NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.847 |
3.816 |
-0.031 |
-0.8% |
3.607 |
| High |
3.886 |
3.896 |
0.010 |
0.3% |
3.884 |
| Low |
3.791 |
3.814 |
0.023 |
0.6% |
3.575 |
| Close |
3.799 |
3.891 |
0.092 |
2.4% |
3.850 |
| Range |
0.095 |
0.082 |
-0.013 |
-13.7% |
0.309 |
| ATR |
0.102 |
0.102 |
0.000 |
-0.4% |
0.000 |
| Volume |
30,179 |
13,951 |
-16,228 |
-53.8% |
153,006 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.113 |
4.084 |
3.936 |
|
| R3 |
4.031 |
4.002 |
3.914 |
|
| R2 |
3.949 |
3.949 |
3.906 |
|
| R1 |
3.920 |
3.920 |
3.899 |
3.935 |
| PP |
3.867 |
3.867 |
3.867 |
3.874 |
| S1 |
3.838 |
3.838 |
3.883 |
3.853 |
| S2 |
3.785 |
3.785 |
3.876 |
|
| S3 |
3.703 |
3.756 |
3.868 |
|
| S4 |
3.621 |
3.674 |
3.846 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.697 |
4.582 |
4.020 |
|
| R3 |
4.388 |
4.273 |
3.935 |
|
| R2 |
4.079 |
4.079 |
3.907 |
|
| R1 |
3.964 |
3.964 |
3.878 |
4.022 |
| PP |
3.770 |
3.770 |
3.770 |
3.798 |
| S1 |
3.655 |
3.655 |
3.822 |
3.713 |
| S2 |
3.461 |
3.461 |
3.793 |
|
| S3 |
3.152 |
3.346 |
3.765 |
|
| S4 |
2.843 |
3.037 |
3.680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.896 |
3.750 |
0.146 |
3.8% |
0.098 |
2.5% |
97% |
True |
False |
31,816 |
| 10 |
3.896 |
3.575 |
0.321 |
8.2% |
0.102 |
2.6% |
98% |
True |
False |
26,451 |
| 20 |
3.921 |
3.575 |
0.346 |
8.9% |
0.104 |
2.7% |
91% |
False |
False |
23,503 |
| 40 |
3.984 |
3.550 |
0.434 |
11.2% |
0.097 |
2.5% |
79% |
False |
False |
25,683 |
| 60 |
3.984 |
3.205 |
0.779 |
20.0% |
0.092 |
2.4% |
88% |
False |
False |
21,708 |
| 80 |
3.984 |
3.205 |
0.779 |
20.0% |
0.093 |
2.4% |
88% |
False |
False |
18,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.245 |
|
2.618 |
4.111 |
|
1.618 |
4.029 |
|
1.000 |
3.978 |
|
0.618 |
3.947 |
|
HIGH |
3.896 |
|
0.618 |
3.865 |
|
0.500 |
3.855 |
|
0.382 |
3.845 |
|
LOW |
3.814 |
|
0.618 |
3.763 |
|
1.000 |
3.732 |
|
1.618 |
3.681 |
|
2.618 |
3.599 |
|
4.250 |
3.466 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.879 |
3.868 |
| PP |
3.867 |
3.846 |
| S1 |
3.855 |
3.823 |
|