NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.920 |
3.867 |
-0.053 |
-1.4% |
3.637 |
| High |
3.955 |
3.961 |
0.006 |
0.2% |
3.951 |
| Low |
3.843 |
3.856 |
0.013 |
0.3% |
3.611 |
| Close |
3.852 |
3.954 |
0.102 |
2.6% |
3.913 |
| Range |
0.112 |
0.105 |
-0.007 |
-6.3% |
0.340 |
| ATR |
0.115 |
0.115 |
0.000 |
-0.4% |
0.000 |
| Volume |
23,547 |
24,629 |
1,082 |
4.6% |
103,399 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.239 |
4.201 |
4.012 |
|
| R3 |
4.134 |
4.096 |
3.983 |
|
| R2 |
4.029 |
4.029 |
3.973 |
|
| R1 |
3.991 |
3.991 |
3.964 |
4.010 |
| PP |
3.924 |
3.924 |
3.924 |
3.933 |
| S1 |
3.886 |
3.886 |
3.944 |
3.905 |
| S2 |
3.819 |
3.819 |
3.935 |
|
| S3 |
3.714 |
3.781 |
3.925 |
|
| S4 |
3.609 |
3.676 |
3.896 |
|
|
| 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 |
3.961 |
3.794 |
0.167 |
4.2% |
0.117 |
3.0% |
96% |
True |
False |
23,288 |
| 10 |
3.961 |
3.611 |
0.350 |
8.9% |
0.116 |
2.9% |
98% |
True |
False |
21,309 |
| 20 |
4.006 |
3.611 |
0.395 |
10.0% |
0.114 |
2.9% |
87% |
False |
False |
20,103 |
| 40 |
4.090 |
3.570 |
0.520 |
13.2% |
0.110 |
2.8% |
74% |
False |
False |
18,789 |
| 60 |
4.090 |
3.222 |
0.868 |
22.0% |
0.103 |
2.6% |
84% |
False |
False |
15,441 |
| 80 |
4.090 |
3.222 |
0.868 |
22.0% |
0.100 |
2.5% |
84% |
False |
False |
13,004 |
| 100 |
4.090 |
3.222 |
0.868 |
22.0% |
0.097 |
2.4% |
84% |
False |
False |
11,167 |
| 120 |
4.090 |
3.150 |
0.940 |
23.8% |
0.095 |
2.4% |
86% |
False |
False |
9,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.407 |
|
2.618 |
4.236 |
|
1.618 |
4.131 |
|
1.000 |
4.066 |
|
0.618 |
4.026 |
|
HIGH |
3.961 |
|
0.618 |
3.921 |
|
0.500 |
3.909 |
|
0.382 |
3.896 |
|
LOW |
3.856 |
|
0.618 |
3.791 |
|
1.000 |
3.751 |
|
1.618 |
3.686 |
|
2.618 |
3.581 |
|
4.250 |
3.410 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.939 |
3.929 |
| PP |
3.924 |
3.903 |
| S1 |
3.909 |
3.878 |
|