NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.871 |
3.830 |
-0.041 |
-1.1% |
3.620 |
| High |
3.944 |
3.917 |
-0.027 |
-0.7% |
3.945 |
| Low |
3.798 |
3.780 |
-0.018 |
-0.5% |
3.598 |
| Close |
3.821 |
3.904 |
0.083 |
2.2% |
3.904 |
| Range |
0.146 |
0.137 |
-0.009 |
-6.2% |
0.347 |
| ATR |
0.119 |
0.120 |
0.001 |
1.1% |
0.000 |
| Volume |
85,566 |
76,139 |
-9,427 |
-11.0% |
380,876 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.278 |
4.228 |
3.979 |
|
| R3 |
4.141 |
4.091 |
3.942 |
|
| R2 |
4.004 |
4.004 |
3.929 |
|
| R1 |
3.954 |
3.954 |
3.917 |
3.979 |
| PP |
3.867 |
3.867 |
3.867 |
3.880 |
| S1 |
3.817 |
3.817 |
3.891 |
3.842 |
| S2 |
3.730 |
3.730 |
3.879 |
|
| S3 |
3.593 |
3.680 |
3.866 |
|
| S4 |
3.456 |
3.543 |
3.829 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.857 |
4.727 |
4.095 |
|
| R3 |
4.510 |
4.380 |
3.999 |
|
| R2 |
4.163 |
4.163 |
3.968 |
|
| R1 |
4.033 |
4.033 |
3.936 |
4.098 |
| PP |
3.816 |
3.816 |
3.816 |
3.848 |
| S1 |
3.686 |
3.686 |
3.872 |
3.751 |
| S2 |
3.469 |
3.469 |
3.840 |
|
| S3 |
3.122 |
3.339 |
3.809 |
|
| S4 |
2.775 |
2.992 |
3.713 |
|
|
| 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% |
0.141 |
3.6% |
88% |
False |
False |
76,175 |
| 10 |
3.945 |
3.598 |
0.347 |
8.9% |
0.118 |
3.0% |
88% |
False |
False |
65,837 |
| 20 |
4.088 |
3.598 |
0.490 |
12.6% |
0.123 |
3.1% |
62% |
False |
False |
56,737 |
| 40 |
4.088 |
3.438 |
0.650 |
16.6% |
0.115 |
3.0% |
72% |
False |
False |
63,429 |
| 60 |
4.088 |
3.200 |
0.888 |
22.7% |
0.111 |
2.8% |
79% |
False |
False |
53,436 |
| 80 |
4.088 |
3.200 |
0.888 |
22.7% |
0.108 |
2.8% |
79% |
False |
False |
46,837 |
| 100 |
4.088 |
3.200 |
0.888 |
22.7% |
0.107 |
2.7% |
79% |
False |
False |
41,646 |
| 120 |
4.088 |
3.114 |
0.974 |
24.9% |
0.105 |
2.7% |
81% |
False |
False |
37,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.499 |
|
2.618 |
4.276 |
|
1.618 |
4.139 |
|
1.000 |
4.054 |
|
0.618 |
4.002 |
|
HIGH |
3.917 |
|
0.618 |
3.865 |
|
0.500 |
3.849 |
|
0.382 |
3.832 |
|
LOW |
3.780 |
|
0.618 |
3.695 |
|
1.000 |
3.643 |
|
1.618 |
3.558 |
|
2.618 |
3.421 |
|
4.250 |
3.198 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.886 |
3.890 |
| PP |
3.867 |
3.876 |
| S1 |
3.849 |
3.863 |
|