NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.943 |
3.871 |
-0.072 |
-1.8% |
3.685 |
| High |
3.945 |
3.953 |
0.008 |
0.2% |
3.942 |
| Low |
3.858 |
3.870 |
0.012 |
0.3% |
3.675 |
| Close |
3.865 |
3.950 |
0.085 |
2.2% |
3.910 |
| Range |
0.087 |
0.083 |
-0.004 |
-4.6% |
0.267 |
| ATR |
0.088 |
0.088 |
0.000 |
0.0% |
0.000 |
| Volume |
2,983 |
1,763 |
-1,220 |
-40.9% |
19,471 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.173 |
4.145 |
3.996 |
|
| R3 |
4.090 |
4.062 |
3.973 |
|
| R2 |
4.007 |
4.007 |
3.965 |
|
| R1 |
3.979 |
3.979 |
3.958 |
3.993 |
| PP |
3.924 |
3.924 |
3.924 |
3.932 |
| S1 |
3.896 |
3.896 |
3.942 |
3.910 |
| S2 |
3.841 |
3.841 |
3.935 |
|
| S3 |
3.758 |
3.813 |
3.927 |
|
| S4 |
3.675 |
3.730 |
3.904 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.643 |
4.544 |
4.057 |
|
| R3 |
4.376 |
4.277 |
3.983 |
|
| R2 |
4.109 |
4.109 |
3.959 |
|
| R1 |
4.010 |
4.010 |
3.934 |
4.060 |
| PP |
3.842 |
3.842 |
3.842 |
3.867 |
| S1 |
3.743 |
3.743 |
3.886 |
3.793 |
| S2 |
3.575 |
3.575 |
3.861 |
|
| S3 |
3.308 |
3.476 |
3.837 |
|
| S4 |
3.041 |
3.209 |
3.763 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.306 |
|
2.618 |
4.170 |
|
1.618 |
4.087 |
|
1.000 |
4.036 |
|
0.618 |
4.004 |
|
HIGH |
3.953 |
|
0.618 |
3.921 |
|
0.500 |
3.912 |
|
0.382 |
3.902 |
|
LOW |
3.870 |
|
0.618 |
3.819 |
|
1.000 |
3.787 |
|
1.618 |
3.736 |
|
2.618 |
3.653 |
|
4.250 |
3.517 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.937 |
3.928 |
| PP |
3.924 |
3.906 |
| S1 |
3.912 |
3.885 |
|