NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
4.003 |
3.886 |
-0.117 |
-2.9% |
3.906 |
| High |
4.004 |
3.914 |
-0.090 |
-2.2% |
4.060 |
| Low |
3.841 |
3.846 |
0.005 |
0.1% |
3.828 |
| Close |
3.868 |
3.892 |
0.024 |
0.6% |
4.034 |
| Range |
0.163 |
0.068 |
-0.095 |
-58.3% |
0.232 |
| ATR |
0.125 |
0.121 |
-0.004 |
-3.3% |
0.000 |
| Volume |
100,753 |
103,164 |
2,411 |
2.4% |
265,438 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.088 |
4.058 |
3.929 |
|
| R3 |
4.020 |
3.990 |
3.911 |
|
| R2 |
3.952 |
3.952 |
3.904 |
|
| R1 |
3.922 |
3.922 |
3.898 |
3.937 |
| PP |
3.884 |
3.884 |
3.884 |
3.892 |
| S1 |
3.854 |
3.854 |
3.886 |
3.869 |
| S2 |
3.816 |
3.816 |
3.880 |
|
| S3 |
3.748 |
3.786 |
3.873 |
|
| S4 |
3.680 |
3.718 |
3.855 |
|
|
| 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 |
3.841 |
0.219 |
5.6% |
0.115 |
3.0% |
23% |
False |
False |
79,859 |
| 10 |
4.060 |
3.688 |
0.372 |
9.6% |
0.128 |
3.3% |
55% |
False |
False |
78,178 |
| 20 |
4.060 |
3.598 |
0.462 |
11.9% |
0.119 |
3.1% |
64% |
False |
False |
65,465 |
| 40 |
4.088 |
3.598 |
0.490 |
12.6% |
0.119 |
3.0% |
60% |
False |
False |
67,867 |
| 60 |
4.088 |
3.200 |
0.888 |
22.8% |
0.112 |
2.9% |
78% |
False |
False |
58,552 |
| 80 |
4.088 |
3.200 |
0.888 |
22.8% |
0.108 |
2.8% |
78% |
False |
False |
50,762 |
| 100 |
4.088 |
3.200 |
0.888 |
22.8% |
0.107 |
2.8% |
78% |
False |
False |
45,203 |
| 120 |
4.088 |
3.114 |
0.974 |
25.0% |
0.107 |
2.7% |
80% |
False |
False |
40,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.203 |
|
2.618 |
4.092 |
|
1.618 |
4.024 |
|
1.000 |
3.982 |
|
0.618 |
3.956 |
|
HIGH |
3.914 |
|
0.618 |
3.888 |
|
0.500 |
3.880 |
|
0.382 |
3.872 |
|
LOW |
3.846 |
|
0.618 |
3.804 |
|
1.000 |
3.778 |
|
1.618 |
3.736 |
|
2.618 |
3.668 |
|
4.250 |
3.557 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.888 |
3.951 |
| PP |
3.884 |
3.931 |
| S1 |
3.880 |
3.912 |
|