NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.600 |
3.578 |
-0.022 |
-0.6% |
3.942 |
| High |
3.634 |
3.751 |
0.117 |
3.2% |
3.942 |
| Low |
3.585 |
3.571 |
-0.014 |
-0.4% |
3.592 |
| Close |
3.596 |
3.741 |
0.145 |
4.0% |
3.607 |
| Range |
0.049 |
0.180 |
0.131 |
267.3% |
0.350 |
| ATR |
0.097 |
0.103 |
0.006 |
6.1% |
0.000 |
| Volume |
5,649 |
5,326 |
-323 |
-5.7% |
33,973 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.228 |
4.164 |
3.840 |
|
| R3 |
4.048 |
3.984 |
3.791 |
|
| R2 |
3.868 |
3.868 |
3.774 |
|
| R1 |
3.804 |
3.804 |
3.758 |
3.836 |
| PP |
3.688 |
3.688 |
3.688 |
3.704 |
| S1 |
3.624 |
3.624 |
3.725 |
3.656 |
| S2 |
3.508 |
3.508 |
3.708 |
|
| S3 |
3.328 |
3.444 |
3.692 |
|
| S4 |
3.148 |
3.264 |
3.642 |
|
|
| 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 |
3.806 |
3.571 |
0.235 |
6.3% |
0.116 |
3.1% |
72% |
False |
True |
7,471 |
| 10 |
4.015 |
3.571 |
0.444 |
11.9% |
0.103 |
2.8% |
38% |
False |
True |
6,527 |
| 20 |
4.015 |
3.571 |
0.444 |
11.9% |
0.094 |
2.5% |
38% |
False |
True |
6,987 |
| 40 |
4.015 |
3.571 |
0.444 |
11.9% |
0.088 |
2.4% |
38% |
False |
True |
6,297 |
| 60 |
4.015 |
3.450 |
0.565 |
15.1% |
0.083 |
2.2% |
52% |
False |
False |
5,813 |
| 80 |
4.015 |
3.250 |
0.765 |
20.4% |
0.080 |
2.1% |
64% |
False |
False |
4,814 |
| 100 |
4.015 |
3.250 |
0.765 |
20.4% |
0.078 |
2.1% |
64% |
False |
False |
4,102 |
| 120 |
4.015 |
3.250 |
0.765 |
20.4% |
0.077 |
2.1% |
64% |
False |
False |
3,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.516 |
|
2.618 |
4.222 |
|
1.618 |
4.042 |
|
1.000 |
3.931 |
|
0.618 |
3.862 |
|
HIGH |
3.751 |
|
0.618 |
3.682 |
|
0.500 |
3.661 |
|
0.382 |
3.640 |
|
LOW |
3.571 |
|
0.618 |
3.460 |
|
1.000 |
3.391 |
|
1.618 |
3.280 |
|
2.618 |
3.100 |
|
4.250 |
2.806 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.714 |
3.714 |
| PP |
3.688 |
3.688 |
| S1 |
3.661 |
3.661 |
|