NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.630 |
3.573 |
-0.057 |
-1.6% |
3.970 |
| High |
3.675 |
3.650 |
-0.025 |
-0.7% |
3.985 |
| Low |
3.555 |
3.539 |
-0.016 |
-0.5% |
3.555 |
| Close |
3.573 |
3.603 |
0.030 |
0.8% |
3.573 |
| Range |
0.120 |
0.111 |
-0.009 |
-7.5% |
0.430 |
| ATR |
0.118 |
0.118 |
-0.001 |
-0.4% |
0.000 |
| Volume |
44,581 |
33,838 |
-10,743 |
-24.1% |
133,383 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.930 |
3.878 |
3.664 |
|
| R3 |
3.819 |
3.767 |
3.634 |
|
| R2 |
3.708 |
3.708 |
3.623 |
|
| R1 |
3.656 |
3.656 |
3.613 |
3.682 |
| PP |
3.597 |
3.597 |
3.597 |
3.611 |
| S1 |
3.545 |
3.545 |
3.593 |
3.571 |
| S2 |
3.486 |
3.486 |
3.583 |
|
| S3 |
3.375 |
3.434 |
3.572 |
|
| S4 |
3.264 |
3.323 |
3.542 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.994 |
4.714 |
3.810 |
|
| R3 |
4.564 |
4.284 |
3.691 |
|
| R2 |
4.134 |
4.134 |
3.652 |
|
| R1 |
3.854 |
3.854 |
3.612 |
3.779 |
| PP |
3.704 |
3.704 |
3.704 |
3.667 |
| S1 |
3.424 |
3.424 |
3.534 |
3.349 |
| S2 |
3.274 |
3.274 |
3.494 |
|
| S3 |
2.844 |
2.994 |
3.455 |
|
| S4 |
2.414 |
2.564 |
3.337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.903 |
3.539 |
0.364 |
10.1% |
0.123 |
3.4% |
18% |
False |
True |
30,691 |
| 10 |
4.036 |
3.539 |
0.497 |
13.8% |
0.119 |
3.3% |
13% |
False |
True |
24,887 |
| 20 |
4.036 |
3.539 |
0.497 |
13.8% |
0.114 |
3.2% |
13% |
False |
True |
23,742 |
| 40 |
4.049 |
3.539 |
0.510 |
14.2% |
0.111 |
3.1% |
13% |
False |
True |
21,741 |
| 60 |
4.049 |
3.224 |
0.825 |
22.9% |
0.106 |
2.9% |
46% |
False |
False |
20,083 |
| 80 |
4.049 |
3.210 |
0.839 |
23.3% |
0.098 |
2.7% |
47% |
False |
False |
16,935 |
| 100 |
4.049 |
3.210 |
0.839 |
23.3% |
0.096 |
2.7% |
47% |
False |
False |
14,851 |
| 120 |
4.049 |
3.129 |
0.920 |
25.5% |
0.097 |
2.7% |
52% |
False |
False |
13,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.122 |
|
2.618 |
3.941 |
|
1.618 |
3.830 |
|
1.000 |
3.761 |
|
0.618 |
3.719 |
|
HIGH |
3.650 |
|
0.618 |
3.608 |
|
0.500 |
3.595 |
|
0.382 |
3.581 |
|
LOW |
3.539 |
|
0.618 |
3.470 |
|
1.000 |
3.428 |
|
1.618 |
3.359 |
|
2.618 |
3.248 |
|
4.250 |
3.067 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.600 |
3.671 |
| PP |
3.597 |
3.648 |
| S1 |
3.595 |
3.626 |
|