NYMEX Natural Gas Future April 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 |
3.841 |
3.775 |
-0.066 |
-1.7% |
3.847 |
| High |
3.845 |
3.775 |
-0.070 |
-1.8% |
3.997 |
| Low |
3.714 |
3.625 |
-0.089 |
-2.4% |
3.791 |
| Close |
3.777 |
3.641 |
-0.136 |
-3.6% |
3.971 |
| Range |
0.131 |
0.150 |
0.019 |
14.5% |
0.206 |
| ATR |
0.106 |
0.110 |
0.003 |
3.1% |
0.000 |
| Volume |
28,676 |
34,655 |
5,979 |
20.9% |
91,134 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.130 |
4.036 |
3.724 |
|
| R3 |
3.980 |
3.886 |
3.682 |
|
| R2 |
3.830 |
3.830 |
3.669 |
|
| R1 |
3.736 |
3.736 |
3.655 |
3.708 |
| PP |
3.680 |
3.680 |
3.680 |
3.667 |
| S1 |
3.586 |
3.586 |
3.627 |
3.558 |
| S2 |
3.530 |
3.530 |
3.614 |
|
| S3 |
3.380 |
3.436 |
3.600 |
|
| S4 |
3.230 |
3.286 |
3.559 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.538 |
4.460 |
4.084 |
|
| R3 |
4.332 |
4.254 |
4.028 |
|
| R2 |
4.126 |
4.126 |
4.009 |
|
| R1 |
4.048 |
4.048 |
3.990 |
4.087 |
| PP |
3.920 |
3.920 |
3.920 |
3.939 |
| S1 |
3.842 |
3.842 |
3.952 |
3.881 |
| S2 |
3.714 |
3.714 |
3.933 |
|
| S3 |
3.508 |
3.636 |
3.914 |
|
| S4 |
3.302 |
3.430 |
3.858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.997 |
3.625 |
0.372 |
10.2% |
0.113 |
3.1% |
4% |
False |
True |
26,929 |
| 10 |
3.997 |
3.625 |
0.372 |
10.2% |
0.109 |
3.0% |
4% |
False |
True |
27,291 |
| 20 |
3.997 |
3.575 |
0.422 |
11.6% |
0.105 |
2.9% |
16% |
False |
False |
25,510 |
| 40 |
3.997 |
3.575 |
0.422 |
11.6% |
0.100 |
2.7% |
16% |
False |
False |
24,681 |
| 60 |
3.997 |
3.224 |
0.773 |
21.2% |
0.096 |
2.6% |
54% |
False |
False |
23,432 |
| 80 |
3.997 |
3.205 |
0.792 |
21.8% |
0.093 |
2.6% |
55% |
False |
False |
19,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.413 |
|
2.618 |
4.168 |
|
1.618 |
4.018 |
|
1.000 |
3.925 |
|
0.618 |
3.868 |
|
HIGH |
3.775 |
|
0.618 |
3.718 |
|
0.500 |
3.700 |
|
0.382 |
3.682 |
|
LOW |
3.625 |
|
0.618 |
3.532 |
|
1.000 |
3.475 |
|
1.618 |
3.382 |
|
2.618 |
3.232 |
|
4.250 |
2.988 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.700 |
3.751 |
| PP |
3.680 |
3.714 |
| S1 |
3.661 |
3.678 |
|