NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.888 |
4.000 |
0.112 |
2.9% |
3.897 |
| High |
3.987 |
4.015 |
0.028 |
0.7% |
4.015 |
| Low |
3.880 |
3.933 |
0.053 |
1.4% |
3.825 |
| Close |
3.983 |
3.994 |
0.011 |
0.3% |
3.994 |
| Range |
0.107 |
0.082 |
-0.025 |
-23.4% |
0.190 |
| ATR |
0.092 |
0.092 |
-0.001 |
-0.8% |
0.000 |
| Volume |
3,752 |
7,145 |
3,393 |
90.4% |
19,507 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.227 |
4.192 |
4.039 |
|
| R3 |
4.145 |
4.110 |
4.017 |
|
| R2 |
4.063 |
4.063 |
4.009 |
|
| R1 |
4.028 |
4.028 |
4.002 |
4.005 |
| PP |
3.981 |
3.981 |
3.981 |
3.969 |
| S1 |
3.946 |
3.946 |
3.986 |
3.923 |
| S2 |
3.899 |
3.899 |
3.979 |
|
| S3 |
3.817 |
3.864 |
3.971 |
|
| S4 |
3.735 |
3.782 |
3.949 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.515 |
4.444 |
4.099 |
|
| R3 |
4.325 |
4.254 |
4.046 |
|
| R2 |
4.135 |
4.135 |
4.029 |
|
| R1 |
4.064 |
4.064 |
4.011 |
4.100 |
| PP |
3.945 |
3.945 |
3.945 |
3.962 |
| S1 |
3.874 |
3.874 |
3.977 |
3.910 |
| S2 |
3.755 |
3.755 |
3.959 |
|
| S3 |
3.565 |
3.684 |
3.942 |
|
| S4 |
3.375 |
3.494 |
3.890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.015 |
3.777 |
0.238 |
6.0% |
0.089 |
2.2% |
91% |
True |
False |
5,251 |
| 10 |
4.015 |
3.630 |
0.385 |
9.6% |
0.092 |
2.3% |
95% |
True |
False |
7,041 |
| 20 |
4.015 |
3.630 |
0.385 |
9.6% |
0.086 |
2.2% |
95% |
True |
False |
6,127 |
| 40 |
4.015 |
3.630 |
0.385 |
9.6% |
0.084 |
2.1% |
95% |
True |
False |
6,175 |
| 60 |
4.015 |
3.275 |
0.740 |
18.5% |
0.080 |
2.0% |
97% |
True |
False |
5,220 |
| 80 |
4.015 |
3.250 |
0.765 |
19.2% |
0.078 |
2.0% |
97% |
True |
False |
4,292 |
| 100 |
4.015 |
3.250 |
0.765 |
19.2% |
0.076 |
1.9% |
97% |
True |
False |
3,648 |
| 120 |
4.015 |
3.170 |
0.845 |
21.2% |
0.074 |
1.9% |
98% |
True |
False |
3,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.364 |
|
2.618 |
4.230 |
|
1.618 |
4.148 |
|
1.000 |
4.097 |
|
0.618 |
4.066 |
|
HIGH |
4.015 |
|
0.618 |
3.984 |
|
0.500 |
3.974 |
|
0.382 |
3.964 |
|
LOW |
3.933 |
|
0.618 |
3.882 |
|
1.000 |
3.851 |
|
1.618 |
3.800 |
|
2.618 |
3.718 |
|
4.250 |
3.585 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.987 |
3.973 |
| PP |
3.981 |
3.952 |
| S1 |
3.974 |
3.931 |
|