NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.827 |
3.881 |
0.054 |
1.4% |
3.617 |
| High |
3.889 |
3.915 |
0.026 |
0.7% |
3.919 |
| Low |
3.772 |
3.815 |
0.043 |
1.1% |
3.588 |
| Close |
3.880 |
3.823 |
-0.057 |
-1.5% |
3.880 |
| Range |
0.117 |
0.100 |
-0.017 |
-14.5% |
0.331 |
| ATR |
0.111 |
0.110 |
-0.001 |
-0.7% |
0.000 |
| Volume |
21,895 |
17,564 |
-4,331 |
-19.8% |
117,091 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.151 |
4.087 |
3.878 |
|
| R3 |
4.051 |
3.987 |
3.851 |
|
| R2 |
3.951 |
3.951 |
3.841 |
|
| R1 |
3.887 |
3.887 |
3.832 |
3.869 |
| PP |
3.851 |
3.851 |
3.851 |
3.842 |
| S1 |
3.787 |
3.787 |
3.814 |
3.769 |
| S2 |
3.751 |
3.751 |
3.805 |
|
| S3 |
3.651 |
3.687 |
3.796 |
|
| S4 |
3.551 |
3.587 |
3.768 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.789 |
4.665 |
4.062 |
|
| R3 |
4.458 |
4.334 |
3.971 |
|
| R2 |
4.127 |
4.127 |
3.941 |
|
| R1 |
4.003 |
4.003 |
3.910 |
4.065 |
| PP |
3.796 |
3.796 |
3.796 |
3.827 |
| S1 |
3.672 |
3.672 |
3.850 |
3.734 |
| S2 |
3.465 |
3.465 |
3.819 |
|
| S3 |
3.134 |
3.341 |
3.789 |
|
| S4 |
2.803 |
3.010 |
3.698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.919 |
3.690 |
0.229 |
6.0% |
0.125 |
3.3% |
58% |
False |
False |
23,196 |
| 10 |
3.919 |
3.588 |
0.331 |
8.7% |
0.113 |
2.9% |
71% |
False |
False |
21,921 |
| 20 |
3.969 |
3.588 |
0.381 |
10.0% |
0.109 |
2.9% |
62% |
False |
False |
20,071 |
| 40 |
4.049 |
3.511 |
0.538 |
14.1% |
0.105 |
2.7% |
58% |
False |
False |
20,092 |
| 60 |
4.049 |
3.210 |
0.839 |
21.9% |
0.100 |
2.6% |
73% |
False |
False |
17,236 |
| 80 |
4.049 |
3.210 |
0.839 |
21.9% |
0.096 |
2.5% |
73% |
False |
False |
14,828 |
| 100 |
4.049 |
3.210 |
0.839 |
21.9% |
0.094 |
2.5% |
73% |
False |
False |
13,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.340 |
|
2.618 |
4.177 |
|
1.618 |
4.077 |
|
1.000 |
4.015 |
|
0.618 |
3.977 |
|
HIGH |
3.915 |
|
0.618 |
3.877 |
|
0.500 |
3.865 |
|
0.382 |
3.853 |
|
LOW |
3.815 |
|
0.618 |
3.753 |
|
1.000 |
3.715 |
|
1.618 |
3.653 |
|
2.618 |
3.553 |
|
4.250 |
3.390 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.865 |
3.845 |
| PP |
3.851 |
3.838 |
| S1 |
3.837 |
3.830 |
|