NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
4.005 |
3.901 |
-0.104 |
-2.6% |
3.920 |
| High |
4.013 |
3.925 |
-0.088 |
-2.2% |
4.074 |
| Low |
3.854 |
3.861 |
0.007 |
0.2% |
3.843 |
| Close |
3.883 |
3.906 |
0.023 |
0.6% |
4.043 |
| Range |
0.159 |
0.064 |
-0.095 |
-59.7% |
0.231 |
| ATR |
0.120 |
0.116 |
-0.004 |
-3.3% |
0.000 |
| Volume |
12,980 |
26,695 |
13,715 |
105.7% |
92,355 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.089 |
4.062 |
3.941 |
|
| R3 |
4.025 |
3.998 |
3.924 |
|
| R2 |
3.961 |
3.961 |
3.918 |
|
| R1 |
3.934 |
3.934 |
3.912 |
3.948 |
| PP |
3.897 |
3.897 |
3.897 |
3.904 |
| S1 |
3.870 |
3.870 |
3.900 |
3.884 |
| S2 |
3.833 |
3.833 |
3.894 |
|
| S3 |
3.769 |
3.806 |
3.888 |
|
| S4 |
3.705 |
3.742 |
3.871 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.680 |
4.592 |
4.170 |
|
| R3 |
4.449 |
4.361 |
4.107 |
|
| R2 |
4.218 |
4.218 |
4.085 |
|
| R1 |
4.130 |
4.130 |
4.064 |
4.174 |
| PP |
3.987 |
3.987 |
3.987 |
4.009 |
| S1 |
3.899 |
3.899 |
4.022 |
3.943 |
| S2 |
3.756 |
3.756 |
4.001 |
|
| S3 |
3.525 |
3.668 |
3.979 |
|
| S4 |
3.294 |
3.437 |
3.916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.074 |
3.854 |
0.220 |
5.6% |
0.112 |
2.9% |
24% |
False |
False |
21,696 |
| 10 |
4.074 |
3.697 |
0.377 |
9.7% |
0.124 |
3.2% |
55% |
False |
False |
21,566 |
| 20 |
4.074 |
3.611 |
0.463 |
11.9% |
0.114 |
2.9% |
64% |
False |
False |
20,943 |
| 40 |
4.090 |
3.611 |
0.479 |
12.3% |
0.112 |
2.9% |
62% |
False |
False |
19,456 |
| 60 |
4.090 |
3.241 |
0.849 |
21.7% |
0.105 |
2.7% |
78% |
False |
False |
16,457 |
| 80 |
4.090 |
3.222 |
0.868 |
22.2% |
0.100 |
2.6% |
79% |
False |
False |
13,739 |
| 100 |
4.090 |
3.222 |
0.868 |
22.2% |
0.097 |
2.5% |
79% |
False |
False |
11,890 |
| 120 |
4.090 |
3.150 |
0.940 |
24.1% |
0.097 |
2.5% |
80% |
False |
False |
10,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.197 |
|
2.618 |
4.093 |
|
1.618 |
4.029 |
|
1.000 |
3.989 |
|
0.618 |
3.965 |
|
HIGH |
3.925 |
|
0.618 |
3.901 |
|
0.500 |
3.893 |
|
0.382 |
3.885 |
|
LOW |
3.861 |
|
0.618 |
3.821 |
|
1.000 |
3.797 |
|
1.618 |
3.757 |
|
2.618 |
3.693 |
|
4.250 |
3.589 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.902 |
3.964 |
| PP |
3.897 |
3.945 |
| S1 |
3.893 |
3.925 |
|