NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.835 |
3.895 |
0.060 |
1.6% |
3.798 |
| High |
3.910 |
3.933 |
0.023 |
0.6% |
3.933 |
| Low |
3.786 |
3.830 |
0.044 |
1.2% |
3.710 |
| Close |
3.903 |
3.901 |
-0.002 |
-0.1% |
3.901 |
| Range |
0.124 |
0.103 |
-0.021 |
-16.9% |
0.223 |
| ATR |
0.125 |
0.123 |
-0.002 |
-1.2% |
0.000 |
| Volume |
134,413 |
50,250 |
-84,163 |
-62.6% |
397,926 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.152 |
3.958 |
|
| R3 |
4.094 |
4.049 |
3.929 |
|
| R2 |
3.991 |
3.991 |
3.920 |
|
| R1 |
3.946 |
3.946 |
3.910 |
3.969 |
| PP |
3.888 |
3.888 |
3.888 |
3.899 |
| S1 |
3.843 |
3.843 |
3.892 |
3.866 |
| S2 |
3.785 |
3.785 |
3.882 |
|
| S3 |
3.682 |
3.740 |
3.873 |
|
| S4 |
3.579 |
3.637 |
3.844 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.517 |
4.432 |
4.024 |
|
| R3 |
4.294 |
4.209 |
3.962 |
|
| R2 |
4.071 |
4.071 |
3.942 |
|
| R1 |
3.986 |
3.986 |
3.921 |
4.029 |
| PP |
3.848 |
3.848 |
3.848 |
3.869 |
| S1 |
3.763 |
3.763 |
3.881 |
3.806 |
| S2 |
3.625 |
3.625 |
3.860 |
|
| S3 |
3.402 |
3.540 |
3.840 |
|
| S4 |
3.179 |
3.317 |
3.778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.933 |
3.662 |
0.271 |
6.9% |
0.122 |
3.1% |
88% |
True |
False |
102,562 |
| 10 |
3.933 |
3.470 |
0.463 |
11.9% |
0.134 |
3.4% |
93% |
True |
False |
118,474 |
| 20 |
3.933 |
3.470 |
0.463 |
11.9% |
0.122 |
3.1% |
93% |
True |
False |
109,404 |
| 40 |
3.970 |
3.470 |
0.500 |
12.8% |
0.122 |
3.1% |
86% |
False |
False |
97,685 |
| 60 |
3.970 |
3.055 |
0.915 |
23.5% |
0.117 |
3.0% |
92% |
False |
False |
78,649 |
| 80 |
3.970 |
3.055 |
0.915 |
23.5% |
0.115 |
3.0% |
92% |
False |
False |
65,197 |
| 100 |
3.970 |
3.055 |
0.915 |
23.5% |
0.113 |
2.9% |
92% |
False |
False |
55,474 |
| 120 |
3.970 |
2.962 |
1.008 |
25.8% |
0.112 |
2.9% |
93% |
False |
False |
48,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.371 |
|
2.618 |
4.203 |
|
1.618 |
4.100 |
|
1.000 |
4.036 |
|
0.618 |
3.997 |
|
HIGH |
3.933 |
|
0.618 |
3.894 |
|
0.500 |
3.882 |
|
0.382 |
3.869 |
|
LOW |
3.830 |
|
0.618 |
3.766 |
|
1.000 |
3.727 |
|
1.618 |
3.663 |
|
2.618 |
3.560 |
|
4.250 |
3.392 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.895 |
3.877 |
| PP |
3.888 |
3.853 |
| S1 |
3.882 |
3.829 |
|