NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.807 |
3.649 |
-0.158 |
-4.2% |
4.003 |
| High |
3.815 |
3.679 |
-0.136 |
-3.6% |
4.004 |
| Low |
3.637 |
3.546 |
-0.091 |
-2.5% |
3.546 |
| Close |
3.648 |
3.561 |
-0.087 |
-2.4% |
3.561 |
| Range |
0.178 |
0.133 |
-0.045 |
-25.3% |
0.458 |
| ATR |
0.127 |
0.128 |
0.000 |
0.3% |
0.000 |
| Volume |
159,983 |
149,080 |
-10,903 |
-6.8% |
680,821 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.994 |
3.911 |
3.634 |
|
| R3 |
3.861 |
3.778 |
3.598 |
|
| R2 |
3.728 |
3.728 |
3.585 |
|
| R1 |
3.645 |
3.645 |
3.573 |
3.620 |
| PP |
3.595 |
3.595 |
3.595 |
3.583 |
| S1 |
3.512 |
3.512 |
3.549 |
3.487 |
| S2 |
3.462 |
3.462 |
3.537 |
|
| S3 |
3.329 |
3.379 |
3.524 |
|
| S4 |
3.196 |
3.246 |
3.488 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.078 |
4.777 |
3.813 |
|
| R3 |
4.620 |
4.319 |
3.687 |
|
| R2 |
4.162 |
4.162 |
3.645 |
|
| R1 |
3.861 |
3.861 |
3.603 |
3.783 |
| PP |
3.704 |
3.704 |
3.704 |
3.664 |
| S1 |
3.403 |
3.403 |
3.519 |
3.325 |
| S2 |
3.246 |
3.246 |
3.477 |
|
| S3 |
2.788 |
2.945 |
3.435 |
|
| S4 |
2.330 |
2.487 |
3.309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.004 |
3.546 |
0.458 |
12.9% |
0.139 |
3.9% |
3% |
False |
True |
136,164 |
| 10 |
4.060 |
3.546 |
0.514 |
14.4% |
0.130 |
3.6% |
3% |
False |
True |
102,239 |
| 20 |
4.060 |
3.546 |
0.514 |
14.4% |
0.124 |
3.5% |
3% |
False |
True |
82,960 |
| 40 |
4.088 |
3.546 |
0.542 |
15.2% |
0.120 |
3.4% |
3% |
False |
True |
73,976 |
| 60 |
4.088 |
3.200 |
0.888 |
24.9% |
0.116 |
3.2% |
41% |
False |
False |
65,120 |
| 80 |
4.088 |
3.200 |
0.888 |
24.9% |
0.110 |
3.1% |
41% |
False |
False |
55,896 |
| 100 |
4.088 |
3.200 |
0.888 |
24.9% |
0.109 |
3.1% |
41% |
False |
False |
49,321 |
| 120 |
4.088 |
3.114 |
0.974 |
27.4% |
0.109 |
3.1% |
46% |
False |
False |
44,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.244 |
|
2.618 |
4.027 |
|
1.618 |
3.894 |
|
1.000 |
3.812 |
|
0.618 |
3.761 |
|
HIGH |
3.679 |
|
0.618 |
3.628 |
|
0.500 |
3.613 |
|
0.382 |
3.597 |
|
LOW |
3.546 |
|
0.618 |
3.464 |
|
1.000 |
3.413 |
|
1.618 |
3.331 |
|
2.618 |
3.198 |
|
4.250 |
2.981 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.613 |
3.719 |
| PP |
3.595 |
3.666 |
| S1 |
3.578 |
3.614 |
|