NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.697 |
3.900 |
0.203 |
5.5% |
3.655 |
| High |
3.898 |
3.950 |
0.052 |
1.3% |
3.756 |
| Low |
3.697 |
3.851 |
0.154 |
4.2% |
3.626 |
| Close |
3.863 |
3.890 |
0.027 |
0.7% |
3.647 |
| Range |
0.201 |
0.099 |
-0.102 |
-50.7% |
0.130 |
| ATR |
0.113 |
0.112 |
-0.001 |
-0.9% |
0.000 |
| Volume |
15,371 |
20,075 |
4,704 |
30.6% |
105,812 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.194 |
4.141 |
3.944 |
|
| R3 |
4.095 |
4.042 |
3.917 |
|
| R2 |
3.996 |
3.996 |
3.908 |
|
| R1 |
3.943 |
3.943 |
3.899 |
3.920 |
| PP |
3.897 |
3.897 |
3.897 |
3.886 |
| S1 |
3.844 |
3.844 |
3.881 |
3.821 |
| S2 |
3.798 |
3.798 |
3.872 |
|
| S3 |
3.699 |
3.745 |
3.863 |
|
| S4 |
3.600 |
3.646 |
3.836 |
|
|
| 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 |
3.950 |
3.611 |
0.339 |
8.7% |
0.122 |
3.1% |
82% |
True |
False |
19,201 |
| 10 |
3.950 |
3.611 |
0.339 |
8.7% |
0.110 |
2.8% |
82% |
True |
False |
19,814 |
| 20 |
4.090 |
3.611 |
0.479 |
12.3% |
0.116 |
3.0% |
58% |
False |
False |
18,574 |
| 40 |
4.090 |
3.400 |
0.690 |
17.7% |
0.106 |
2.7% |
71% |
False |
False |
17,386 |
| 60 |
4.090 |
3.222 |
0.868 |
22.3% |
0.100 |
2.6% |
77% |
False |
False |
14,205 |
| 80 |
4.090 |
3.222 |
0.868 |
22.3% |
0.098 |
2.5% |
77% |
False |
False |
11,975 |
| 100 |
4.090 |
3.222 |
0.868 |
22.3% |
0.096 |
2.5% |
77% |
False |
False |
10,367 |
| 120 |
4.090 |
3.150 |
0.940 |
24.2% |
0.094 |
2.4% |
79% |
False |
False |
9,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.371 |
|
2.618 |
4.209 |
|
1.618 |
4.110 |
|
1.000 |
4.049 |
|
0.618 |
4.011 |
|
HIGH |
3.950 |
|
0.618 |
3.912 |
|
0.500 |
3.901 |
|
0.382 |
3.889 |
|
LOW |
3.851 |
|
0.618 |
3.790 |
|
1.000 |
3.752 |
|
1.618 |
3.691 |
|
2.618 |
3.592 |
|
4.250 |
3.430 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.901 |
3.854 |
| PP |
3.897 |
3.817 |
| S1 |
3.894 |
3.781 |
|