NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.906 |
3.847 |
-0.059 |
-1.5% |
3.620 |
| High |
3.948 |
3.954 |
0.006 |
0.2% |
3.945 |
| Low |
3.828 |
3.843 |
0.015 |
0.4% |
3.598 |
| Close |
3.837 |
3.944 |
0.107 |
2.8% |
3.904 |
| Range |
0.120 |
0.111 |
-0.009 |
-7.5% |
0.347 |
| ATR |
0.120 |
0.120 |
0.000 |
-0.2% |
0.000 |
| Volume |
70,060 |
57,623 |
-12,437 |
-17.8% |
380,876 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.247 |
4.206 |
4.005 |
|
| R3 |
4.136 |
4.095 |
3.975 |
|
| R2 |
4.025 |
4.025 |
3.964 |
|
| R1 |
3.984 |
3.984 |
3.954 |
4.005 |
| PP |
3.914 |
3.914 |
3.914 |
3.924 |
| S1 |
3.873 |
3.873 |
3.934 |
3.894 |
| S2 |
3.803 |
3.803 |
3.924 |
|
| S3 |
3.692 |
3.762 |
3.913 |
|
| S4 |
3.581 |
3.651 |
3.883 |
|
|
| 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 |
3.954 |
3.780 |
0.174 |
4.4% |
0.123 |
3.1% |
94% |
True |
False |
74,991 |
| 10 |
3.954 |
3.598 |
0.356 |
9.0% |
0.121 |
3.1% |
97% |
True |
False |
68,296 |
| 20 |
3.998 |
3.598 |
0.400 |
10.1% |
0.119 |
3.0% |
87% |
False |
False |
58,043 |
| 40 |
4.088 |
3.530 |
0.558 |
14.1% |
0.118 |
3.0% |
74% |
False |
False |
64,818 |
| 60 |
4.088 |
3.200 |
0.888 |
22.5% |
0.110 |
2.8% |
84% |
False |
False |
54,579 |
| 80 |
4.088 |
3.200 |
0.888 |
22.5% |
0.109 |
2.8% |
84% |
False |
False |
47,971 |
| 100 |
4.088 |
3.200 |
0.888 |
22.5% |
0.107 |
2.7% |
84% |
False |
False |
42,372 |
| 120 |
4.088 |
3.114 |
0.974 |
24.7% |
0.106 |
2.7% |
85% |
False |
False |
38,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.426 |
|
2.618 |
4.245 |
|
1.618 |
4.134 |
|
1.000 |
4.065 |
|
0.618 |
4.023 |
|
HIGH |
3.954 |
|
0.618 |
3.912 |
|
0.500 |
3.899 |
|
0.382 |
3.885 |
|
LOW |
3.843 |
|
0.618 |
3.774 |
|
1.000 |
3.732 |
|
1.618 |
3.663 |
|
2.618 |
3.552 |
|
4.250 |
3.371 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.929 |
3.918 |
| PP |
3.914 |
3.893 |
| S1 |
3.899 |
3.867 |
|