NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.900 |
3.892 |
-0.008 |
-0.2% |
3.655 |
| High |
3.950 |
3.951 |
0.001 |
0.0% |
3.756 |
| Low |
3.851 |
3.810 |
-0.041 |
-1.1% |
3.626 |
| Close |
3.890 |
3.834 |
-0.056 |
-1.4% |
3.647 |
| Range |
0.099 |
0.141 |
0.042 |
42.4% |
0.130 |
| ATR |
0.112 |
0.114 |
0.002 |
1.8% |
0.000 |
| Volume |
20,075 |
25,108 |
5,033 |
25.1% |
105,812 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.288 |
4.202 |
3.912 |
|
| R3 |
4.147 |
4.061 |
3.873 |
|
| R2 |
4.006 |
4.006 |
3.860 |
|
| R1 |
3.920 |
3.920 |
3.847 |
3.893 |
| PP |
3.865 |
3.865 |
3.865 |
3.851 |
| S1 |
3.779 |
3.779 |
3.821 |
3.752 |
| S2 |
3.724 |
3.724 |
3.808 |
|
| S3 |
3.583 |
3.638 |
3.795 |
|
| S4 |
3.442 |
3.497 |
3.756 |
|
|
| 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 |
3.951 |
3.611 |
0.340 |
8.9% |
0.133 |
3.5% |
66% |
True |
False |
20,582 |
| 10 |
3.951 |
3.611 |
0.340 |
8.9% |
0.115 |
3.0% |
66% |
True |
False |
20,377 |
| 20 |
4.090 |
3.611 |
0.479 |
12.5% |
0.116 |
3.0% |
47% |
False |
False |
19,130 |
| 40 |
4.090 |
3.423 |
0.667 |
17.4% |
0.108 |
2.8% |
62% |
False |
False |
17,789 |
| 60 |
4.090 |
3.222 |
0.868 |
22.6% |
0.102 |
2.7% |
71% |
False |
False |
14,509 |
| 80 |
4.090 |
3.222 |
0.868 |
22.6% |
0.098 |
2.6% |
71% |
False |
False |
12,241 |
| 100 |
4.090 |
3.222 |
0.868 |
22.6% |
0.097 |
2.5% |
71% |
False |
False |
10,588 |
| 120 |
4.090 |
3.150 |
0.940 |
24.5% |
0.094 |
2.5% |
73% |
False |
False |
9,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.550 |
|
2.618 |
4.320 |
|
1.618 |
4.179 |
|
1.000 |
4.092 |
|
0.618 |
4.038 |
|
HIGH |
3.951 |
|
0.618 |
3.897 |
|
0.500 |
3.881 |
|
0.382 |
3.864 |
|
LOW |
3.810 |
|
0.618 |
3.723 |
|
1.000 |
3.669 |
|
1.618 |
3.582 |
|
2.618 |
3.441 |
|
4.250 |
3.211 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.881 |
3.831 |
| PP |
3.865 |
3.827 |
| S1 |
3.850 |
3.824 |
|