NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.783 |
3.760 |
-0.023 |
-0.6% |
3.533 |
| High |
3.827 |
3.830 |
0.003 |
0.1% |
3.620 |
| Low |
3.724 |
3.680 |
-0.044 |
-1.2% |
3.482 |
| Close |
3.760 |
3.703 |
-0.057 |
-1.5% |
3.503 |
| Range |
0.103 |
0.150 |
0.047 |
45.6% |
0.138 |
| ATR |
0.122 |
0.124 |
0.002 |
1.7% |
0.000 |
| Volume |
137,195 |
162,224 |
25,029 |
18.2% |
500,755 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.188 |
4.095 |
3.786 |
|
| R3 |
4.038 |
3.945 |
3.744 |
|
| R2 |
3.888 |
3.888 |
3.731 |
|
| R1 |
3.795 |
3.795 |
3.717 |
3.767 |
| PP |
3.738 |
3.738 |
3.738 |
3.723 |
| S1 |
3.645 |
3.645 |
3.689 |
3.617 |
| S2 |
3.588 |
3.588 |
3.676 |
|
| S3 |
3.438 |
3.495 |
3.662 |
|
| S4 |
3.288 |
3.345 |
3.621 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.949 |
3.864 |
3.579 |
|
| R3 |
3.811 |
3.726 |
3.541 |
|
| R2 |
3.673 |
3.673 |
3.528 |
|
| R1 |
3.588 |
3.588 |
3.516 |
3.562 |
| PP |
3.535 |
3.535 |
3.535 |
3.522 |
| S1 |
3.450 |
3.450 |
3.490 |
3.424 |
| S2 |
3.397 |
3.397 |
3.478 |
|
| S3 |
3.259 |
3.312 |
3.465 |
|
| S4 |
3.121 |
3.174 |
3.427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.830 |
3.470 |
0.360 |
9.7% |
0.146 |
3.9% |
65% |
True |
False |
134,386 |
| 10 |
3.830 |
3.470 |
0.360 |
9.7% |
0.124 |
3.3% |
65% |
True |
False |
118,874 |
| 20 |
3.970 |
3.470 |
0.500 |
13.5% |
0.125 |
3.4% |
47% |
False |
False |
108,649 |
| 40 |
3.970 |
3.240 |
0.730 |
19.7% |
0.120 |
3.3% |
63% |
False |
False |
89,839 |
| 60 |
3.970 |
3.055 |
0.915 |
24.7% |
0.116 |
3.1% |
71% |
False |
False |
72,237 |
| 80 |
3.970 |
3.055 |
0.915 |
24.7% |
0.114 |
3.1% |
71% |
False |
False |
59,965 |
| 100 |
3.970 |
3.055 |
0.915 |
24.7% |
0.113 |
3.0% |
71% |
False |
False |
51,269 |
| 120 |
3.970 |
2.962 |
1.008 |
27.2% |
0.111 |
3.0% |
74% |
False |
False |
45,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.468 |
|
2.618 |
4.223 |
|
1.618 |
4.073 |
|
1.000 |
3.980 |
|
0.618 |
3.923 |
|
HIGH |
3.830 |
|
0.618 |
3.773 |
|
0.500 |
3.755 |
|
0.382 |
3.737 |
|
LOW |
3.680 |
|
0.618 |
3.587 |
|
1.000 |
3.530 |
|
1.618 |
3.437 |
|
2.618 |
3.287 |
|
4.250 |
3.043 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.755 |
3.700 |
| PP |
3.738 |
3.698 |
| S1 |
3.720 |
3.695 |
|