NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.578 |
3.719 |
0.141 |
3.9% |
3.942 |
| High |
3.751 |
3.784 |
0.033 |
0.9% |
3.942 |
| Low |
3.571 |
3.662 |
0.091 |
2.5% |
3.592 |
| Close |
3.741 |
3.720 |
-0.021 |
-0.6% |
3.607 |
| Range |
0.180 |
0.122 |
-0.058 |
-32.2% |
0.350 |
| ATR |
0.103 |
0.104 |
0.001 |
1.3% |
0.000 |
| Volume |
5,326 |
6,727 |
1,401 |
26.3% |
33,973 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.088 |
4.026 |
3.787 |
|
| R3 |
3.966 |
3.904 |
3.754 |
|
| R2 |
3.844 |
3.844 |
3.742 |
|
| R1 |
3.782 |
3.782 |
3.731 |
3.813 |
| PP |
3.722 |
3.722 |
3.722 |
3.738 |
| S1 |
3.660 |
3.660 |
3.709 |
3.691 |
| S2 |
3.600 |
3.600 |
3.698 |
|
| S3 |
3.478 |
3.538 |
3.686 |
|
| S4 |
3.356 |
3.416 |
3.653 |
|
|
| 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 |
3.784 |
3.571 |
0.213 |
5.7% |
0.110 |
3.0% |
70% |
True |
False |
7,172 |
| 10 |
4.015 |
3.571 |
0.444 |
11.9% |
0.104 |
2.8% |
34% |
False |
False |
6,824 |
| 20 |
4.015 |
3.571 |
0.444 |
11.9% |
0.098 |
2.6% |
34% |
False |
False |
6,983 |
| 40 |
4.015 |
3.571 |
0.444 |
11.9% |
0.090 |
2.4% |
34% |
False |
False |
6,291 |
| 60 |
4.015 |
3.450 |
0.565 |
15.2% |
0.084 |
2.2% |
48% |
False |
False |
5,726 |
| 80 |
4.015 |
3.250 |
0.765 |
20.6% |
0.081 |
2.2% |
61% |
False |
False |
4,883 |
| 100 |
4.015 |
3.250 |
0.765 |
20.6% |
0.079 |
2.1% |
61% |
False |
False |
4,163 |
| 120 |
4.015 |
3.250 |
0.765 |
20.6% |
0.078 |
2.1% |
61% |
False |
False |
3,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.303 |
|
2.618 |
4.103 |
|
1.618 |
3.981 |
|
1.000 |
3.906 |
|
0.618 |
3.859 |
|
HIGH |
3.784 |
|
0.618 |
3.737 |
|
0.500 |
3.723 |
|
0.382 |
3.709 |
|
LOW |
3.662 |
|
0.618 |
3.587 |
|
1.000 |
3.540 |
|
1.618 |
3.465 |
|
2.618 |
3.343 |
|
4.250 |
3.144 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.723 |
3.706 |
| PP |
3.722 |
3.692 |
| S1 |
3.721 |
3.678 |
|