NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.704 |
3.617 |
-0.087 |
-2.3% |
3.629 |
| High |
3.730 |
3.703 |
-0.027 |
-0.7% |
3.730 |
| Low |
3.602 |
3.588 |
-0.014 |
-0.4% |
3.602 |
| Close |
3.622 |
3.681 |
0.059 |
1.6% |
3.622 |
| Range |
0.128 |
0.115 |
-0.013 |
-10.2% |
0.128 |
| ATR |
0.103 |
0.104 |
0.001 |
0.8% |
0.000 |
| Volume |
24,786 |
18,671 |
-6,115 |
-24.7% |
108,885 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.002 |
3.957 |
3.744 |
|
| R3 |
3.887 |
3.842 |
3.713 |
|
| R2 |
3.772 |
3.772 |
3.702 |
|
| R1 |
3.727 |
3.727 |
3.692 |
3.750 |
| PP |
3.657 |
3.657 |
3.657 |
3.669 |
| S1 |
3.612 |
3.612 |
3.670 |
3.635 |
| S2 |
3.542 |
3.542 |
3.660 |
|
| S3 |
3.427 |
3.497 |
3.649 |
|
| S4 |
3.312 |
3.382 |
3.618 |
|
|
| 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 |
3.588 |
0.142 |
3.9% |
0.101 |
2.7% |
65% |
False |
True |
20,646 |
| 10 |
3.912 |
3.588 |
0.324 |
8.8% |
0.103 |
2.8% |
29% |
False |
True |
20,191 |
| 20 |
4.049 |
3.588 |
0.461 |
12.5% |
0.106 |
2.9% |
20% |
False |
True |
18,562 |
| 40 |
4.049 |
3.383 |
0.666 |
18.1% |
0.099 |
2.7% |
45% |
False |
False |
18,582 |
| 60 |
4.049 |
3.210 |
0.839 |
22.8% |
0.097 |
2.6% |
56% |
False |
False |
15,839 |
| 80 |
4.049 |
3.210 |
0.839 |
22.8% |
0.093 |
2.5% |
56% |
False |
False |
13,780 |
| 100 |
4.049 |
3.210 |
0.839 |
22.8% |
0.093 |
2.5% |
56% |
False |
False |
12,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.192 |
|
2.618 |
4.004 |
|
1.618 |
3.889 |
|
1.000 |
3.818 |
|
0.618 |
3.774 |
|
HIGH |
3.703 |
|
0.618 |
3.659 |
|
0.500 |
3.646 |
|
0.382 |
3.632 |
|
LOW |
3.588 |
|
0.618 |
3.517 |
|
1.000 |
3.473 |
|
1.618 |
3.402 |
|
2.618 |
3.287 |
|
4.250 |
3.099 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.669 |
3.674 |
| PP |
3.657 |
3.666 |
| S1 |
3.646 |
3.659 |
|