NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.700 |
3.643 |
-0.057 |
-1.5% |
3.651 |
| High |
3.700 |
3.726 |
0.026 |
0.7% |
3.749 |
| Low |
3.630 |
3.630 |
0.000 |
0.0% |
3.630 |
| Close |
3.650 |
3.710 |
0.060 |
1.6% |
3.650 |
| Range |
0.070 |
0.096 |
0.026 |
37.1% |
0.119 |
| ATR |
0.088 |
0.088 |
0.001 |
0.7% |
0.000 |
| Volume |
6,905 |
7,881 |
976 |
14.1% |
31,037 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.977 |
3.939 |
3.763 |
|
| R3 |
3.881 |
3.843 |
3.736 |
|
| R2 |
3.785 |
3.785 |
3.728 |
|
| R1 |
3.747 |
3.747 |
3.719 |
3.766 |
| PP |
3.689 |
3.689 |
3.689 |
3.698 |
| S1 |
3.651 |
3.651 |
3.701 |
3.670 |
| S2 |
3.593 |
3.593 |
3.692 |
|
| S3 |
3.497 |
3.555 |
3.684 |
|
| S4 |
3.401 |
3.459 |
3.657 |
|
|
| 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 |
3.2% |
0.078 |
2.1% |
67% |
False |
True |
6,585 |
| 10 |
3.906 |
3.630 |
0.276 |
7.4% |
0.081 |
2.2% |
29% |
False |
True |
5,763 |
| 20 |
4.000 |
3.630 |
0.370 |
10.0% |
0.081 |
2.2% |
22% |
False |
True |
5,299 |
| 40 |
4.000 |
3.450 |
0.550 |
14.8% |
0.078 |
2.1% |
47% |
False |
False |
5,397 |
| 60 |
4.000 |
3.250 |
0.750 |
20.2% |
0.078 |
2.1% |
61% |
False |
False |
4,498 |
| 80 |
4.000 |
3.250 |
0.750 |
20.2% |
0.075 |
2.0% |
61% |
False |
False |
3,707 |
| 100 |
4.000 |
3.250 |
0.750 |
20.2% |
0.074 |
2.0% |
61% |
False |
False |
3,179 |
| 120 |
4.000 |
3.170 |
0.830 |
22.4% |
0.072 |
1.9% |
65% |
False |
False |
2,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.134 |
|
2.618 |
3.977 |
|
1.618 |
3.881 |
|
1.000 |
3.822 |
|
0.618 |
3.785 |
|
HIGH |
3.726 |
|
0.618 |
3.689 |
|
0.500 |
3.678 |
|
0.382 |
3.667 |
|
LOW |
3.630 |
|
0.618 |
3.571 |
|
1.000 |
3.534 |
|
1.618 |
3.475 |
|
2.618 |
3.379 |
|
4.250 |
3.222 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.699 |
3.703 |
| PP |
3.689 |
3.696 |
| S1 |
3.678 |
3.690 |
|