NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.930 |
3.864 |
-0.066 |
-1.7% |
3.968 |
| High |
3.937 |
3.872 |
-0.065 |
-1.7% |
4.094 |
| Low |
3.855 |
3.775 |
-0.080 |
-2.1% |
3.923 |
| Close |
3.910 |
3.783 |
-0.127 |
-3.2% |
4.081 |
| Range |
0.082 |
0.097 |
0.015 |
18.3% |
0.171 |
| ATR |
0.091 |
0.094 |
0.003 |
3.5% |
0.000 |
| Volume |
1,237 |
1,775 |
538 |
43.5% |
5,224 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.101 |
4.039 |
3.836 |
|
| R3 |
4.004 |
3.942 |
3.810 |
|
| R2 |
3.907 |
3.907 |
3.801 |
|
| R1 |
3.845 |
3.845 |
3.792 |
3.828 |
| PP |
3.810 |
3.810 |
3.810 |
3.801 |
| S1 |
3.748 |
3.748 |
3.774 |
3.731 |
| S2 |
3.713 |
3.713 |
3.765 |
|
| S3 |
3.616 |
3.651 |
3.756 |
|
| S4 |
3.519 |
3.554 |
3.730 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.546 |
4.484 |
4.175 |
|
| R3 |
4.375 |
4.313 |
4.128 |
|
| R2 |
4.204 |
4.204 |
4.112 |
|
| R1 |
4.142 |
4.142 |
4.097 |
4.173 |
| PP |
4.033 |
4.033 |
4.033 |
4.048 |
| S1 |
3.971 |
3.971 |
4.065 |
4.002 |
| S2 |
3.862 |
3.862 |
4.050 |
|
| S3 |
3.691 |
3.800 |
4.034 |
|
| S4 |
3.520 |
3.629 |
3.987 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.284 |
|
2.618 |
4.126 |
|
1.618 |
4.029 |
|
1.000 |
3.969 |
|
0.618 |
3.932 |
|
HIGH |
3.872 |
|
0.618 |
3.835 |
|
0.500 |
3.824 |
|
0.382 |
3.812 |
|
LOW |
3.775 |
|
0.618 |
3.715 |
|
1.000 |
3.678 |
|
1.618 |
3.618 |
|
2.618 |
3.521 |
|
4.250 |
3.363 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.824 |
3.888 |
| PP |
3.810 |
3.853 |
| S1 |
3.797 |
3.818 |
|