NYMEX Natural Gas Future May 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 |
3.651 |
3.673 |
0.022 |
0.6% |
3.863 |
| High |
3.703 |
3.744 |
0.041 |
1.1% |
3.944 |
| Low |
3.646 |
3.643 |
-0.003 |
-0.1% |
3.658 |
| Close |
3.677 |
3.744 |
0.067 |
1.8% |
3.681 |
| Range |
0.057 |
0.101 |
0.044 |
77.2% |
0.286 |
| ATR |
0.087 |
0.088 |
0.001 |
1.2% |
0.000 |
| Volume |
5,991 |
3,190 |
-2,801 |
-46.8% |
22,798 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.013 |
3.980 |
3.800 |
|
| R3 |
3.912 |
3.879 |
3.772 |
|
| R2 |
3.811 |
3.811 |
3.763 |
|
| R1 |
3.778 |
3.778 |
3.753 |
3.795 |
| PP |
3.710 |
3.710 |
3.710 |
3.719 |
| S1 |
3.677 |
3.677 |
3.735 |
3.694 |
| S2 |
3.609 |
3.609 |
3.725 |
|
| S3 |
3.508 |
3.576 |
3.716 |
|
| S4 |
3.407 |
3.475 |
3.688 |
|
|
| 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 |
3.864 |
3.643 |
0.221 |
5.9% |
0.081 |
2.2% |
46% |
False |
True |
4,706 |
| 10 |
3.944 |
3.643 |
0.301 |
8.0% |
0.089 |
2.4% |
34% |
False |
True |
4,441 |
| 20 |
4.000 |
3.643 |
0.357 |
9.5% |
0.083 |
2.2% |
28% |
False |
True |
5,607 |
| 40 |
4.000 |
3.450 |
0.550 |
14.7% |
0.078 |
2.1% |
53% |
False |
False |
5,226 |
| 60 |
4.000 |
3.250 |
0.750 |
20.0% |
0.076 |
2.0% |
66% |
False |
False |
4,089 |
| 80 |
4.000 |
3.250 |
0.750 |
20.0% |
0.074 |
2.0% |
66% |
False |
False |
3,381 |
| 100 |
4.000 |
3.250 |
0.750 |
20.0% |
0.074 |
2.0% |
66% |
False |
False |
2,931 |
| 120 |
4.000 |
3.170 |
0.830 |
22.2% |
0.071 |
1.9% |
69% |
False |
False |
2,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.173 |
|
2.618 |
4.008 |
|
1.618 |
3.907 |
|
1.000 |
3.845 |
|
0.618 |
3.806 |
|
HIGH |
3.744 |
|
0.618 |
3.705 |
|
0.500 |
3.694 |
|
0.382 |
3.682 |
|
LOW |
3.643 |
|
0.618 |
3.581 |
|
1.000 |
3.542 |
|
1.618 |
3.480 |
|
2.618 |
3.379 |
|
4.250 |
3.214 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.727 |
3.732 |
| PP |
3.710 |
3.719 |
| S1 |
3.694 |
3.707 |
|