NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.715 |
3.798 |
0.083 |
2.2% |
3.496 |
| High |
3.803 |
3.835 |
0.032 |
0.8% |
3.830 |
| Low |
3.662 |
3.710 |
0.048 |
1.3% |
3.470 |
| Close |
3.790 |
3.719 |
-0.071 |
-1.9% |
3.790 |
| Range |
0.141 |
0.125 |
-0.016 |
-11.3% |
0.360 |
| ATR |
0.125 |
0.125 |
0.000 |
0.0% |
0.000 |
| Volume |
114,884 |
119,997 |
5,113 |
4.5% |
674,135 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.130 |
4.049 |
3.788 |
|
| R3 |
4.005 |
3.924 |
3.753 |
|
| R2 |
3.880 |
3.880 |
3.742 |
|
| R1 |
3.799 |
3.799 |
3.730 |
3.777 |
| PP |
3.755 |
3.755 |
3.755 |
3.744 |
| S1 |
3.674 |
3.674 |
3.708 |
3.652 |
| S2 |
3.630 |
3.630 |
3.696 |
|
| S3 |
3.505 |
3.549 |
3.685 |
|
| S4 |
3.380 |
3.424 |
3.650 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.777 |
4.643 |
3.988 |
|
| R3 |
4.417 |
4.283 |
3.889 |
|
| R2 |
4.057 |
4.057 |
3.856 |
|
| R1 |
3.923 |
3.923 |
3.823 |
3.990 |
| PP |
3.697 |
3.697 |
3.697 |
3.730 |
| S1 |
3.563 |
3.563 |
3.757 |
3.630 |
| S2 |
3.337 |
3.337 |
3.724 |
|
| S3 |
2.977 |
3.203 |
3.691 |
|
| S4 |
2.617 |
2.843 |
3.592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.835 |
3.560 |
0.275 |
7.4% |
0.147 |
3.9% |
58% |
True |
False |
139,464 |
| 10 |
3.835 |
3.470 |
0.365 |
9.8% |
0.126 |
3.4% |
68% |
True |
False |
120,915 |
| 20 |
3.880 |
3.470 |
0.410 |
11.0% |
0.123 |
3.3% |
61% |
False |
False |
111,093 |
| 40 |
3.970 |
3.327 |
0.643 |
17.3% |
0.122 |
3.3% |
61% |
False |
False |
93,791 |
| 60 |
3.970 |
3.055 |
0.915 |
24.6% |
0.116 |
3.1% |
73% |
False |
False |
75,222 |
| 80 |
3.970 |
3.055 |
0.915 |
24.6% |
0.115 |
3.1% |
73% |
False |
False |
62,437 |
| 100 |
3.970 |
3.055 |
0.915 |
24.6% |
0.112 |
3.0% |
73% |
False |
False |
53,286 |
| 120 |
3.970 |
2.962 |
1.008 |
27.1% |
0.111 |
3.0% |
75% |
False |
False |
46,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.366 |
|
2.618 |
4.162 |
|
1.618 |
4.037 |
|
1.000 |
3.960 |
|
0.618 |
3.912 |
|
HIGH |
3.835 |
|
0.618 |
3.787 |
|
0.500 |
3.773 |
|
0.382 |
3.758 |
|
LOW |
3.710 |
|
0.618 |
3.633 |
|
1.000 |
3.585 |
|
1.618 |
3.508 |
|
2.618 |
3.383 |
|
4.250 |
3.179 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.773 |
3.749 |
| PP |
3.755 |
3.739 |
| S1 |
3.737 |
3.729 |
|