NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
4.000 |
3.942 |
-0.058 |
-1.5% |
3.897 |
| High |
4.015 |
3.942 |
-0.073 |
-1.8% |
4.015 |
| Low |
3.933 |
3.845 |
-0.088 |
-2.2% |
3.825 |
| Close |
3.994 |
3.869 |
-0.125 |
-3.1% |
3.994 |
| Range |
0.082 |
0.097 |
0.015 |
18.3% |
0.190 |
| ATR |
0.092 |
0.096 |
0.004 |
4.5% |
0.000 |
| Volume |
7,145 |
4,171 |
-2,974 |
-41.6% |
19,507 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.176 |
4.120 |
3.922 |
|
| R3 |
4.079 |
4.023 |
3.896 |
|
| R2 |
3.982 |
3.982 |
3.887 |
|
| R1 |
3.926 |
3.926 |
3.878 |
3.906 |
| PP |
3.885 |
3.885 |
3.885 |
3.875 |
| S1 |
3.829 |
3.829 |
3.860 |
3.809 |
| S2 |
3.788 |
3.788 |
3.851 |
|
| S3 |
3.691 |
3.732 |
3.842 |
|
| S4 |
3.594 |
3.635 |
3.816 |
|
|
| 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 |
3.825 |
0.190 |
4.9% |
0.087 |
2.2% |
23% |
False |
False |
4,735 |
| 10 |
4.015 |
3.630 |
0.385 |
10.0% |
0.094 |
2.4% |
62% |
False |
False |
6,768 |
| 20 |
4.015 |
3.630 |
0.385 |
10.0% |
0.088 |
2.3% |
62% |
False |
False |
6,075 |
| 40 |
4.015 |
3.630 |
0.385 |
10.0% |
0.085 |
2.2% |
62% |
False |
False |
6,099 |
| 60 |
4.015 |
3.275 |
0.740 |
19.1% |
0.080 |
2.1% |
80% |
False |
False |
5,254 |
| 80 |
4.015 |
3.250 |
0.765 |
19.8% |
0.078 |
2.0% |
81% |
False |
False |
4,330 |
| 100 |
4.015 |
3.250 |
0.765 |
19.8% |
0.077 |
2.0% |
81% |
False |
False |
3,685 |
| 120 |
4.015 |
3.170 |
0.845 |
21.8% |
0.075 |
1.9% |
83% |
False |
False |
3,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.354 |
|
2.618 |
4.196 |
|
1.618 |
4.099 |
|
1.000 |
4.039 |
|
0.618 |
4.002 |
|
HIGH |
3.942 |
|
0.618 |
3.905 |
|
0.500 |
3.894 |
|
0.382 |
3.882 |
|
LOW |
3.845 |
|
0.618 |
3.785 |
|
1.000 |
3.748 |
|
1.618 |
3.688 |
|
2.618 |
3.591 |
|
4.250 |
3.433 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.894 |
3.930 |
| PP |
3.885 |
3.910 |
| S1 |
3.877 |
3.889 |
|