NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.580 |
3.600 |
0.020 |
0.6% |
3.942 |
| High |
3.667 |
3.634 |
-0.033 |
-0.9% |
3.942 |
| Low |
3.580 |
3.585 |
0.005 |
0.1% |
3.592 |
| Close |
3.640 |
3.596 |
-0.044 |
-1.2% |
3.607 |
| Range |
0.087 |
0.049 |
-0.038 |
-43.7% |
0.350 |
| ATR |
0.100 |
0.097 |
-0.003 |
-3.2% |
0.000 |
| Volume |
9,429 |
5,649 |
-3,780 |
-40.1% |
33,973 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.752 |
3.723 |
3.623 |
|
| R3 |
3.703 |
3.674 |
3.609 |
|
| R2 |
3.654 |
3.654 |
3.605 |
|
| R1 |
3.625 |
3.625 |
3.600 |
3.615 |
| PP |
3.605 |
3.605 |
3.605 |
3.600 |
| S1 |
3.576 |
3.576 |
3.592 |
3.566 |
| S2 |
3.556 |
3.556 |
3.587 |
|
| S3 |
3.507 |
3.527 |
3.583 |
|
| S4 |
3.458 |
3.478 |
3.569 |
|
|
| 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 |
3.865 |
3.580 |
0.285 |
7.9% |
0.102 |
2.8% |
6% |
False |
False |
7,502 |
| 10 |
4.015 |
3.580 |
0.435 |
12.1% |
0.092 |
2.6% |
4% |
False |
False |
6,377 |
| 20 |
4.015 |
3.580 |
0.435 |
12.1% |
0.090 |
2.5% |
4% |
False |
False |
6,880 |
| 40 |
4.015 |
3.580 |
0.435 |
12.1% |
0.086 |
2.4% |
4% |
False |
False |
6,291 |
| 60 |
4.015 |
3.388 |
0.627 |
17.4% |
0.082 |
2.3% |
33% |
False |
False |
5,778 |
| 80 |
4.015 |
3.250 |
0.765 |
21.3% |
0.079 |
2.2% |
45% |
False |
False |
4,765 |
| 100 |
4.015 |
3.250 |
0.765 |
21.3% |
0.077 |
2.2% |
45% |
False |
False |
4,054 |
| 120 |
4.015 |
3.250 |
0.765 |
21.3% |
0.076 |
2.1% |
45% |
False |
False |
3,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.842 |
|
2.618 |
3.762 |
|
1.618 |
3.713 |
|
1.000 |
3.683 |
|
0.618 |
3.664 |
|
HIGH |
3.634 |
|
0.618 |
3.615 |
|
0.500 |
3.610 |
|
0.382 |
3.604 |
|
LOW |
3.585 |
|
0.618 |
3.555 |
|
1.000 |
3.536 |
|
1.618 |
3.506 |
|
2.618 |
3.457 |
|
4.250 |
3.377 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.610 |
3.642 |
| PP |
3.605 |
3.626 |
| S1 |
3.601 |
3.611 |
|