NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
3.609 |
3.639 |
0.030 |
0.8% |
3.811 |
High |
3.670 |
3.710 |
0.040 |
1.1% |
3.919 |
Low |
3.599 |
3.598 |
-0.001 |
0.0% |
3.623 |
Close |
3.641 |
3.710 |
0.069 |
1.9% |
3.646 |
Range |
0.071 |
0.112 |
0.041 |
57.7% |
0.296 |
ATR |
0.098 |
0.099 |
0.001 |
1.0% |
0.000 |
Volume |
24,247 |
20,387 |
-3,860 |
-15.9% |
101,199 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.009 |
3.971 |
3.772 |
|
R3 |
3.897 |
3.859 |
3.741 |
|
R2 |
3.785 |
3.785 |
3.731 |
|
R1 |
3.747 |
3.747 |
3.720 |
3.766 |
PP |
3.673 |
3.673 |
3.673 |
3.682 |
S1 |
3.635 |
3.635 |
3.700 |
3.654 |
S2 |
3.561 |
3.561 |
3.689 |
|
S3 |
3.449 |
3.523 |
3.679 |
|
S4 |
3.337 |
3.411 |
3.648 |
|
|
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 |
3.840 |
3.598 |
0.242 |
6.5% |
0.097 |
2.6% |
46% |
False |
True |
21,824 |
10 |
3.921 |
3.598 |
0.323 |
8.7% |
0.105 |
2.8% |
35% |
False |
True |
20,555 |
20 |
3.984 |
3.598 |
0.386 |
10.4% |
0.096 |
2.6% |
29% |
False |
True |
24,158 |
40 |
3.984 |
3.390 |
0.594 |
16.0% |
0.091 |
2.5% |
54% |
False |
False |
23,287 |
60 |
3.984 |
3.205 |
0.779 |
21.0% |
0.090 |
2.4% |
65% |
False |
False |
18,543 |
80 |
3.984 |
3.205 |
0.779 |
21.0% |
0.090 |
2.4% |
65% |
False |
False |
16,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.186 |
2.618 |
4.003 |
1.618 |
3.891 |
1.000 |
3.822 |
0.618 |
3.779 |
HIGH |
3.710 |
0.618 |
3.667 |
0.500 |
3.654 |
0.382 |
3.641 |
LOW |
3.598 |
0.618 |
3.529 |
1.000 |
3.486 |
1.618 |
3.417 |
2.618 |
3.305 |
4.250 |
3.122 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
3.691 |
3.699 |
PP |
3.673 |
3.688 |
S1 |
3.654 |
3.677 |
|