NYMEX Natural Gas Future May 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 |
3.684 |
3.700 |
0.016 |
0.4% |
3.651 |
| High |
3.749 |
3.700 |
-0.049 |
-1.3% |
3.749 |
| Low |
3.661 |
3.630 |
-0.031 |
-0.8% |
3.630 |
| Close |
3.743 |
3.650 |
-0.093 |
-2.5% |
3.650 |
| Range |
0.088 |
0.070 |
-0.018 |
-20.5% |
0.119 |
| ATR |
0.086 |
0.088 |
0.002 |
2.3% |
0.000 |
| Volume |
8,145 |
6,905 |
-1,240 |
-15.2% |
31,037 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.870 |
3.830 |
3.689 |
|
| R3 |
3.800 |
3.760 |
3.669 |
|
| R2 |
3.730 |
3.730 |
3.663 |
|
| R1 |
3.690 |
3.690 |
3.656 |
3.675 |
| PP |
3.660 |
3.660 |
3.660 |
3.653 |
| S1 |
3.620 |
3.620 |
3.644 |
3.605 |
| S2 |
3.590 |
3.590 |
3.637 |
|
| S3 |
3.520 |
3.550 |
3.631 |
|
| S4 |
3.450 |
3.480 |
3.612 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.033 |
3.961 |
3.715 |
|
| R3 |
3.914 |
3.842 |
3.683 |
|
| R2 |
3.795 |
3.795 |
3.672 |
|
| R1 |
3.723 |
3.723 |
3.661 |
3.700 |
| PP |
3.676 |
3.676 |
3.676 |
3.665 |
| S1 |
3.604 |
3.604 |
3.639 |
3.581 |
| S2 |
3.557 |
3.557 |
3.628 |
|
| S3 |
3.438 |
3.485 |
3.617 |
|
| S4 |
3.319 |
3.366 |
3.585 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.749 |
3.630 |
0.119 |
3.3% |
0.070 |
1.9% |
17% |
False |
True |
6,207 |
| 10 |
3.944 |
3.630 |
0.314 |
8.6% |
0.081 |
2.2% |
6% |
False |
True |
5,383 |
| 20 |
4.000 |
3.630 |
0.370 |
10.1% |
0.081 |
2.2% |
5% |
False |
True |
5,334 |
| 40 |
4.000 |
3.450 |
0.550 |
15.1% |
0.077 |
2.1% |
36% |
False |
False |
5,236 |
| 60 |
4.000 |
3.250 |
0.750 |
20.5% |
0.077 |
2.1% |
53% |
False |
False |
4,392 |
| 80 |
4.000 |
3.250 |
0.750 |
20.5% |
0.074 |
2.0% |
53% |
False |
False |
3,618 |
| 100 |
4.000 |
3.250 |
0.750 |
20.5% |
0.074 |
2.0% |
53% |
False |
False |
3,107 |
| 120 |
4.000 |
3.170 |
0.830 |
22.7% |
0.071 |
2.0% |
58% |
False |
False |
2,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.998 |
|
2.618 |
3.883 |
|
1.618 |
3.813 |
|
1.000 |
3.770 |
|
0.618 |
3.743 |
|
HIGH |
3.700 |
|
0.618 |
3.673 |
|
0.500 |
3.665 |
|
0.382 |
3.657 |
|
LOW |
3.630 |
|
0.618 |
3.587 |
|
1.000 |
3.560 |
|
1.618 |
3.517 |
|
2.618 |
3.447 |
|
4.250 |
3.333 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.665 |
3.690 |
| PP |
3.660 |
3.676 |
| S1 |
3.655 |
3.663 |
|