NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
4.015 |
4.003 |
-0.012 |
-0.3% |
3.906 |
| High |
4.060 |
4.004 |
-0.056 |
-1.4% |
4.060 |
| Low |
3.957 |
3.841 |
-0.116 |
-2.9% |
3.828 |
| Close |
4.034 |
3.868 |
-0.166 |
-4.1% |
4.034 |
| Range |
0.103 |
0.163 |
0.060 |
58.3% |
0.232 |
| ATR |
0.120 |
0.125 |
0.005 |
4.4% |
0.000 |
| Volume |
50,475 |
100,753 |
50,278 |
99.6% |
265,438 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.393 |
4.294 |
3.958 |
|
| R3 |
4.230 |
4.131 |
3.913 |
|
| R2 |
4.067 |
4.067 |
3.898 |
|
| R1 |
3.968 |
3.968 |
3.883 |
3.936 |
| PP |
3.904 |
3.904 |
3.904 |
3.889 |
| S1 |
3.805 |
3.805 |
3.853 |
3.773 |
| S2 |
3.741 |
3.741 |
3.838 |
|
| S3 |
3.578 |
3.642 |
3.823 |
|
| S4 |
3.415 |
3.479 |
3.778 |
|
|
| 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 |
3.828 |
0.232 |
6.0% |
0.126 |
3.3% |
17% |
False |
False |
73,238 |
| 10 |
4.060 |
3.598 |
0.462 |
11.9% |
0.134 |
3.5% |
58% |
False |
False |
74,706 |
| 20 |
4.060 |
3.598 |
0.462 |
11.9% |
0.122 |
3.2% |
58% |
False |
False |
62,520 |
| 40 |
4.088 |
3.598 |
0.490 |
12.7% |
0.120 |
3.1% |
55% |
False |
False |
67,086 |
| 60 |
4.088 |
3.200 |
0.888 |
23.0% |
0.113 |
2.9% |
75% |
False |
False |
57,284 |
| 80 |
4.088 |
3.200 |
0.888 |
23.0% |
0.109 |
2.8% |
75% |
False |
False |
49,910 |
| 100 |
4.088 |
3.200 |
0.888 |
23.0% |
0.109 |
2.8% |
75% |
False |
False |
44,329 |
| 120 |
4.088 |
3.114 |
0.974 |
25.2% |
0.107 |
2.8% |
77% |
False |
False |
40,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.697 |
|
2.618 |
4.431 |
|
1.618 |
4.268 |
|
1.000 |
4.167 |
|
0.618 |
4.105 |
|
HIGH |
4.004 |
|
0.618 |
3.942 |
|
0.500 |
3.923 |
|
0.382 |
3.903 |
|
LOW |
3.841 |
|
0.618 |
3.740 |
|
1.000 |
3.678 |
|
1.618 |
3.577 |
|
2.618 |
3.414 |
|
4.250 |
3.148 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.923 |
3.951 |
| PP |
3.904 |
3.923 |
| S1 |
3.886 |
3.896 |
|