NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.864 |
3.745 |
-0.119 |
-3.1% |
3.798 |
| High |
3.868 |
3.774 |
-0.094 |
-2.4% |
3.933 |
| Low |
3.704 |
3.710 |
0.006 |
0.2% |
3.710 |
| Close |
3.730 |
3.769 |
0.039 |
1.0% |
3.901 |
| Range |
0.164 |
0.064 |
-0.100 |
-61.0% |
0.223 |
| ATR |
0.128 |
0.124 |
-0.005 |
-3.6% |
0.000 |
| Volume |
85,879 |
73,618 |
-12,261 |
-14.3% |
397,926 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.943 |
3.920 |
3.804 |
|
| R3 |
3.879 |
3.856 |
3.787 |
|
| R2 |
3.815 |
3.815 |
3.781 |
|
| R1 |
3.792 |
3.792 |
3.775 |
3.804 |
| PP |
3.751 |
3.751 |
3.751 |
3.757 |
| S1 |
3.728 |
3.728 |
3.763 |
3.740 |
| S2 |
3.687 |
3.687 |
3.757 |
|
| S3 |
3.623 |
3.664 |
3.751 |
|
| S4 |
3.559 |
3.600 |
3.734 |
|
|
| 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 |
3.704 |
0.229 |
6.1% |
0.114 |
3.0% |
28% |
False |
False |
87,485 |
| 10 |
3.933 |
3.560 |
0.373 |
9.9% |
0.131 |
3.5% |
56% |
False |
False |
113,474 |
| 20 |
3.933 |
3.470 |
0.463 |
12.3% |
0.122 |
3.2% |
65% |
False |
False |
107,398 |
| 40 |
3.970 |
3.470 |
0.500 |
13.3% |
0.123 |
3.3% |
60% |
False |
False |
97,610 |
| 60 |
3.970 |
3.055 |
0.915 |
24.3% |
0.117 |
3.1% |
78% |
False |
False |
80,175 |
| 80 |
3.970 |
3.055 |
0.915 |
24.3% |
0.114 |
3.0% |
78% |
False |
False |
66,381 |
| 100 |
3.970 |
3.055 |
0.915 |
24.3% |
0.112 |
3.0% |
78% |
False |
False |
56,884 |
| 120 |
3.970 |
2.962 |
1.008 |
26.7% |
0.112 |
3.0% |
80% |
False |
False |
50,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.046 |
|
2.618 |
3.942 |
|
1.618 |
3.878 |
|
1.000 |
3.838 |
|
0.618 |
3.814 |
|
HIGH |
3.774 |
|
0.618 |
3.750 |
|
0.500 |
3.742 |
|
0.382 |
3.734 |
|
LOW |
3.710 |
|
0.618 |
3.670 |
|
1.000 |
3.646 |
|
1.618 |
3.606 |
|
2.618 |
3.542 |
|
4.250 |
3.438 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.760 |
3.819 |
| PP |
3.751 |
3.802 |
| S1 |
3.742 |
3.786 |
|