NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.745 |
3.761 |
0.016 |
0.4% |
3.798 |
| High |
3.774 |
3.769 |
-0.005 |
-0.1% |
3.933 |
| Low |
3.710 |
3.626 |
-0.084 |
-2.3% |
3.710 |
| Close |
3.769 |
3.696 |
-0.073 |
-1.9% |
3.901 |
| Range |
0.064 |
0.143 |
0.079 |
123.4% |
0.223 |
| ATR |
0.124 |
0.125 |
0.001 |
1.1% |
0.000 |
| Volume |
73,618 |
16,085 |
-57,533 |
-78.2% |
397,926 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.126 |
4.054 |
3.775 |
|
| R3 |
3.983 |
3.911 |
3.735 |
|
| R2 |
3.840 |
3.840 |
3.722 |
|
| R1 |
3.768 |
3.768 |
3.709 |
3.733 |
| PP |
3.697 |
3.697 |
3.697 |
3.679 |
| S1 |
3.625 |
3.625 |
3.683 |
3.590 |
| S2 |
3.554 |
3.554 |
3.670 |
|
| S3 |
3.411 |
3.482 |
3.657 |
|
| S4 |
3.268 |
3.339 |
3.617 |
|
|
| 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 |
3.626 |
0.307 |
8.3% |
0.120 |
3.2% |
23% |
False |
True |
72,049 |
| 10 |
3.933 |
3.626 |
0.307 |
8.3% |
0.123 |
3.3% |
23% |
False |
True |
98,781 |
| 20 |
3.933 |
3.470 |
0.463 |
12.5% |
0.120 |
3.3% |
49% |
False |
False |
104,186 |
| 40 |
3.970 |
3.470 |
0.500 |
13.5% |
0.122 |
3.3% |
45% |
False |
False |
95,961 |
| 60 |
3.970 |
3.055 |
0.915 |
24.8% |
0.118 |
3.2% |
70% |
False |
False |
80,039 |
| 80 |
3.970 |
3.055 |
0.915 |
24.8% |
0.114 |
3.1% |
70% |
False |
False |
66,249 |
| 100 |
3.970 |
3.055 |
0.915 |
24.8% |
0.113 |
3.1% |
70% |
False |
False |
56,847 |
| 120 |
3.970 |
2.962 |
1.008 |
27.3% |
0.113 |
3.1% |
73% |
False |
False |
49,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.377 |
|
2.618 |
4.143 |
|
1.618 |
4.000 |
|
1.000 |
3.912 |
|
0.618 |
3.857 |
|
HIGH |
3.769 |
|
0.618 |
3.714 |
|
0.500 |
3.698 |
|
0.382 |
3.681 |
|
LOW |
3.626 |
|
0.618 |
3.538 |
|
1.000 |
3.483 |
|
1.618 |
3.395 |
|
2.618 |
3.252 |
|
4.250 |
3.018 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.698 |
3.747 |
| PP |
3.697 |
3.730 |
| S1 |
3.697 |
3.713 |
|