NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 07-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
3.673 |
3.724 |
0.051 |
1.4% |
3.863 |
High |
3.744 |
3.727 |
-0.017 |
-0.5% |
3.944 |
Low |
3.643 |
3.691 |
0.048 |
1.3% |
3.658 |
Close |
3.744 |
3.717 |
-0.027 |
-0.7% |
3.681 |
Range |
0.101 |
0.036 |
-0.065 |
-64.4% |
0.286 |
ATR |
0.088 |
0.085 |
-0.002 |
-2.8% |
0.000 |
Volume |
3,190 |
6,806 |
3,616 |
113.4% |
22,798 |
|
Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.820 |
3.804 |
3.737 |
|
R3 |
3.784 |
3.768 |
3.727 |
|
R2 |
3.748 |
3.748 |
3.724 |
|
R1 |
3.732 |
3.732 |
3.720 |
3.722 |
PP |
3.712 |
3.712 |
3.712 |
3.707 |
S1 |
3.696 |
3.696 |
3.714 |
3.686 |
S2 |
3.676 |
3.676 |
3.710 |
|
S3 |
3.640 |
3.660 |
3.707 |
|
S4 |
3.604 |
3.624 |
3.697 |
|
|
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 |
3.836 |
3.643 |
0.193 |
5.2% |
0.075 |
2.0% |
38% |
False |
False |
4,987 |
10 |
3.944 |
3.643 |
0.301 |
8.1% |
0.083 |
2.2% |
25% |
False |
False |
4,845 |
20 |
4.000 |
3.643 |
0.357 |
9.6% |
0.081 |
2.2% |
21% |
False |
False |
5,600 |
40 |
4.000 |
3.450 |
0.550 |
14.8% |
0.076 |
2.1% |
49% |
False |
False |
5,097 |
60 |
4.000 |
3.250 |
0.750 |
20.2% |
0.075 |
2.0% |
62% |
False |
False |
4,183 |
80 |
4.000 |
3.250 |
0.750 |
20.2% |
0.074 |
2.0% |
62% |
False |
False |
3,459 |
100 |
4.000 |
3.250 |
0.750 |
20.2% |
0.073 |
2.0% |
62% |
False |
False |
2,991 |
120 |
4.000 |
3.170 |
0.830 |
22.3% |
0.071 |
1.9% |
66% |
False |
False |
2,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.880 |
2.618 |
3.821 |
1.618 |
3.785 |
1.000 |
3.763 |
0.618 |
3.749 |
HIGH |
3.727 |
0.618 |
3.713 |
0.500 |
3.709 |
0.382 |
3.705 |
LOW |
3.691 |
0.618 |
3.669 |
1.000 |
3.655 |
1.618 |
3.633 |
2.618 |
3.597 |
4.250 |
3.538 |
|
|
Fisher Pivots for day following 07-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
3.714 |
3.709 |
PP |
3.712 |
3.701 |
S1 |
3.709 |
3.694 |
|