NYMEX Natural Gas Future June 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 |
3.980 |
3.921 |
-0.059 |
-1.5% |
3.943 |
| High |
3.980 |
3.941 |
-0.039 |
-1.0% |
4.035 |
| Low |
3.881 |
3.893 |
0.012 |
0.3% |
3.858 |
| Close |
3.905 |
3.927 |
0.022 |
0.6% |
4.026 |
| Range |
0.099 |
0.048 |
-0.051 |
-51.5% |
0.177 |
| ATR |
0.091 |
0.088 |
-0.003 |
-3.4% |
0.000 |
| Volume |
1,144 |
2,649 |
1,505 |
131.6% |
9,496 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.064 |
4.044 |
3.953 |
|
| R3 |
4.016 |
3.996 |
3.940 |
|
| R2 |
3.968 |
3.968 |
3.936 |
|
| R1 |
3.948 |
3.948 |
3.931 |
3.958 |
| PP |
3.920 |
3.920 |
3.920 |
3.926 |
| S1 |
3.900 |
3.900 |
3.923 |
3.910 |
| S2 |
3.872 |
3.872 |
3.918 |
|
| S3 |
3.824 |
3.852 |
3.914 |
|
| S4 |
3.776 |
3.804 |
3.901 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.504 |
4.442 |
4.123 |
|
| R3 |
4.327 |
4.265 |
4.075 |
|
| R2 |
4.150 |
4.150 |
4.058 |
|
| R1 |
4.088 |
4.088 |
4.042 |
4.119 |
| PP |
3.973 |
3.973 |
3.973 |
3.989 |
| S1 |
3.911 |
3.911 |
4.010 |
3.942 |
| S2 |
3.796 |
3.796 |
3.994 |
|
| S3 |
3.619 |
3.734 |
3.977 |
|
| S4 |
3.442 |
3.557 |
3.929 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.145 |
|
2.618 |
4.067 |
|
1.618 |
4.019 |
|
1.000 |
3.989 |
|
0.618 |
3.971 |
|
HIGH |
3.941 |
|
0.618 |
3.923 |
|
0.500 |
3.917 |
|
0.382 |
3.911 |
|
LOW |
3.893 |
|
0.618 |
3.863 |
|
1.000 |
3.845 |
|
1.618 |
3.815 |
|
2.618 |
3.767 |
|
4.250 |
3.689 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.924 |
3.958 |
| PP |
3.920 |
3.948 |
| S1 |
3.917 |
3.937 |
|