NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.637 |
3.697 |
0.060 |
1.6% |
3.655 |
| High |
3.727 |
3.898 |
0.171 |
4.6% |
3.756 |
| Low |
3.611 |
3.697 |
0.086 |
2.4% |
3.626 |
| Close |
3.705 |
3.863 |
0.158 |
4.3% |
3.647 |
| Range |
0.116 |
0.201 |
0.085 |
73.3% |
0.130 |
| ATR |
0.107 |
0.113 |
0.007 |
6.3% |
0.000 |
| Volume |
19,764 |
15,371 |
-4,393 |
-22.2% |
105,812 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.422 |
4.344 |
3.974 |
|
| R3 |
4.221 |
4.143 |
3.918 |
|
| R2 |
4.020 |
4.020 |
3.900 |
|
| R1 |
3.942 |
3.942 |
3.881 |
3.981 |
| PP |
3.819 |
3.819 |
3.819 |
3.839 |
| S1 |
3.741 |
3.741 |
3.845 |
3.780 |
| S2 |
3.618 |
3.618 |
3.826 |
|
| S3 |
3.417 |
3.540 |
3.808 |
|
| S4 |
3.216 |
3.339 |
3.752 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.066 |
3.987 |
3.719 |
|
| R3 |
3.936 |
3.857 |
3.683 |
|
| R2 |
3.806 |
3.806 |
3.671 |
|
| R1 |
3.727 |
3.727 |
3.659 |
3.702 |
| PP |
3.676 |
3.676 |
3.676 |
3.664 |
| S1 |
3.597 |
3.597 |
3.635 |
3.572 |
| S2 |
3.546 |
3.546 |
3.623 |
|
| S3 |
3.416 |
3.467 |
3.611 |
|
| S4 |
3.286 |
3.337 |
3.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.898 |
3.611 |
0.287 |
7.4% |
0.114 |
3.0% |
88% |
True |
False |
19,330 |
| 10 |
3.909 |
3.611 |
0.298 |
7.7% |
0.109 |
2.8% |
85% |
False |
False |
19,238 |
| 20 |
4.090 |
3.611 |
0.479 |
12.4% |
0.115 |
3.0% |
53% |
False |
False |
18,185 |
| 40 |
4.090 |
3.400 |
0.690 |
17.9% |
0.105 |
2.7% |
67% |
False |
False |
17,110 |
| 60 |
4.090 |
3.222 |
0.868 |
22.5% |
0.101 |
2.6% |
74% |
False |
False |
13,948 |
| 80 |
4.090 |
3.222 |
0.868 |
22.5% |
0.097 |
2.5% |
74% |
False |
False |
11,792 |
| 100 |
4.090 |
3.222 |
0.868 |
22.5% |
0.096 |
2.5% |
74% |
False |
False |
10,217 |
| 120 |
4.090 |
3.150 |
0.940 |
24.3% |
0.094 |
2.4% |
76% |
False |
False |
8,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.752 |
|
2.618 |
4.424 |
|
1.618 |
4.223 |
|
1.000 |
4.099 |
|
0.618 |
4.022 |
|
HIGH |
3.898 |
|
0.618 |
3.821 |
|
0.500 |
3.798 |
|
0.382 |
3.774 |
|
LOW |
3.697 |
|
0.618 |
3.573 |
|
1.000 |
3.496 |
|
1.618 |
3.372 |
|
2.618 |
3.171 |
|
4.250 |
2.843 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.841 |
3.827 |
| PP |
3.819 |
3.791 |
| S1 |
3.798 |
3.755 |
|