NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.690 |
3.936 |
0.246 |
6.7% |
3.657 |
| High |
3.891 |
3.945 |
0.054 |
1.4% |
3.751 |
| Low |
3.688 |
3.845 |
0.157 |
4.3% |
3.615 |
| Close |
3.857 |
3.879 |
0.022 |
0.6% |
3.634 |
| Range |
0.203 |
0.100 |
-0.103 |
-50.7% |
0.136 |
| ATR |
0.118 |
0.117 |
-0.001 |
-1.1% |
0.000 |
| Volume |
65,151 |
85,570 |
20,419 |
31.3% |
277,495 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.190 |
4.134 |
3.934 |
|
| R3 |
4.090 |
4.034 |
3.907 |
|
| R2 |
3.990 |
3.990 |
3.897 |
|
| R1 |
3.934 |
3.934 |
3.888 |
3.912 |
| PP |
3.890 |
3.890 |
3.890 |
3.879 |
| S1 |
3.834 |
3.834 |
3.870 |
3.812 |
| S2 |
3.790 |
3.790 |
3.861 |
|
| S3 |
3.690 |
3.734 |
3.852 |
|
| S4 |
3.590 |
3.634 |
3.824 |
|
|
| 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 |
3.945 |
3.598 |
0.347 |
8.9% |
0.128 |
3.3% |
81% |
True |
False |
67,475 |
| 10 |
3.945 |
3.598 |
0.347 |
8.9% |
0.114 |
2.9% |
81% |
True |
False |
59,900 |
| 20 |
4.088 |
3.598 |
0.490 |
12.6% |
0.121 |
3.1% |
57% |
False |
False |
53,798 |
| 40 |
4.088 |
3.370 |
0.718 |
18.5% |
0.113 |
2.9% |
71% |
False |
False |
61,093 |
| 60 |
4.088 |
3.200 |
0.888 |
22.9% |
0.109 |
2.8% |
76% |
False |
False |
51,818 |
| 80 |
4.088 |
3.200 |
0.888 |
22.9% |
0.106 |
2.7% |
76% |
False |
False |
45,373 |
| 100 |
4.088 |
3.200 |
0.888 |
22.9% |
0.107 |
2.7% |
76% |
False |
False |
40,331 |
| 120 |
4.088 |
3.114 |
0.974 |
25.1% |
0.105 |
2.7% |
79% |
False |
False |
36,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.370 |
|
2.618 |
4.207 |
|
1.618 |
4.107 |
|
1.000 |
4.045 |
|
0.618 |
4.007 |
|
HIGH |
3.945 |
|
0.618 |
3.907 |
|
0.500 |
3.895 |
|
0.382 |
3.883 |
|
LOW |
3.845 |
|
0.618 |
3.783 |
|
1.000 |
3.745 |
|
1.618 |
3.683 |
|
2.618 |
3.583 |
|
4.250 |
3.420 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.895 |
3.843 |
| PP |
3.890 |
3.807 |
| S1 |
3.884 |
3.772 |
|