NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.944 |
4.015 |
0.071 |
1.8% |
3.906 |
| High |
4.032 |
4.060 |
0.028 |
0.7% |
4.060 |
| Low |
3.900 |
3.957 |
0.057 |
1.5% |
3.828 |
| Close |
4.020 |
4.034 |
0.014 |
0.3% |
4.034 |
| Range |
0.132 |
0.103 |
-0.029 |
-22.0% |
0.232 |
| ATR |
0.121 |
0.120 |
-0.001 |
-1.1% |
0.000 |
| Volume |
87,280 |
50,475 |
-36,805 |
-42.2% |
265,438 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.326 |
4.283 |
4.091 |
|
| R3 |
4.223 |
4.180 |
4.062 |
|
| R2 |
4.120 |
4.120 |
4.053 |
|
| R1 |
4.077 |
4.077 |
4.043 |
4.099 |
| PP |
4.017 |
4.017 |
4.017 |
4.028 |
| S1 |
3.974 |
3.974 |
4.025 |
3.996 |
| S2 |
3.914 |
3.914 |
4.015 |
|
| S3 |
3.811 |
3.871 |
4.006 |
|
| S4 |
3.708 |
3.768 |
3.977 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.670 |
4.584 |
4.162 |
|
| R3 |
4.438 |
4.352 |
4.098 |
|
| R2 |
4.206 |
4.206 |
4.077 |
|
| R1 |
4.120 |
4.120 |
4.055 |
4.163 |
| PP |
3.974 |
3.974 |
3.974 |
3.996 |
| S1 |
3.888 |
3.888 |
4.013 |
3.931 |
| S2 |
3.742 |
3.742 |
3.991 |
|
| S3 |
3.510 |
3.656 |
3.970 |
|
| S4 |
3.278 |
3.424 |
3.906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.060 |
3.780 |
0.280 |
6.9% |
0.121 |
3.0% |
91% |
True |
False |
68,315 |
| 10 |
4.060 |
3.598 |
0.462 |
11.5% |
0.130 |
3.2% |
94% |
True |
False |
71,618 |
| 20 |
4.060 |
3.598 |
0.462 |
11.5% |
0.119 |
2.9% |
94% |
True |
False |
60,650 |
| 40 |
4.088 |
3.598 |
0.490 |
12.1% |
0.118 |
2.9% |
89% |
False |
False |
66,378 |
| 60 |
4.088 |
3.200 |
0.888 |
22.0% |
0.112 |
2.8% |
94% |
False |
False |
56,074 |
| 80 |
4.088 |
3.200 |
0.888 |
22.0% |
0.109 |
2.7% |
94% |
False |
False |
48,965 |
| 100 |
4.088 |
3.200 |
0.888 |
22.0% |
0.108 |
2.7% |
94% |
False |
False |
43,420 |
| 120 |
4.088 |
3.114 |
0.974 |
24.1% |
0.107 |
2.6% |
94% |
False |
False |
39,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.498 |
|
2.618 |
4.330 |
|
1.618 |
4.227 |
|
1.000 |
4.163 |
|
0.618 |
4.124 |
|
HIGH |
4.060 |
|
0.618 |
4.021 |
|
0.500 |
4.009 |
|
0.382 |
3.996 |
|
LOW |
3.957 |
|
0.618 |
3.893 |
|
1.000 |
3.854 |
|
1.618 |
3.790 |
|
2.618 |
3.687 |
|
4.250 |
3.519 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4.026 |
4.007 |
| PP |
4.017 |
3.979 |
| S1 |
4.009 |
3.952 |
|