NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.830 |
3.906 |
0.076 |
2.0% |
3.620 |
| High |
3.917 |
3.948 |
0.031 |
0.8% |
3.945 |
| Low |
3.780 |
3.828 |
0.048 |
1.3% |
3.598 |
| Close |
3.904 |
3.837 |
-0.067 |
-1.7% |
3.904 |
| Range |
0.137 |
0.120 |
-0.017 |
-12.4% |
0.347 |
| ATR |
0.120 |
0.120 |
0.000 |
0.0% |
0.000 |
| Volume |
76,139 |
70,060 |
-6,079 |
-8.0% |
380,876 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.231 |
4.154 |
3.903 |
|
| R3 |
4.111 |
4.034 |
3.870 |
|
| R2 |
3.991 |
3.991 |
3.859 |
|
| R1 |
3.914 |
3.914 |
3.848 |
3.893 |
| PP |
3.871 |
3.871 |
3.871 |
3.860 |
| S1 |
3.794 |
3.794 |
3.826 |
3.773 |
| S2 |
3.751 |
3.751 |
3.815 |
|
| S3 |
3.631 |
3.674 |
3.804 |
|
| S4 |
3.511 |
3.554 |
3.771 |
|
|
| 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 |
3.948 |
3.688 |
0.260 |
6.8% |
0.141 |
3.7% |
57% |
True |
False |
76,497 |
| 10 |
3.948 |
3.598 |
0.350 |
9.1% |
0.122 |
3.2% |
68% |
True |
False |
67,370 |
| 20 |
3.999 |
3.598 |
0.401 |
10.5% |
0.119 |
3.1% |
60% |
False |
False |
57,920 |
| 40 |
4.088 |
3.490 |
0.598 |
15.6% |
0.117 |
3.0% |
58% |
False |
False |
64,207 |
| 60 |
4.088 |
3.200 |
0.888 |
23.1% |
0.110 |
2.9% |
72% |
False |
False |
54,028 |
| 80 |
4.088 |
3.200 |
0.888 |
23.1% |
0.108 |
2.8% |
72% |
False |
False |
47,472 |
| 100 |
4.088 |
3.200 |
0.888 |
23.1% |
0.107 |
2.8% |
72% |
False |
False |
41,996 |
| 120 |
4.088 |
3.114 |
0.974 |
25.4% |
0.105 |
2.7% |
74% |
False |
False |
38,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.458 |
|
2.618 |
4.262 |
|
1.618 |
4.142 |
|
1.000 |
4.068 |
|
0.618 |
4.022 |
|
HIGH |
3.948 |
|
0.618 |
3.902 |
|
0.500 |
3.888 |
|
0.382 |
3.874 |
|
LOW |
3.828 |
|
0.618 |
3.754 |
|
1.000 |
3.708 |
|
1.618 |
3.634 |
|
2.618 |
3.514 |
|
4.250 |
3.318 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.888 |
3.864 |
| PP |
3.871 |
3.855 |
| S1 |
3.854 |
3.846 |
|