NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.655 |
3.584 |
-0.071 |
-1.9% |
4.005 |
| High |
3.698 |
3.666 |
-0.032 |
-0.9% |
4.013 |
| Low |
3.570 |
3.549 |
-0.021 |
-0.6% |
3.570 |
| Close |
3.584 |
3.615 |
0.031 |
0.9% |
3.584 |
| Range |
0.128 |
0.117 |
-0.011 |
-8.6% |
0.443 |
| ATR |
0.123 |
0.123 |
0.000 |
-0.4% |
0.000 |
| Volume |
44,292 |
39,389 |
-4,903 |
-11.1% |
164,850 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.961 |
3.905 |
3.679 |
|
| R3 |
3.844 |
3.788 |
3.647 |
|
| R2 |
3.727 |
3.727 |
3.636 |
|
| R1 |
3.671 |
3.671 |
3.626 |
3.699 |
| PP |
3.610 |
3.610 |
3.610 |
3.624 |
| S1 |
3.554 |
3.554 |
3.604 |
3.582 |
| S2 |
3.493 |
3.493 |
3.594 |
|
| S3 |
3.376 |
3.437 |
3.583 |
|
| S4 |
3.259 |
3.320 |
3.551 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.051 |
4.761 |
3.828 |
|
| R3 |
4.608 |
4.318 |
3.706 |
|
| R2 |
4.165 |
4.165 |
3.665 |
|
| R1 |
3.875 |
3.875 |
3.625 |
3.799 |
| PP |
3.722 |
3.722 |
3.722 |
3.684 |
| S1 |
3.432 |
3.432 |
3.543 |
3.356 |
| S2 |
3.279 |
3.279 |
3.503 |
|
| S3 |
2.836 |
2.989 |
3.462 |
|
| S4 |
2.393 |
2.546 |
3.340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.925 |
3.549 |
0.376 |
10.4% |
0.127 |
3.5% |
18% |
False |
True |
38,251 |
| 10 |
4.074 |
3.549 |
0.525 |
14.5% |
0.124 |
3.4% |
13% |
False |
True |
29,659 |
| 20 |
4.074 |
3.549 |
0.525 |
14.5% |
0.119 |
3.3% |
13% |
False |
True |
25,290 |
| 40 |
4.090 |
3.549 |
0.541 |
15.0% |
0.116 |
3.2% |
12% |
False |
True |
21,429 |
| 60 |
4.090 |
3.241 |
0.849 |
23.5% |
0.109 |
3.0% |
44% |
False |
False |
18,849 |
| 80 |
4.090 |
3.222 |
0.868 |
24.0% |
0.102 |
2.8% |
45% |
False |
False |
15,569 |
| 100 |
4.090 |
3.222 |
0.868 |
24.0% |
0.099 |
2.7% |
45% |
False |
False |
13,374 |
| 120 |
4.090 |
3.150 |
0.940 |
26.0% |
0.100 |
2.8% |
49% |
False |
False |
11,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.163 |
|
2.618 |
3.972 |
|
1.618 |
3.855 |
|
1.000 |
3.783 |
|
0.618 |
3.738 |
|
HIGH |
3.666 |
|
0.618 |
3.621 |
|
0.500 |
3.608 |
|
0.382 |
3.594 |
|
LOW |
3.549 |
|
0.618 |
3.477 |
|
1.000 |
3.432 |
|
1.618 |
3.360 |
|
2.618 |
3.243 |
|
4.250 |
3.052 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.613 |
3.690 |
| PP |
3.610 |
3.665 |
| S1 |
3.608 |
3.640 |
|