NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.887 |
3.807 |
-0.080 |
-2.1% |
3.906 |
| High |
3.891 |
3.815 |
-0.076 |
-2.0% |
4.060 |
| Low |
3.737 |
3.637 |
-0.100 |
-2.7% |
3.828 |
| Close |
3.801 |
3.648 |
-0.153 |
-4.0% |
4.034 |
| Range |
0.154 |
0.178 |
0.024 |
15.6% |
0.232 |
| ATR |
0.123 |
0.127 |
0.004 |
3.2% |
0.000 |
| Volume |
167,841 |
159,983 |
-7,858 |
-4.7% |
265,438 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.234 |
4.119 |
3.746 |
|
| R3 |
4.056 |
3.941 |
3.697 |
|
| R2 |
3.878 |
3.878 |
3.681 |
|
| R1 |
3.763 |
3.763 |
3.664 |
3.732 |
| PP |
3.700 |
3.700 |
3.700 |
3.684 |
| S1 |
3.585 |
3.585 |
3.632 |
3.554 |
| S2 |
3.522 |
3.522 |
3.615 |
|
| S3 |
3.344 |
3.407 |
3.599 |
|
| S4 |
3.166 |
3.229 |
3.550 |
|
|
| 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 |
3.637 |
0.423 |
11.6% |
0.133 |
3.7% |
3% |
False |
True |
116,443 |
| 10 |
4.060 |
3.637 |
0.423 |
11.6% |
0.131 |
3.6% |
3% |
False |
True |
95,888 |
| 20 |
4.060 |
3.598 |
0.462 |
12.7% |
0.122 |
3.4% |
11% |
False |
False |
77,894 |
| 40 |
4.088 |
3.598 |
0.490 |
13.4% |
0.120 |
3.3% |
10% |
False |
False |
71,784 |
| 60 |
4.088 |
3.200 |
0.888 |
24.3% |
0.115 |
3.2% |
50% |
False |
False |
63,217 |
| 80 |
4.088 |
3.200 |
0.888 |
24.3% |
0.109 |
3.0% |
50% |
False |
False |
54,389 |
| 100 |
4.088 |
3.200 |
0.888 |
24.3% |
0.108 |
3.0% |
50% |
False |
False |
48,041 |
| 120 |
4.088 |
3.114 |
0.974 |
26.7% |
0.109 |
3.0% |
55% |
False |
False |
43,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.572 |
|
2.618 |
4.281 |
|
1.618 |
4.103 |
|
1.000 |
3.993 |
|
0.618 |
3.925 |
|
HIGH |
3.815 |
|
0.618 |
3.747 |
|
0.500 |
3.726 |
|
0.382 |
3.705 |
|
LOW |
3.637 |
|
0.618 |
3.527 |
|
1.000 |
3.459 |
|
1.618 |
3.349 |
|
2.618 |
3.171 |
|
4.250 |
2.881 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.726 |
3.776 |
| PP |
3.700 |
3.733 |
| S1 |
3.674 |
3.691 |
|