NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.845 |
3.920 |
0.075 |
2.0% |
3.637 |
| High |
3.923 |
3.955 |
0.032 |
0.8% |
3.951 |
| Low |
3.794 |
3.843 |
0.049 |
1.3% |
3.611 |
| Close |
3.913 |
3.852 |
-0.061 |
-1.6% |
3.913 |
| Range |
0.129 |
0.112 |
-0.017 |
-13.2% |
0.340 |
| ATR |
0.115 |
0.115 |
0.000 |
-0.2% |
0.000 |
| Volume |
23,081 |
23,547 |
466 |
2.0% |
103,399 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.219 |
4.148 |
3.914 |
|
| R3 |
4.107 |
4.036 |
3.883 |
|
| R2 |
3.995 |
3.995 |
3.873 |
|
| R1 |
3.924 |
3.924 |
3.862 |
3.904 |
| PP |
3.883 |
3.883 |
3.883 |
3.873 |
| S1 |
3.812 |
3.812 |
3.842 |
3.792 |
| S2 |
3.771 |
3.771 |
3.831 |
|
| S3 |
3.659 |
3.700 |
3.821 |
|
| S4 |
3.547 |
3.588 |
3.790 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.845 |
4.719 |
4.100 |
|
| R3 |
4.505 |
4.379 |
4.007 |
|
| R2 |
4.165 |
4.165 |
3.975 |
|
| R1 |
4.039 |
4.039 |
3.944 |
4.102 |
| PP |
3.825 |
3.825 |
3.825 |
3.857 |
| S1 |
3.699 |
3.699 |
3.882 |
3.762 |
| S2 |
3.485 |
3.485 |
3.851 |
|
| S3 |
3.145 |
3.359 |
3.820 |
|
| S4 |
2.805 |
3.019 |
3.726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.955 |
3.697 |
0.258 |
6.7% |
0.136 |
3.5% |
60% |
True |
False |
21,436 |
| 10 |
3.955 |
3.611 |
0.344 |
8.9% |
0.117 |
3.0% |
70% |
True |
False |
20,776 |
| 20 |
4.006 |
3.611 |
0.395 |
10.3% |
0.113 |
2.9% |
61% |
False |
False |
19,748 |
| 40 |
4.090 |
3.521 |
0.569 |
14.8% |
0.109 |
2.8% |
58% |
False |
False |
18,404 |
| 60 |
4.090 |
3.222 |
0.868 |
22.5% |
0.103 |
2.7% |
73% |
False |
False |
15,114 |
| 80 |
4.090 |
3.222 |
0.868 |
22.5% |
0.100 |
2.6% |
73% |
False |
False |
12,744 |
| 100 |
4.090 |
3.222 |
0.868 |
22.5% |
0.097 |
2.5% |
73% |
False |
False |
10,968 |
| 120 |
4.090 |
3.150 |
0.940 |
24.4% |
0.095 |
2.5% |
75% |
False |
False |
9,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.431 |
|
2.618 |
4.248 |
|
1.618 |
4.136 |
|
1.000 |
4.067 |
|
0.618 |
4.024 |
|
HIGH |
3.955 |
|
0.618 |
3.912 |
|
0.500 |
3.899 |
|
0.382 |
3.886 |
|
LOW |
3.843 |
|
0.618 |
3.774 |
|
1.000 |
3.731 |
|
1.618 |
3.662 |
|
2.618 |
3.550 |
|
4.250 |
3.367 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.899 |
3.875 |
| PP |
3.883 |
3.867 |
| S1 |
3.868 |
3.860 |
|