NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.680 |
3.692 |
0.012 |
0.3% |
3.609 |
| High |
3.711 |
3.710 |
-0.001 |
0.0% |
3.712 |
| Low |
3.624 |
3.592 |
-0.032 |
-0.9% |
3.592 |
| Close |
3.706 |
3.611 |
-0.095 |
-2.6% |
3.611 |
| Range |
0.087 |
0.118 |
0.031 |
35.6% |
0.120 |
| ATR |
0.096 |
0.097 |
0.002 |
1.6% |
0.000 |
| Volume |
18,361 |
24,105 |
5,744 |
31.3% |
112,010 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.992 |
3.919 |
3.676 |
|
| R3 |
3.874 |
3.801 |
3.643 |
|
| R2 |
3.756 |
3.756 |
3.633 |
|
| R1 |
3.683 |
3.683 |
3.622 |
3.661 |
| PP |
3.638 |
3.638 |
3.638 |
3.626 |
| S1 |
3.565 |
3.565 |
3.600 |
3.543 |
| S2 |
3.520 |
3.520 |
3.589 |
|
| S3 |
3.402 |
3.447 |
3.579 |
|
| S4 |
3.284 |
3.329 |
3.546 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.998 |
3.925 |
3.677 |
|
| R3 |
3.878 |
3.805 |
3.644 |
|
| R2 |
3.758 |
3.758 |
3.633 |
|
| R1 |
3.685 |
3.685 |
3.622 |
3.722 |
| PP |
3.638 |
3.638 |
3.638 |
3.657 |
| S1 |
3.565 |
3.565 |
3.600 |
3.602 |
| S2 |
3.518 |
3.518 |
3.589 |
|
| S3 |
3.398 |
3.445 |
3.578 |
|
| S4 |
3.278 |
3.325 |
3.545 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.712 |
3.592 |
0.120 |
3.3% |
0.090 |
2.5% |
16% |
False |
True |
22,402 |
| 10 |
3.919 |
3.592 |
0.327 |
9.1% |
0.100 |
2.8% |
6% |
False |
True |
21,320 |
| 20 |
3.984 |
3.592 |
0.392 |
10.9% |
0.097 |
2.7% |
5% |
False |
True |
22,210 |
| 40 |
3.984 |
3.390 |
0.594 |
16.4% |
0.090 |
2.5% |
37% |
False |
False |
22,855 |
| 60 |
3.984 |
3.205 |
0.779 |
21.6% |
0.090 |
2.5% |
52% |
False |
False |
19,322 |
| 80 |
3.984 |
3.205 |
0.779 |
21.6% |
0.090 |
2.5% |
52% |
False |
False |
17,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.212 |
|
2.618 |
4.019 |
|
1.618 |
3.901 |
|
1.000 |
3.828 |
|
0.618 |
3.783 |
|
HIGH |
3.710 |
|
0.618 |
3.665 |
|
0.500 |
3.651 |
|
0.382 |
3.637 |
|
LOW |
3.592 |
|
0.618 |
3.519 |
|
1.000 |
3.474 |
|
1.618 |
3.401 |
|
2.618 |
3.283 |
|
4.250 |
3.091 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.651 |
3.652 |
| PP |
3.638 |
3.638 |
| S1 |
3.624 |
3.625 |
|