NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.899 |
3.815 |
-0.084 |
-2.2% |
3.920 |
| High |
3.899 |
3.830 |
-0.069 |
-1.8% |
4.074 |
| Low |
3.749 |
3.655 |
-0.094 |
-2.5% |
3.843 |
| Close |
3.816 |
3.668 |
-0.148 |
-3.9% |
4.043 |
| Range |
0.150 |
0.175 |
0.025 |
16.7% |
0.231 |
| ATR |
0.119 |
0.123 |
0.004 |
3.4% |
0.000 |
| Volume |
25,053 |
55,830 |
30,777 |
122.8% |
92,355 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.243 |
4.130 |
3.764 |
|
| R3 |
4.068 |
3.955 |
3.716 |
|
| R2 |
3.893 |
3.893 |
3.700 |
|
| R1 |
3.780 |
3.780 |
3.684 |
3.749 |
| PP |
3.718 |
3.718 |
3.718 |
3.702 |
| S1 |
3.605 |
3.605 |
3.652 |
3.574 |
| S2 |
3.543 |
3.543 |
3.636 |
|
| S3 |
3.368 |
3.430 |
3.620 |
|
| S4 |
3.193 |
3.255 |
3.572 |
|
|
| 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 |
3.655 |
0.419 |
11.4% |
0.130 |
3.5% |
3% |
False |
True |
28,933 |
| 10 |
4.074 |
3.655 |
0.419 |
11.4% |
0.127 |
3.4% |
3% |
False |
True |
26,110 |
| 20 |
4.074 |
3.611 |
0.463 |
12.6% |
0.118 |
3.2% |
12% |
False |
False |
22,962 |
| 40 |
4.090 |
3.611 |
0.479 |
13.1% |
0.114 |
3.1% |
12% |
False |
False |
20,233 |
| 60 |
4.090 |
3.241 |
0.849 |
23.1% |
0.108 |
2.9% |
50% |
False |
False |
17,668 |
| 80 |
4.090 |
3.222 |
0.868 |
23.7% |
0.101 |
2.8% |
51% |
False |
False |
14,651 |
| 100 |
4.090 |
3.222 |
0.868 |
23.7% |
0.099 |
2.7% |
51% |
False |
False |
12,616 |
| 120 |
4.090 |
3.150 |
0.940 |
25.6% |
0.099 |
2.7% |
55% |
False |
False |
11,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.574 |
|
2.618 |
4.288 |
|
1.618 |
4.113 |
|
1.000 |
4.005 |
|
0.618 |
3.938 |
|
HIGH |
3.830 |
|
0.618 |
3.763 |
|
0.500 |
3.743 |
|
0.382 |
3.722 |
|
LOW |
3.655 |
|
0.618 |
3.547 |
|
1.000 |
3.480 |
|
1.618 |
3.372 |
|
2.618 |
3.197 |
|
4.250 |
2.911 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.743 |
3.790 |
| PP |
3.718 |
3.749 |
| S1 |
3.693 |
3.709 |
|