NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.886 |
3.867 |
-0.019 |
-0.5% |
3.629 |
| High |
3.919 |
3.918 |
-0.001 |
0.0% |
3.730 |
| Low |
3.824 |
3.787 |
-0.037 |
-1.0% |
3.602 |
| Close |
3.864 |
3.807 |
-0.057 |
-1.5% |
3.622 |
| Range |
0.095 |
0.131 |
0.036 |
37.9% |
0.128 |
| ATR |
0.109 |
0.111 |
0.002 |
1.4% |
0.000 |
| Volume |
28,328 |
31,456 |
3,128 |
11.0% |
108,885 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.230 |
4.150 |
3.879 |
|
| R3 |
4.099 |
4.019 |
3.843 |
|
| R2 |
3.968 |
3.968 |
3.831 |
|
| R1 |
3.888 |
3.888 |
3.819 |
3.863 |
| PP |
3.837 |
3.837 |
3.837 |
3.825 |
| S1 |
3.757 |
3.757 |
3.795 |
3.732 |
| S2 |
3.706 |
3.706 |
3.783 |
|
| S3 |
3.575 |
3.626 |
3.771 |
|
| S4 |
3.444 |
3.495 |
3.735 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.035 |
3.957 |
3.692 |
|
| R3 |
3.907 |
3.829 |
3.657 |
|
| R2 |
3.779 |
3.779 |
3.645 |
|
| R1 |
3.701 |
3.701 |
3.634 |
3.676 |
| PP |
3.651 |
3.651 |
3.651 |
3.639 |
| S1 |
3.573 |
3.573 |
3.610 |
3.548 |
| S2 |
3.523 |
3.523 |
3.599 |
|
| S3 |
3.395 |
3.445 |
3.587 |
|
| S4 |
3.267 |
3.317 |
3.552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.919 |
3.588 |
0.331 |
8.7% |
0.130 |
3.4% |
66% |
False |
False |
23,996 |
| 10 |
3.919 |
3.588 |
0.331 |
8.7% |
0.112 |
2.9% |
66% |
False |
False |
22,583 |
| 20 |
4.049 |
3.588 |
0.461 |
12.1% |
0.111 |
2.9% |
48% |
False |
False |
20,301 |
| 40 |
4.049 |
3.414 |
0.635 |
16.7% |
0.104 |
2.7% |
62% |
False |
False |
19,680 |
| 60 |
4.049 |
3.210 |
0.839 |
22.0% |
0.099 |
2.6% |
71% |
False |
False |
16,815 |
| 80 |
4.049 |
3.210 |
0.839 |
22.0% |
0.095 |
2.5% |
71% |
False |
False |
14,468 |
| 100 |
4.049 |
3.210 |
0.839 |
22.0% |
0.094 |
2.5% |
71% |
False |
False |
12,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.475 |
|
2.618 |
4.261 |
|
1.618 |
4.130 |
|
1.000 |
4.049 |
|
0.618 |
3.999 |
|
HIGH |
3.918 |
|
0.618 |
3.868 |
|
0.500 |
3.853 |
|
0.382 |
3.837 |
|
LOW |
3.787 |
|
0.618 |
3.706 |
|
1.000 |
3.656 |
|
1.618 |
3.575 |
|
2.618 |
3.444 |
|
4.250 |
3.230 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.853 |
3.806 |
| PP |
3.837 |
3.805 |
| S1 |
3.822 |
3.805 |
|