NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 05-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
3.755 |
3.609 |
-0.146 |
-3.9% |
3.811 |
High |
3.755 |
3.670 |
-0.085 |
-2.3% |
3.919 |
Low |
3.623 |
3.599 |
-0.024 |
-0.7% |
3.623 |
Close |
3.646 |
3.641 |
-0.005 |
-0.1% |
3.646 |
Range |
0.132 |
0.071 |
-0.061 |
-46.2% |
0.296 |
ATR |
0.100 |
0.098 |
-0.002 |
-2.1% |
0.000 |
Volume |
28,973 |
24,247 |
-4,726 |
-16.3% |
101,199 |
|
Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.850 |
3.816 |
3.680 |
|
R3 |
3.779 |
3.745 |
3.661 |
|
R2 |
3.708 |
3.708 |
3.654 |
|
R1 |
3.674 |
3.674 |
3.648 |
3.691 |
PP |
3.637 |
3.637 |
3.637 |
3.645 |
S1 |
3.603 |
3.603 |
3.634 |
3.620 |
S2 |
3.566 |
3.566 |
3.628 |
|
S3 |
3.495 |
3.532 |
3.621 |
|
S4 |
3.424 |
3.461 |
3.602 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.617 |
4.428 |
3.809 |
|
R3 |
4.321 |
4.132 |
3.727 |
|
R2 |
4.025 |
4.025 |
3.700 |
|
R1 |
3.836 |
3.836 |
3.673 |
3.783 |
PP |
3.729 |
3.729 |
3.729 |
3.703 |
S1 |
3.540 |
3.540 |
3.619 |
3.487 |
S2 |
3.433 |
3.433 |
3.592 |
|
S3 |
3.137 |
3.244 |
3.565 |
|
S4 |
2.841 |
2.948 |
3.483 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.875 |
3.599 |
0.276 |
7.6% |
0.101 |
2.8% |
15% |
False |
True |
22,017 |
10 |
3.921 |
3.599 |
0.322 |
8.8% |
0.101 |
2.8% |
13% |
False |
True |
21,087 |
20 |
3.984 |
3.599 |
0.385 |
10.6% |
0.096 |
2.6% |
11% |
False |
True |
24,033 |
40 |
3.984 |
3.321 |
0.663 |
18.2% |
0.092 |
2.5% |
48% |
False |
False |
23,123 |
60 |
3.984 |
3.205 |
0.779 |
21.4% |
0.089 |
2.4% |
56% |
False |
False |
18,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.972 |
2.618 |
3.856 |
1.618 |
3.785 |
1.000 |
3.741 |
0.618 |
3.714 |
HIGH |
3.670 |
0.618 |
3.643 |
0.500 |
3.635 |
0.382 |
3.626 |
LOW |
3.599 |
0.618 |
3.555 |
1.000 |
3.528 |
1.618 |
3.484 |
2.618 |
3.413 |
4.250 |
3.297 |
|
|
Fisher Pivots for day following 05-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
3.639 |
3.711 |
PP |
3.637 |
3.687 |
S1 |
3.635 |
3.664 |
|