NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.815 |
3.655 |
-0.160 |
-4.2% |
4.005 |
| High |
3.830 |
3.698 |
-0.132 |
-3.4% |
4.013 |
| Low |
3.655 |
3.570 |
-0.085 |
-2.3% |
3.570 |
| Close |
3.668 |
3.584 |
-0.084 |
-2.3% |
3.584 |
| Range |
0.175 |
0.128 |
-0.047 |
-26.9% |
0.443 |
| ATR |
0.123 |
0.123 |
0.000 |
0.3% |
0.000 |
| Volume |
55,830 |
44,292 |
-11,538 |
-20.7% |
164,850 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.001 |
3.921 |
3.654 |
|
| R3 |
3.873 |
3.793 |
3.619 |
|
| R2 |
3.745 |
3.745 |
3.607 |
|
| R1 |
3.665 |
3.665 |
3.596 |
3.641 |
| PP |
3.617 |
3.617 |
3.617 |
3.606 |
| S1 |
3.537 |
3.537 |
3.572 |
3.513 |
| S2 |
3.489 |
3.489 |
3.561 |
|
| S3 |
3.361 |
3.409 |
3.549 |
|
| S4 |
3.233 |
3.281 |
3.514 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.051 |
4.761 |
3.828 |
|
| R3 |
4.608 |
4.318 |
3.706 |
|
| R2 |
4.165 |
4.165 |
3.665 |
|
| R1 |
3.875 |
3.875 |
3.625 |
3.799 |
| PP |
3.722 |
3.722 |
3.722 |
3.684 |
| S1 |
3.432 |
3.432 |
3.543 |
3.356 |
| S2 |
3.279 |
3.279 |
3.503 |
|
| S3 |
2.836 |
2.989 |
3.462 |
|
| S4 |
2.393 |
2.546 |
3.340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.013 |
3.570 |
0.443 |
12.4% |
0.135 |
3.8% |
3% |
False |
True |
32,970 |
| 10 |
4.074 |
3.570 |
0.504 |
14.1% |
0.125 |
3.5% |
3% |
False |
True |
28,028 |
| 20 |
4.074 |
3.570 |
0.504 |
14.1% |
0.120 |
3.4% |
3% |
False |
True |
24,202 |
| 40 |
4.090 |
3.570 |
0.520 |
14.5% |
0.115 |
3.2% |
3% |
False |
True |
20,830 |
| 60 |
4.090 |
3.241 |
0.849 |
23.7% |
0.108 |
3.0% |
40% |
False |
False |
18,336 |
| 80 |
4.090 |
3.222 |
0.868 |
24.2% |
0.102 |
2.9% |
42% |
False |
False |
15,152 |
| 100 |
4.090 |
3.222 |
0.868 |
24.2% |
0.099 |
2.8% |
42% |
False |
False |
13,009 |
| 120 |
4.090 |
3.150 |
0.940 |
26.2% |
0.099 |
2.8% |
46% |
False |
False |
11,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.242 |
|
2.618 |
4.033 |
|
1.618 |
3.905 |
|
1.000 |
3.826 |
|
0.618 |
3.777 |
|
HIGH |
3.698 |
|
0.618 |
3.649 |
|
0.500 |
3.634 |
|
0.382 |
3.619 |
|
LOW |
3.570 |
|
0.618 |
3.491 |
|
1.000 |
3.442 |
|
1.618 |
3.363 |
|
2.618 |
3.235 |
|
4.250 |
3.026 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.634 |
3.735 |
| PP |
3.617 |
3.684 |
| S1 |
3.601 |
3.634 |
|