NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.942 |
3.874 |
-0.068 |
-1.7% |
3.897 |
| High |
3.942 |
3.902 |
-0.040 |
-1.0% |
4.015 |
| Low |
3.845 |
3.848 |
0.003 |
0.1% |
3.825 |
| Close |
3.869 |
3.891 |
0.022 |
0.6% |
3.994 |
| Range |
0.097 |
0.054 |
-0.043 |
-44.3% |
0.190 |
| ATR |
0.096 |
0.093 |
-0.003 |
-3.1% |
0.000 |
| Volume |
4,171 |
7,368 |
3,197 |
76.6% |
19,507 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.042 |
4.021 |
3.921 |
|
| R3 |
3.988 |
3.967 |
3.906 |
|
| R2 |
3.934 |
3.934 |
3.901 |
|
| R1 |
3.913 |
3.913 |
3.896 |
3.924 |
| PP |
3.880 |
3.880 |
3.880 |
3.886 |
| S1 |
3.859 |
3.859 |
3.886 |
3.870 |
| S2 |
3.826 |
3.826 |
3.881 |
|
| S3 |
3.772 |
3.805 |
3.876 |
|
| S4 |
3.718 |
3.751 |
3.861 |
|
|
| 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 |
3.845 |
0.170 |
4.4% |
0.083 |
2.1% |
27% |
False |
False |
5,253 |
| 10 |
4.015 |
3.725 |
0.290 |
7.5% |
0.090 |
2.3% |
57% |
False |
False |
6,716 |
| 20 |
4.015 |
3.630 |
0.385 |
9.9% |
0.085 |
2.2% |
68% |
False |
False |
6,240 |
| 40 |
4.015 |
3.630 |
0.385 |
9.9% |
0.084 |
2.2% |
68% |
False |
False |
6,167 |
| 60 |
4.015 |
3.275 |
0.740 |
19.0% |
0.080 |
2.0% |
83% |
False |
False |
5,352 |
| 80 |
4.015 |
3.250 |
0.765 |
19.7% |
0.077 |
2.0% |
84% |
False |
False |
4,403 |
| 100 |
4.015 |
3.250 |
0.765 |
19.7% |
0.076 |
1.9% |
84% |
False |
False |
3,745 |
| 120 |
4.015 |
3.170 |
0.845 |
21.7% |
0.075 |
1.9% |
85% |
False |
False |
3,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.132 |
|
2.618 |
4.043 |
|
1.618 |
3.989 |
|
1.000 |
3.956 |
|
0.618 |
3.935 |
|
HIGH |
3.902 |
|
0.618 |
3.881 |
|
0.500 |
3.875 |
|
0.382 |
3.869 |
|
LOW |
3.848 |
|
0.618 |
3.815 |
|
1.000 |
3.794 |
|
1.618 |
3.761 |
|
2.618 |
3.707 |
|
4.250 |
3.619 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.886 |
3.930 |
| PP |
3.880 |
3.917 |
| S1 |
3.875 |
3.904 |
|