NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.777 |
3.629 |
-0.148 |
-3.9% |
3.841 |
| High |
3.778 |
3.690 |
-0.088 |
-2.3% |
3.955 |
| Low |
3.641 |
3.619 |
-0.022 |
-0.6% |
3.641 |
| Close |
3.663 |
3.659 |
-0.004 |
-0.1% |
3.663 |
| Range |
0.137 |
0.071 |
-0.066 |
-48.2% |
0.314 |
| ATR |
0.108 |
0.105 |
-0.003 |
-2.4% |
0.000 |
| Volume |
21,757 |
24,325 |
2,568 |
11.8% |
87,903 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.869 |
3.835 |
3.698 |
|
| R3 |
3.798 |
3.764 |
3.679 |
|
| R2 |
3.727 |
3.727 |
3.672 |
|
| R1 |
3.693 |
3.693 |
3.666 |
3.710 |
| PP |
3.656 |
3.656 |
3.656 |
3.665 |
| S1 |
3.622 |
3.622 |
3.652 |
3.639 |
| S2 |
3.585 |
3.585 |
3.646 |
|
| S3 |
3.514 |
3.551 |
3.639 |
|
| S4 |
3.443 |
3.480 |
3.620 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.695 |
4.493 |
3.836 |
|
| R3 |
4.381 |
4.179 |
3.749 |
|
| R2 |
4.067 |
4.067 |
3.721 |
|
| R1 |
3.865 |
3.865 |
3.692 |
3.809 |
| PP |
3.753 |
3.753 |
3.753 |
3.725 |
| S1 |
3.551 |
3.551 |
3.634 |
3.495 |
| S2 |
3.439 |
3.439 |
3.605 |
|
| S3 |
3.125 |
3.237 |
3.577 |
|
| S4 |
2.811 |
2.923 |
3.490 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.912 |
3.619 |
0.293 |
8.0% |
0.104 |
2.8% |
14% |
False |
True |
19,736 |
| 10 |
3.969 |
3.619 |
0.350 |
9.6% |
0.106 |
2.9% |
11% |
False |
True |
18,221 |
| 20 |
4.049 |
3.619 |
0.430 |
11.8% |
0.107 |
2.9% |
9% |
False |
True |
19,616 |
| 40 |
4.049 |
3.324 |
0.725 |
19.8% |
0.100 |
2.7% |
46% |
False |
False |
18,617 |
| 60 |
4.049 |
3.210 |
0.839 |
22.9% |
0.093 |
2.5% |
54% |
False |
False |
14,843 |
| 80 |
4.049 |
3.210 |
0.839 |
22.9% |
0.092 |
2.5% |
54% |
False |
False |
12,819 |
| 100 |
4.049 |
3.210 |
0.839 |
22.9% |
0.092 |
2.5% |
54% |
False |
False |
11,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.992 |
|
2.618 |
3.876 |
|
1.618 |
3.805 |
|
1.000 |
3.761 |
|
0.618 |
3.734 |
|
HIGH |
3.690 |
|
0.618 |
3.663 |
|
0.500 |
3.655 |
|
0.382 |
3.646 |
|
LOW |
3.619 |
|
0.618 |
3.575 |
|
1.000 |
3.548 |
|
1.618 |
3.504 |
|
2.618 |
3.433 |
|
4.250 |
3.317 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.658 |
3.730 |
| PP |
3.656 |
3.706 |
| S1 |
3.655 |
3.683 |
|