NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.871 |
3.951 |
0.080 |
2.1% |
3.685 |
| High |
3.953 |
4.017 |
0.064 |
1.6% |
3.942 |
| Low |
3.870 |
3.915 |
0.045 |
1.2% |
3.675 |
| Close |
3.950 |
4.015 |
0.065 |
1.6% |
3.910 |
| Range |
0.083 |
0.102 |
0.019 |
22.9% |
0.267 |
| ATR |
0.088 |
0.089 |
0.001 |
1.2% |
0.000 |
| Volume |
1,763 |
1,207 |
-556 |
-31.5% |
19,471 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.288 |
4.254 |
4.071 |
|
| R3 |
4.186 |
4.152 |
4.043 |
|
| R2 |
4.084 |
4.084 |
4.034 |
|
| R1 |
4.050 |
4.050 |
4.024 |
4.067 |
| PP |
3.982 |
3.982 |
3.982 |
3.991 |
| S1 |
3.948 |
3.948 |
4.006 |
3.965 |
| S2 |
3.880 |
3.880 |
3.996 |
|
| S3 |
3.778 |
3.846 |
3.987 |
|
| S4 |
3.676 |
3.744 |
3.959 |
|
|
| 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 |
4.451 |
|
2.618 |
4.284 |
|
1.618 |
4.182 |
|
1.000 |
4.119 |
|
0.618 |
4.080 |
|
HIGH |
4.017 |
|
0.618 |
3.978 |
|
0.500 |
3.966 |
|
0.382 |
3.954 |
|
LOW |
3.915 |
|
0.618 |
3.852 |
|
1.000 |
3.813 |
|
1.618 |
3.750 |
|
2.618 |
3.648 |
|
4.250 |
3.482 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.999 |
3.989 |
| PP |
3.982 |
3.963 |
| S1 |
3.966 |
3.938 |
|