NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.874 |
3.865 |
-0.009 |
-0.2% |
3.897 |
| High |
3.902 |
3.865 |
-0.037 |
-0.9% |
4.015 |
| Low |
3.848 |
3.754 |
-0.094 |
-2.4% |
3.825 |
| Close |
3.891 |
3.811 |
-0.080 |
-2.1% |
3.994 |
| Range |
0.054 |
0.111 |
0.057 |
105.6% |
0.190 |
| ATR |
0.093 |
0.096 |
0.003 |
3.4% |
0.000 |
| Volume |
7,368 |
5,480 |
-1,888 |
-25.6% |
19,507 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.143 |
4.088 |
3.872 |
|
| R3 |
4.032 |
3.977 |
3.842 |
|
| R2 |
3.921 |
3.921 |
3.831 |
|
| R1 |
3.866 |
3.866 |
3.821 |
3.838 |
| PP |
3.810 |
3.810 |
3.810 |
3.796 |
| S1 |
3.755 |
3.755 |
3.801 |
3.727 |
| S2 |
3.699 |
3.699 |
3.791 |
|
| S3 |
3.588 |
3.644 |
3.780 |
|
| S4 |
3.477 |
3.533 |
3.750 |
|
|
| 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 |
3.754 |
0.261 |
6.8% |
0.090 |
2.4% |
22% |
False |
True |
5,583 |
| 10 |
4.015 |
3.754 |
0.261 |
6.8% |
0.088 |
2.3% |
22% |
False |
True |
6,463 |
| 20 |
4.015 |
3.630 |
0.385 |
10.1% |
0.085 |
2.2% |
47% |
False |
False |
6,295 |
| 40 |
4.015 |
3.630 |
0.385 |
10.1% |
0.084 |
2.2% |
47% |
False |
False |
6,101 |
| 60 |
4.015 |
3.275 |
0.740 |
19.4% |
0.080 |
2.1% |
72% |
False |
False |
5,425 |
| 80 |
4.015 |
3.250 |
0.765 |
20.1% |
0.077 |
2.0% |
73% |
False |
False |
4,457 |
| 100 |
4.015 |
3.250 |
0.765 |
20.1% |
0.076 |
2.0% |
73% |
False |
False |
3,778 |
| 120 |
4.015 |
3.170 |
0.845 |
22.2% |
0.075 |
2.0% |
76% |
False |
False |
3,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.337 |
|
2.618 |
4.156 |
|
1.618 |
4.045 |
|
1.000 |
3.976 |
|
0.618 |
3.934 |
|
HIGH |
3.865 |
|
0.618 |
3.823 |
|
0.500 |
3.810 |
|
0.382 |
3.796 |
|
LOW |
3.754 |
|
0.618 |
3.685 |
|
1.000 |
3.643 |
|
1.618 |
3.574 |
|
2.618 |
3.463 |
|
4.250 |
3.282 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.811 |
3.848 |
| PP |
3.810 |
3.836 |
| S1 |
3.810 |
3.823 |
|