% |
False |
True |
20,116 |
| 10 |
3.944 |
3.611 |
0.333 |
9.0% |
0.104 |
2.8% |
28% |
False |
True |
20,319 |
| 20 |
4.090 |
3.611 |
0.479 |
12.9% |
0.109 |
2.9% |
20% |
False |
True |
18,036 |
| 40 |
4.090 |
3.400 |
0.690 |
18.6% |
0.102 |
2.7% |
44% |
False |
False |
16,897 |
| 60 |
4.090 |
3.222 |
0.868 |
23.4% |
0.099 |
2.7% |
56% |
False |
False |
13,770 |
| 80 |
4.090 |
3.222 |
0.868 |
23.4% |
0.096 |
2.6% |
56% |
False |
False |
11,657 |
| 100 |
4.090 |
3.222 |
0.868 |
23.4% |
0.095 |
2.6% |
56% |
False |
False |
10,096 |
| 120 |
4.090 |
3.150 |
0.940 |
25.4% |
0.093 |
2.5% |
59% |
False |
False |
8,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.220 |
|
2.618 |
4.031 |
|
1.618 |
3.915 |
|
1.000 |
3.843 |
|
0.618 |
3.799 |
|
HIGH |
3.727 |
|
0.618 |
3.683 |
|
0.500 |
3.669 |
|
0.382 |
3.655 |
|
LOW |
3.611 |
|
0.618 |
3.539 |
|
1.000 |
3.495 |
|
1.618 |
3.423 |
|
2.618 |
3.307 |
|
4.250 |
3.118 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.693 |
3.697 |
| PP |
3.681 |
3.689 |
| S1 |
3.669 |
3.681 |
|