NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.694 |
3.704 |
0.010 |
0.3% |
3.629 |
| High |
3.724 |
3.730 |
0.006 |
0.2% |
3.730 |
| Low |
3.639 |
3.602 |
-0.037 |
-1.0% |
3.602 |
| Close |
3.719 |
3.622 |
-0.097 |
-2.6% |
3.622 |
| Range |
0.085 |
0.128 |
0.043 |
50.6% |
0.128 |
| ATR |
0.101 |
0.103 |
0.002 |
1.9% |
0.000 |
| Volume |
19,606 |
24,786 |
5,180 |
26.4% |
108,885 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.035 |
3.957 |
3.692 |
|
| R3 |
3.907 |
3.829 |
3.657 |
|
| R2 |
3.779 |
3.779 |
3.645 |
|
| R1 |
3.701 |
3.701 |
3.634 |
3.676 |
| PP |
3.651 |
3.651 |
3.651 |
3.639 |
| S1 |
3.573 |
3.573 |
3.610 |
3.548 |
| S2 |
3.523 |
3.523 |
3.599 |
|
| S3 |
3.395 |
3.445 |
3.587 |
|
| S4 |
3.267 |
3.317 |
3.552 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.035 |
3.957 |
3.692 |
|
| R3 |
3.907 |
3.829 |
3.657 |
|
| R2 |
3.779 |
3.779 |
3.645 |
|
| R1 |
3.701 |
3.701 |
3.634 |
3.676 |
| PP |
3.651 |
3.651 |
3.651 |
3.639 |
| S1 |
3.573 |
3.573 |
3.610 |
3.548 |
| S2 |
3.523 |
3.523 |
3.599 |
|
| S3 |
3.395 |
3.445 |
3.587 |
|
| S4 |
3.267 |
3.317 |
3.552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.730 |
3.602 |
0.128 |
3.5% |
0.092 |
2.5% |
16% |
True |
True |
21,777 |
| 10 |
3.955 |
3.602 |
0.353 |
9.7% |
0.103 |
2.8% |
6% |
False |
True |
19,678 |
| 20 |
4.049 |
3.602 |
0.447 |
12.3% |
0.106 |
2.9% |
4% |
False |
True |
18,428 |
| 40 |
4.049 |
3.383 |
0.666 |
18.4% |
0.098 |
2.7% |
36% |
False |
False |
18,537 |
| 60 |
4.049 |
3.210 |
0.839 |
23.2% |
0.096 |
2.6% |
49% |
False |
False |
15,669 |
| 80 |
4.049 |
3.210 |
0.839 |
23.2% |
0.092 |
2.5% |
49% |
False |
False |
13,644 |
| 100 |
4.049 |
3.210 |
0.839 |
23.2% |
0.092 |
2.5% |
49% |
False |
False |
11,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.274 |
|
2.618 |
4.065 |
|
1.618 |
3.937 |
|
1.000 |
3.858 |
|
0.618 |
3.809 |
|
HIGH |
3.730 |
|
0.618 |
3.681 |
|
0.500 |
3.666 |
|
0.382 |
3.651 |
|
LOW |
3.602 |
|
0.618 |
3.523 |
|
1.000 |
3.474 |
|
1.618 |
3.395 |
|
2.618 |
3.267 |
|
4.250 |
3.058 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.666 |
3.666 |
| PP |
3.651 |
3.651 |
| S1 |
3.637 |
3.637 |
|