NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.798 |
3.730 |
-0.068 |
-1.8% |
3.496 |
| High |
3.835 |
3.842 |
0.007 |
0.2% |
3.830 |
| Low |
3.710 |
3.725 |
0.015 |
0.4% |
3.470 |
| Close |
3.719 |
3.832 |
0.113 |
3.0% |
3.790 |
| Range |
0.125 |
0.117 |
-0.008 |
-6.4% |
0.360 |
| ATR |
0.125 |
0.125 |
0.000 |
-0.1% |
0.000 |
| Volume |
119,997 |
93,266 |
-26,731 |
-22.3% |
674,135 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.151 |
4.108 |
3.896 |
|
| R3 |
4.034 |
3.991 |
3.864 |
|
| R2 |
3.917 |
3.917 |
3.853 |
|
| R1 |
3.874 |
3.874 |
3.843 |
3.896 |
| PP |
3.800 |
3.800 |
3.800 |
3.810 |
| S1 |
3.757 |
3.757 |
3.821 |
3.779 |
| S2 |
3.683 |
3.683 |
3.811 |
|
| S3 |
3.566 |
3.640 |
3.800 |
|
| S4 |
3.449 |
3.523 |
3.768 |
|
|
| 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 |
3.842 |
3.662 |
0.180 |
4.7% |
0.127 |
3.3% |
94% |
True |
False |
125,513 |
| 10 |
3.842 |
3.470 |
0.372 |
9.7% |
0.127 |
3.3% |
97% |
True |
False |
120,810 |
| 20 |
3.880 |
3.470 |
0.410 |
10.7% |
0.123 |
3.2% |
88% |
False |
False |
110,920 |
| 40 |
3.970 |
3.373 |
0.597 |
15.6% |
0.123 |
3.2% |
77% |
False |
False |
95,456 |
| 60 |
3.970 |
3.055 |
0.915 |
23.9% |
0.116 |
3.0% |
85% |
False |
False |
76,432 |
| 80 |
3.970 |
3.055 |
0.915 |
23.9% |
0.115 |
3.0% |
85% |
False |
False |
63,413 |
| 100 |
3.970 |
3.055 |
0.915 |
23.9% |
0.113 |
2.9% |
85% |
False |
False |
53,963 |
| 120 |
3.970 |
2.962 |
1.008 |
26.3% |
0.111 |
2.9% |
86% |
False |
False |
47,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.339 |
|
2.618 |
4.148 |
|
1.618 |
4.031 |
|
1.000 |
3.959 |
|
0.618 |
3.914 |
|
HIGH |
3.842 |
|
0.618 |
3.797 |
|
0.500 |
3.784 |
|
0.382 |
3.770 |
|
LOW |
3.725 |
|
0.618 |
3.653 |
|
1.000 |
3.608 |
|
1.618 |
3.536 |
|
2.618 |
3.419 |
|
4.250 |
3.228 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.816 |
3.805 |
| PP |
3.800 |
3.779 |
| S1 |
3.784 |
3.752 |
|