NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.729 |
3.694 |
-0.035 |
-0.9% |
3.841 |
| High |
3.729 |
3.724 |
-0.005 |
-0.1% |
3.955 |
| Low |
3.668 |
3.639 |
-0.029 |
-0.8% |
3.641 |
| Close |
3.695 |
3.719 |
0.024 |
0.6% |
3.663 |
| Range |
0.061 |
0.085 |
0.024 |
39.3% |
0.314 |
| ATR |
0.103 |
0.101 |
-0.001 |
-1.2% |
0.000 |
| Volume |
23,491 |
19,606 |
-3,885 |
-16.5% |
87,903 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.949 |
3.919 |
3.766 |
|
| R3 |
3.864 |
3.834 |
3.742 |
|
| R2 |
3.779 |
3.779 |
3.735 |
|
| R1 |
3.749 |
3.749 |
3.727 |
3.764 |
| PP |
3.694 |
3.694 |
3.694 |
3.702 |
| S1 |
3.664 |
3.664 |
3.711 |
3.679 |
| S2 |
3.609 |
3.609 |
3.703 |
|
| S3 |
3.524 |
3.579 |
3.696 |
|
| S4 |
3.439 |
3.494 |
3.672 |
|
|
| 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 |
3.778 |
3.615 |
0.163 |
4.4% |
0.094 |
2.5% |
64% |
False |
False |
21,171 |
| 10 |
3.955 |
3.615 |
0.340 |
9.1% |
0.100 |
2.7% |
31% |
False |
False |
19,327 |
| 20 |
4.049 |
3.615 |
0.434 |
11.7% |
0.104 |
2.8% |
24% |
False |
False |
19,517 |
| 40 |
4.049 |
3.383 |
0.666 |
17.9% |
0.097 |
2.6% |
50% |
False |
False |
18,300 |
| 60 |
4.049 |
3.210 |
0.839 |
22.6% |
0.095 |
2.5% |
61% |
False |
False |
15,368 |
| 80 |
4.049 |
3.210 |
0.839 |
22.6% |
0.091 |
2.5% |
61% |
False |
False |
13,410 |
| 100 |
4.049 |
3.210 |
0.839 |
22.6% |
0.092 |
2.5% |
61% |
False |
False |
11,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.085 |
|
2.618 |
3.947 |
|
1.618 |
3.862 |
|
1.000 |
3.809 |
|
0.618 |
3.777 |
|
HIGH |
3.724 |
|
0.618 |
3.692 |
|
0.500 |
3.682 |
|
0.382 |
3.671 |
|
LOW |
3.639 |
|
0.618 |
3.586 |
|
1.000 |
3.554 |
|
1.618 |
3.501 |
|
2.618 |
3.416 |
|
4.250 |
3.278 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.707 |
3.704 |
| PP |
3.694 |
3.688 |
| S1 |
3.682 |
3.673 |
|