NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.676 |
3.580 |
-0.096 |
-2.6% |
3.942 |
| High |
3.703 |
3.667 |
-0.036 |
-1.0% |
3.942 |
| Low |
3.592 |
3.580 |
-0.012 |
-0.3% |
3.592 |
| Close |
3.607 |
3.640 |
0.033 |
0.9% |
3.607 |
| Range |
0.111 |
0.087 |
-0.024 |
-21.6% |
0.350 |
| ATR |
0.101 |
0.100 |
-0.001 |
-1.0% |
0.000 |
| Volume |
8,730 |
9,429 |
699 |
8.0% |
33,973 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.890 |
3.852 |
3.688 |
|
| R3 |
3.803 |
3.765 |
3.664 |
|
| R2 |
3.716 |
3.716 |
3.656 |
|
| R1 |
3.678 |
3.678 |
3.648 |
3.697 |
| PP |
3.629 |
3.629 |
3.629 |
3.639 |
| S1 |
3.591 |
3.591 |
3.632 |
3.610 |
| S2 |
3.542 |
3.542 |
3.624 |
|
| S3 |
3.455 |
3.504 |
3.616 |
|
| S4 |
3.368 |
3.417 |
3.592 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.764 |
4.535 |
3.800 |
|
| R3 |
4.414 |
4.185 |
3.703 |
|
| R2 |
4.064 |
4.064 |
3.671 |
|
| R1 |
3.835 |
3.835 |
3.639 |
3.775 |
| PP |
3.714 |
3.714 |
3.714 |
3.683 |
| S1 |
3.485 |
3.485 |
3.575 |
3.425 |
| S2 |
3.364 |
3.364 |
3.543 |
|
| S3 |
3.014 |
3.135 |
3.511 |
|
| S4 |
2.664 |
2.785 |
3.415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.902 |
3.580 |
0.322 |
8.8% |
0.103 |
2.8% |
19% |
False |
True |
7,846 |
| 10 |
4.015 |
3.580 |
0.435 |
12.0% |
0.095 |
2.6% |
14% |
False |
True |
6,290 |
| 20 |
4.015 |
3.580 |
0.435 |
12.0% |
0.090 |
2.5% |
14% |
False |
True |
6,897 |
| 40 |
4.015 |
3.580 |
0.435 |
12.0% |
0.087 |
2.4% |
14% |
False |
True |
6,295 |
| 60 |
4.015 |
3.277 |
0.738 |
20.3% |
0.084 |
2.3% |
49% |
False |
False |
5,752 |
| 80 |
4.015 |
3.250 |
0.765 |
21.0% |
0.078 |
2.2% |
51% |
False |
False |
4,743 |
| 100 |
4.015 |
3.250 |
0.765 |
21.0% |
0.077 |
2.1% |
51% |
False |
False |
4,015 |
| 120 |
4.015 |
3.170 |
0.845 |
23.2% |
0.077 |
2.1% |
56% |
False |
False |
3,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.037 |
|
2.618 |
3.895 |
|
1.618 |
3.808 |
|
1.000 |
3.754 |
|
0.618 |
3.721 |
|
HIGH |
3.667 |
|
0.618 |
3.634 |
|
0.500 |
3.624 |
|
0.382 |
3.613 |
|
LOW |
3.580 |
|
0.618 |
3.526 |
|
1.000 |
3.493 |
|
1.618 |
3.439 |
|
2.618 |
3.352 |
|
4.250 |
3.210 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.635 |
3.693 |
| PP |
3.629 |
3.675 |
| S1 |
3.624 |
3.658 |
|