NYMEX Natural Gas Future April 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 |
3.775 |
3.643 |
-0.132 |
-3.5% |
3.936 |
| High |
3.775 |
3.668 |
-0.107 |
-2.8% |
3.943 |
| Low |
3.625 |
3.551 |
-0.074 |
-2.0% |
3.551 |
| Close |
3.641 |
3.570 |
-0.071 |
-2.0% |
3.570 |
| Range |
0.150 |
0.117 |
-0.033 |
-22.0% |
0.392 |
| ATR |
0.110 |
0.110 |
0.001 |
0.5% |
0.000 |
| Volume |
34,655 |
46,839 |
12,184 |
35.2% |
152,651 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.947 |
3.876 |
3.634 |
|
| R3 |
3.830 |
3.759 |
3.602 |
|
| R2 |
3.713 |
3.713 |
3.591 |
|
| R1 |
3.642 |
3.642 |
3.581 |
3.619 |
| PP |
3.596 |
3.596 |
3.596 |
3.585 |
| S1 |
3.525 |
3.525 |
3.559 |
3.502 |
| S2 |
3.479 |
3.479 |
3.549 |
|
| S3 |
3.362 |
3.408 |
3.538 |
|
| S4 |
3.245 |
3.291 |
3.506 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.864 |
4.609 |
3.786 |
|
| R3 |
4.472 |
4.217 |
3.678 |
|
| R2 |
4.080 |
4.080 |
3.642 |
|
| R1 |
3.825 |
3.825 |
3.606 |
3.757 |
| PP |
3.688 |
3.688 |
3.688 |
3.654 |
| S1 |
3.433 |
3.433 |
3.534 |
3.365 |
| S2 |
3.296 |
3.296 |
3.498 |
|
| S3 |
2.904 |
3.041 |
3.462 |
|
| S4 |
2.512 |
2.649 |
3.354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.943 |
3.551 |
0.392 |
11.0% |
0.119 |
3.3% |
5% |
False |
True |
30,530 |
| 10 |
3.997 |
3.551 |
0.446 |
12.5% |
0.108 |
3.0% |
4% |
False |
True |
27,284 |
| 20 |
3.997 |
3.551 |
0.446 |
12.5% |
0.107 |
3.0% |
4% |
False |
True |
26,888 |
| 40 |
3.997 |
3.551 |
0.446 |
12.5% |
0.100 |
2.8% |
4% |
False |
True |
25,204 |
| 60 |
3.997 |
3.224 |
0.773 |
21.7% |
0.097 |
2.7% |
45% |
False |
False |
24,038 |
| 80 |
3.997 |
3.205 |
0.792 |
22.2% |
0.094 |
2.6% |
46% |
False |
False |
20,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.165 |
|
2.618 |
3.974 |
|
1.618 |
3.857 |
|
1.000 |
3.785 |
|
0.618 |
3.740 |
|
HIGH |
3.668 |
|
0.618 |
3.623 |
|
0.500 |
3.610 |
|
0.382 |
3.596 |
|
LOW |
3.551 |
|
0.618 |
3.479 |
|
1.000 |
3.434 |
|
1.618 |
3.362 |
|
2.618 |
3.245 |
|
4.250 |
3.054 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.610 |
3.698 |
| PP |
3.596 |
3.655 |
| S1 |
3.583 |
3.613 |
|