NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.718 |
3.620 |
-0.098 |
-2.6% |
3.657 |
| High |
3.741 |
3.718 |
-0.023 |
-0.6% |
3.751 |
| Low |
3.615 |
3.598 |
-0.017 |
-0.5% |
3.615 |
| Close |
3.634 |
3.695 |
0.061 |
1.7% |
3.634 |
| Range |
0.126 |
0.120 |
-0.006 |
-4.8% |
0.136 |
| ATR |
0.111 |
0.112 |
0.001 |
0.6% |
0.000 |
| Volume |
69,875 |
68,450 |
-1,425 |
-2.0% |
277,495 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.030 |
3.983 |
3.761 |
|
| R3 |
3.910 |
3.863 |
3.728 |
|
| R2 |
3.790 |
3.790 |
3.717 |
|
| R1 |
3.743 |
3.743 |
3.706 |
3.767 |
| PP |
3.670 |
3.670 |
3.670 |
3.682 |
| S1 |
3.623 |
3.623 |
3.684 |
3.647 |
| S2 |
3.550 |
3.550 |
3.673 |
|
| S3 |
3.430 |
3.503 |
3.662 |
|
| S4 |
3.310 |
3.383 |
3.629 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.075 |
3.990 |
3.709 |
|
| R3 |
3.939 |
3.854 |
3.671 |
|
| R2 |
3.803 |
3.803 |
3.659 |
|
| R1 |
3.718 |
3.718 |
3.646 |
3.693 |
| PP |
3.667 |
3.667 |
3.667 |
3.654 |
| S1 |
3.582 |
3.582 |
3.622 |
3.557 |
| S2 |
3.531 |
3.531 |
3.609 |
|
| S3 |
3.395 |
3.446 |
3.597 |
|
| S4 |
3.259 |
3.310 |
3.559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.751 |
3.598 |
0.153 |
4.1% |
0.103 |
2.8% |
63% |
False |
True |
58,243 |
| 10 |
3.945 |
3.598 |
0.347 |
9.4% |
0.109 |
3.0% |
28% |
False |
True |
52,752 |
| 20 |
4.088 |
3.598 |
0.490 |
13.3% |
0.114 |
3.1% |
20% |
False |
True |
51,142 |
| 40 |
4.088 |
3.359 |
0.729 |
19.7% |
0.109 |
3.0% |
46% |
False |
False |
58,961 |
| 60 |
4.088 |
3.200 |
0.888 |
24.0% |
0.107 |
2.9% |
56% |
False |
False |
49,941 |
| 80 |
4.088 |
3.200 |
0.888 |
24.0% |
0.105 |
2.8% |
56% |
False |
False |
44,135 |
| 100 |
4.088 |
3.200 |
0.888 |
24.0% |
0.105 |
2.9% |
56% |
False |
False |
39,241 |
| 120 |
4.088 |
3.114 |
0.974 |
26.4% |
0.104 |
2.8% |
60% |
False |
False |
35,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.228 |
|
2.618 |
4.032 |
|
1.618 |
3.912 |
|
1.000 |
3.838 |
|
0.618 |
3.792 |
|
HIGH |
3.718 |
|
0.618 |
3.672 |
|
0.500 |
3.658 |
|
0.382 |
3.644 |
|
LOW |
3.598 |
|
0.618 |
3.524 |
|
1.000 |
3.478 |
|
1.618 |
3.404 |
|
2.618 |
3.284 |
|
4.250 |
3.088 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.683 |
3.687 |
| PP |
3.670 |
3.678 |
| S1 |
3.658 |
3.670 |
|