NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.936 |
3.871 |
-0.065 |
-1.7% |
3.657 |
| High |
3.945 |
3.944 |
-0.001 |
0.0% |
3.751 |
| Low |
3.845 |
3.798 |
-0.047 |
-1.2% |
3.615 |
| Close |
3.879 |
3.821 |
-0.058 |
-1.5% |
3.634 |
| Range |
0.100 |
0.146 |
0.046 |
46.0% |
0.136 |
| ATR |
0.117 |
0.119 |
0.002 |
1.8% |
0.000 |
| Volume |
85,570 |
85,566 |
-4 |
0.0% |
277,495 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.292 |
4.203 |
3.901 |
|
| R3 |
4.146 |
4.057 |
3.861 |
|
| R2 |
4.000 |
4.000 |
3.848 |
|
| R1 |
3.911 |
3.911 |
3.834 |
3.883 |
| PP |
3.854 |
3.854 |
3.854 |
3.840 |
| S1 |
3.765 |
3.765 |
3.808 |
3.737 |
| S2 |
3.708 |
3.708 |
3.794 |
|
| S3 |
3.562 |
3.619 |
3.781 |
|
| S4 |
3.416 |
3.473 |
3.741 |
|
|
| 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 |
9.1% |
0.139 |
3.6% |
64% |
False |
False |
74,922 |
| 10 |
3.945 |
3.598 |
0.347 |
9.1% |
0.119 |
3.1% |
64% |
False |
False |
63,680 |
| 20 |
4.088 |
3.598 |
0.490 |
12.8% |
0.121 |
3.2% |
46% |
False |
False |
55,558 |
| 40 |
4.088 |
3.390 |
0.698 |
18.3% |
0.115 |
3.0% |
62% |
False |
False |
62,443 |
| 60 |
4.088 |
3.200 |
0.888 |
23.2% |
0.110 |
2.9% |
70% |
False |
False |
52,568 |
| 80 |
4.088 |
3.200 |
0.888 |
23.2% |
0.107 |
2.8% |
70% |
False |
False |
46,126 |
| 100 |
4.088 |
3.200 |
0.888 |
23.2% |
0.107 |
2.8% |
70% |
False |
False |
41,030 |
| 120 |
4.088 |
3.114 |
0.974 |
25.5% |
0.105 |
2.7% |
73% |
False |
False |
37,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.565 |
|
2.618 |
4.326 |
|
1.618 |
4.180 |
|
1.000 |
4.090 |
|
0.618 |
4.034 |
|
HIGH |
3.944 |
|
0.618 |
3.888 |
|
0.500 |
3.871 |
|
0.382 |
3.854 |
|
LOW |
3.798 |
|
0.618 |
3.708 |
|
1.000 |
3.652 |
|
1.618 |
3.562 |
|
2.618 |
3.416 |
|
4.250 |
3.178 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.871 |
3.820 |
| PP |
3.854 |
3.818 |
| S1 |
3.838 |
3.817 |
|