NYMEX Natural Gas Future May 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 |
3.768 |
3.651 |
-0.117 |
-3.1% |
3.863 |
| High |
3.771 |
3.703 |
-0.068 |
-1.8% |
3.944 |
| Low |
3.658 |
3.646 |
-0.012 |
-0.3% |
3.658 |
| Close |
3.681 |
3.677 |
-0.004 |
-0.1% |
3.681 |
| Range |
0.113 |
0.057 |
-0.056 |
-49.6% |
0.286 |
| ATR |
0.089 |
0.087 |
-0.002 |
-2.6% |
0.000 |
| Volume |
4,796 |
5,991 |
1,195 |
24.9% |
22,798 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.846 |
3.819 |
3.708 |
|
| R3 |
3.789 |
3.762 |
3.693 |
|
| R2 |
3.732 |
3.732 |
3.687 |
|
| R1 |
3.705 |
3.705 |
3.682 |
3.719 |
| PP |
3.675 |
3.675 |
3.675 |
3.682 |
| S1 |
3.648 |
3.648 |
3.672 |
3.662 |
| S2 |
3.618 |
3.618 |
3.667 |
|
| S3 |
3.561 |
3.591 |
3.661 |
|
| S4 |
3.504 |
3.534 |
3.646 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.619 |
4.436 |
3.838 |
|
| R3 |
4.333 |
4.150 |
3.760 |
|
| R2 |
4.047 |
4.047 |
3.733 |
|
| R1 |
3.864 |
3.864 |
3.707 |
3.813 |
| PP |
3.761 |
3.761 |
3.761 |
3.735 |
| S1 |
3.578 |
3.578 |
3.655 |
3.527 |
| S2 |
3.475 |
3.475 |
3.629 |
|
| S3 |
3.189 |
3.292 |
3.602 |
|
| S4 |
2.903 |
3.006 |
3.524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.906 |
3.646 |
0.260 |
7.1% |
0.083 |
2.3% |
12% |
False |
True |
4,941 |
| 10 |
3.944 |
3.646 |
0.298 |
8.1% |
0.085 |
2.3% |
10% |
False |
True |
4,816 |
| 20 |
4.000 |
3.646 |
0.354 |
9.6% |
0.083 |
2.2% |
9% |
False |
True |
5,701 |
| 40 |
4.000 |
3.388 |
0.612 |
16.6% |
0.079 |
2.1% |
47% |
False |
False |
5,226 |
| 60 |
4.000 |
3.250 |
0.750 |
20.4% |
0.075 |
2.0% |
57% |
False |
False |
4,060 |
| 80 |
4.000 |
3.250 |
0.750 |
20.4% |
0.074 |
2.0% |
57% |
False |
False |
3,348 |
| 100 |
4.000 |
3.250 |
0.750 |
20.4% |
0.073 |
2.0% |
57% |
False |
False |
2,916 |
| 120 |
4.000 |
3.170 |
0.830 |
22.6% |
0.071 |
1.9% |
61% |
False |
False |
2,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.945 |
|
2.618 |
3.852 |
|
1.618 |
3.795 |
|
1.000 |
3.760 |
|
0.618 |
3.738 |
|
HIGH |
3.703 |
|
0.618 |
3.681 |
|
0.500 |
3.675 |
|
0.382 |
3.668 |
|
LOW |
3.646 |
|
0.618 |
3.611 |
|
1.000 |
3.589 |
|
1.618 |
3.554 |
|
2.618 |
3.497 |
|
4.250 |
3.404 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.676 |
3.741 |
| PP |
3.675 |
3.720 |
| S1 |
3.675 |
3.698 |
|