NYMEX Natural Gas Future April 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 |
3.541 |
3.610 |
0.069 |
1.9% |
3.936 |
| High |
3.639 |
3.610 |
-0.029 |
-0.8% |
3.943 |
| Low |
3.540 |
3.540 |
0.000 |
0.0% |
3.551 |
| Close |
3.601 |
3.555 |
-0.046 |
-1.3% |
3.570 |
| Range |
0.099 |
0.070 |
-0.029 |
-29.3% |
0.392 |
| ATR |
0.109 |
0.106 |
-0.003 |
-2.6% |
0.000 |
| Volume |
34,096 |
25,429 |
-8,667 |
-25.4% |
152,651 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.778 |
3.737 |
3.594 |
|
| R3 |
3.708 |
3.667 |
3.574 |
|
| R2 |
3.638 |
3.638 |
3.568 |
|
| R1 |
3.597 |
3.597 |
3.561 |
3.583 |
| PP |
3.568 |
3.568 |
3.568 |
3.561 |
| S1 |
3.527 |
3.527 |
3.549 |
3.513 |
| S2 |
3.498 |
3.498 |
3.542 |
|
| S3 |
3.428 |
3.457 |
3.536 |
|
| S4 |
3.358 |
3.387 |
3.517 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.864 |
4.609 |
3.786 |
|
| R3 |
4.472 |
4.217 |
3.678 |
|
| R2 |
4.080 |
4.080 |
3.642 |
|
| R1 |
3.825 |
3.825 |
3.606 |
3.757 |
| PP |
3.688 |
3.688 |
3.688 |
3.654 |
| S1 |
3.433 |
3.433 |
3.534 |
3.365 |
| S2 |
3.296 |
3.296 |
3.498 |
|
| S3 |
2.904 |
3.041 |
3.462 |
|
| S4 |
2.512 |
2.649 |
3.354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.845 |
3.540 |
0.305 |
8.6% |
0.113 |
3.2% |
5% |
False |
True |
33,939 |
| 10 |
3.997 |
3.540 |
0.457 |
12.9% |
0.105 |
3.0% |
3% |
False |
True |
27,313 |
| 20 |
3.997 |
3.540 |
0.457 |
12.9% |
0.105 |
3.0% |
3% |
False |
True |
27,203 |
| 40 |
3.997 |
3.540 |
0.457 |
12.9% |
0.101 |
2.8% |
3% |
False |
True |
25,618 |
| 60 |
3.997 |
3.321 |
0.676 |
19.0% |
0.096 |
2.7% |
35% |
False |
False |
24,483 |
| 80 |
3.997 |
3.205 |
0.792 |
22.3% |
0.093 |
2.6% |
44% |
False |
False |
20,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.908 |
|
2.618 |
3.793 |
|
1.618 |
3.723 |
|
1.000 |
3.680 |
|
0.618 |
3.653 |
|
HIGH |
3.610 |
|
0.618 |
3.583 |
|
0.500 |
3.575 |
|
0.382 |
3.567 |
|
LOW |
3.540 |
|
0.618 |
3.497 |
|
1.000 |
3.470 |
|
1.618 |
3.427 |
|
2.618 |
3.357 |
|
4.250 |
3.243 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.575 |
3.604 |
| PP |
3.568 |
3.588 |
| S1 |
3.562 |
3.571 |
|