NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.847 |
3.944 |
0.097 |
2.5% |
3.620 |
| High |
3.954 |
4.032 |
0.078 |
2.0% |
3.945 |
| Low |
3.843 |
3.900 |
0.057 |
1.5% |
3.598 |
| Close |
3.944 |
4.020 |
0.076 |
1.9% |
3.904 |
| Range |
0.111 |
0.132 |
0.021 |
18.9% |
0.347 |
| ATR |
0.120 |
0.121 |
0.001 |
0.7% |
0.000 |
| Volume |
57,623 |
87,280 |
29,657 |
51.5% |
380,876 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.380 |
4.332 |
4.093 |
|
| R3 |
4.248 |
4.200 |
4.056 |
|
| R2 |
4.116 |
4.116 |
4.044 |
|
| R1 |
4.068 |
4.068 |
4.032 |
4.092 |
| PP |
3.984 |
3.984 |
3.984 |
3.996 |
| S1 |
3.936 |
3.936 |
4.008 |
3.960 |
| S2 |
3.852 |
3.852 |
3.996 |
|
| S3 |
3.720 |
3.804 |
3.984 |
|
| S4 |
3.588 |
3.672 |
3.947 |
|
|
| 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 |
4.032 |
3.780 |
0.252 |
6.3% |
0.129 |
3.2% |
95% |
True |
False |
75,333 |
| 10 |
4.032 |
3.598 |
0.434 |
10.8% |
0.129 |
3.2% |
97% |
True |
False |
71,404 |
| 20 |
4.032 |
3.598 |
0.434 |
10.8% |
0.120 |
3.0% |
97% |
True |
False |
60,108 |
| 40 |
4.088 |
3.598 |
0.490 |
12.2% |
0.118 |
2.9% |
86% |
False |
False |
66,067 |
| 60 |
4.088 |
3.200 |
0.888 |
22.1% |
0.111 |
2.8% |
92% |
False |
False |
55,636 |
| 80 |
4.088 |
3.200 |
0.888 |
22.1% |
0.109 |
2.7% |
92% |
False |
False |
48,726 |
| 100 |
4.088 |
3.200 |
0.888 |
22.1% |
0.108 |
2.7% |
92% |
False |
False |
43,014 |
| 120 |
4.088 |
3.114 |
0.974 |
24.2% |
0.106 |
2.6% |
93% |
False |
False |
39,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.593 |
|
2.618 |
4.378 |
|
1.618 |
4.246 |
|
1.000 |
4.164 |
|
0.618 |
4.114 |
|
HIGH |
4.032 |
|
0.618 |
3.982 |
|
0.500 |
3.966 |
|
0.382 |
3.950 |
|
LOW |
3.900 |
|
0.618 |
3.818 |
|
1.000 |
3.768 |
|
1.618 |
3.686 |
|
2.618 |
3.554 |
|
4.250 |
3.339 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4.002 |
3.990 |
| PP |
3.984 |
3.960 |
| S1 |
3.966 |
3.930 |
|