NYMEX Natural Gas Future March 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 |
3.659 |
3.729 |
0.070 |
1.9% |
3.841 |
| High |
3.730 |
3.729 |
-0.001 |
0.0% |
3.955 |
| Low |
3.615 |
3.668 |
0.053 |
1.5% |
3.641 |
| Close |
3.729 |
3.695 |
-0.034 |
-0.9% |
3.663 |
| Range |
0.115 |
0.061 |
-0.054 |
-47.0% |
0.314 |
| ATR |
0.106 |
0.103 |
-0.003 |
-3.0% |
0.000 |
| Volume |
16,677 |
23,491 |
6,814 |
40.9% |
87,903 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.880 |
3.849 |
3.729 |
|
| R3 |
3.819 |
3.788 |
3.712 |
|
| R2 |
3.758 |
3.758 |
3.706 |
|
| R1 |
3.727 |
3.727 |
3.701 |
3.712 |
| PP |
3.697 |
3.697 |
3.697 |
3.690 |
| S1 |
3.666 |
3.666 |
3.689 |
3.651 |
| S2 |
3.636 |
3.636 |
3.684 |
|
| S3 |
3.575 |
3.605 |
3.678 |
|
| S4 |
3.514 |
3.544 |
3.661 |
|
|
| 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 |
3.840 |
3.615 |
0.225 |
6.1% |
0.094 |
2.5% |
36% |
False |
False |
20,871 |
| 10 |
3.955 |
3.615 |
0.340 |
9.2% |
0.103 |
2.8% |
24% |
False |
False |
18,874 |
| 20 |
4.049 |
3.615 |
0.434 |
11.7% |
0.105 |
2.8% |
18% |
False |
False |
19,561 |
| 40 |
4.049 |
3.383 |
0.666 |
18.0% |
0.098 |
2.6% |
47% |
False |
False |
18,344 |
| 60 |
4.049 |
3.210 |
0.839 |
22.7% |
0.094 |
2.5% |
58% |
False |
False |
15,176 |
| 80 |
4.049 |
3.210 |
0.839 |
22.7% |
0.092 |
2.5% |
58% |
False |
False |
13,198 |
| 100 |
4.049 |
3.210 |
0.839 |
22.7% |
0.092 |
2.5% |
58% |
False |
False |
11,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.988 |
|
2.618 |
3.889 |
|
1.618 |
3.828 |
|
1.000 |
3.790 |
|
0.618 |
3.767 |
|
HIGH |
3.729 |
|
0.618 |
3.706 |
|
0.500 |
3.699 |
|
0.382 |
3.691 |
|
LOW |
3.668 |
|
0.618 |
3.630 |
|
1.000 |
3.607 |
|
1.618 |
3.569 |
|
2.618 |
3.508 |
|
4.250 |
3.409 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.699 |
3.688 |
| PP |
3.697 |
3.680 |
| S1 |
3.696 |
3.673 |
|