NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.631 |
3.568 |
-0.063 |
-1.7% |
4.005 |
| High |
3.633 |
3.736 |
0.103 |
2.8% |
4.013 |
| Low |
3.549 |
3.530 |
-0.019 |
-0.5% |
3.570 |
| Close |
3.562 |
3.720 |
0.158 |
4.4% |
3.584 |
| Range |
0.084 |
0.206 |
0.122 |
145.2% |
0.443 |
| ATR |
0.120 |
0.126 |
0.006 |
5.1% |
0.000 |
| Volume |
32,044 |
23,536 |
-8,508 |
-26.6% |
164,850 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.280 |
4.206 |
3.833 |
|
| R3 |
4.074 |
4.000 |
3.777 |
|
| R2 |
3.868 |
3.868 |
3.758 |
|
| R1 |
3.794 |
3.794 |
3.739 |
3.831 |
| PP |
3.662 |
3.662 |
3.662 |
3.681 |
| S1 |
3.588 |
3.588 |
3.701 |
3.625 |
| S2 |
3.456 |
3.456 |
3.682 |
|
| S3 |
3.250 |
3.382 |
3.663 |
|
| S4 |
3.044 |
3.176 |
3.607 |
|
|
| 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 |
3.830 |
3.530 |
0.300 |
8.1% |
0.142 |
3.8% |
63% |
False |
True |
39,018 |
| 10 |
4.074 |
3.530 |
0.544 |
14.6% |
0.131 |
3.5% |
35% |
False |
True |
30,399 |
| 20 |
4.074 |
3.530 |
0.544 |
14.6% |
0.124 |
3.3% |
35% |
False |
True |
25,854 |
| 40 |
4.090 |
3.530 |
0.560 |
15.1% |
0.118 |
3.2% |
34% |
False |
True |
22,196 |
| 60 |
4.090 |
3.400 |
0.690 |
18.5% |
0.109 |
2.9% |
46% |
False |
False |
19,483 |
| 80 |
4.090 |
3.222 |
0.868 |
23.3% |
0.104 |
2.8% |
57% |
False |
False |
16,072 |
| 100 |
4.090 |
3.222 |
0.868 |
23.3% |
0.100 |
2.7% |
57% |
False |
False |
13,828 |
| 120 |
4.090 |
3.222 |
0.868 |
23.3% |
0.100 |
2.7% |
57% |
False |
False |
12,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.612 |
|
2.618 |
4.275 |
|
1.618 |
4.069 |
|
1.000 |
3.942 |
|
0.618 |
3.863 |
|
HIGH |
3.736 |
|
0.618 |
3.657 |
|
0.500 |
3.633 |
|
0.382 |
3.609 |
|
LOW |
3.530 |
|
0.618 |
3.403 |
|
1.000 |
3.324 |
|
1.618 |
3.197 |
|
2.618 |
2.991 |
|
4.250 |
2.655 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.691 |
3.691 |
| PP |
3.662 |
3.662 |
| S1 |
3.633 |
3.633 |
|