NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.573 |
3.625 |
0.052 |
1.5% |
3.970 |
| High |
3.650 |
3.625 |
-0.025 |
-0.7% |
3.985 |
| Low |
3.539 |
3.543 |
0.004 |
0.1% |
3.555 |
| Close |
3.603 |
3.553 |
-0.050 |
-1.4% |
3.573 |
| Range |
0.111 |
0.082 |
-0.029 |
-26.1% |
0.430 |
| ATR |
0.118 |
0.115 |
-0.003 |
-2.2% |
0.000 |
| Volume |
33,838 |
23,799 |
-10,039 |
-29.7% |
133,383 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.820 |
3.768 |
3.598 |
|
| R3 |
3.738 |
3.686 |
3.576 |
|
| R2 |
3.656 |
3.656 |
3.568 |
|
| R1 |
3.604 |
3.604 |
3.561 |
3.589 |
| PP |
3.574 |
3.574 |
3.574 |
3.566 |
| S1 |
3.522 |
3.522 |
3.545 |
3.507 |
| S2 |
3.492 |
3.492 |
3.538 |
|
| S3 |
3.410 |
3.440 |
3.530 |
|
| S4 |
3.328 |
3.358 |
3.508 |
|
|
| 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 |
3.880 |
3.539 |
0.341 |
9.6% |
0.126 |
3.6% |
4% |
False |
False |
31,106 |
| 10 |
4.036 |
3.539 |
0.497 |
14.0% |
0.117 |
3.3% |
3% |
False |
False |
25,511 |
| 20 |
4.036 |
3.539 |
0.497 |
14.0% |
0.115 |
3.2% |
3% |
False |
False |
23,716 |
| 40 |
4.049 |
3.539 |
0.510 |
14.4% |
0.111 |
3.1% |
3% |
False |
False |
21,666 |
| 60 |
4.049 |
3.324 |
0.725 |
20.4% |
0.105 |
2.9% |
32% |
False |
False |
20,317 |
| 80 |
4.049 |
3.210 |
0.839 |
23.6% |
0.098 |
2.8% |
41% |
False |
False |
17,061 |
| 100 |
4.049 |
3.210 |
0.839 |
23.6% |
0.096 |
2.7% |
41% |
False |
False |
14,998 |
| 120 |
4.049 |
3.210 |
0.839 |
23.6% |
0.096 |
2.7% |
41% |
False |
False |
13,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.974 |
|
2.618 |
3.840 |
|
1.618 |
3.758 |
|
1.000 |
3.707 |
|
0.618 |
3.676 |
|
HIGH |
3.625 |
|
0.618 |
3.594 |
|
0.500 |
3.584 |
|
0.382 |
3.574 |
|
LOW |
3.543 |
|
0.618 |
3.492 |
|
1.000 |
3.461 |
|
1.618 |
3.410 |
|
2.618 |
3.328 |
|
4.250 |
3.195 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.584 |
3.607 |
| PP |
3.574 |
3.589 |
| S1 |
3.563 |
3.571 |
|