NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.496 |
3.570 |
0.074 |
2.1% |
3.533 |
| High |
3.596 |
3.775 |
0.179 |
5.0% |
3.620 |
| Low |
3.470 |
3.560 |
0.090 |
2.6% |
3.482 |
| Close |
3.570 |
3.739 |
0.169 |
4.7% |
3.503 |
| Range |
0.126 |
0.215 |
0.089 |
70.6% |
0.138 |
| ATR |
0.116 |
0.123 |
0.007 |
6.1% |
0.000 |
| Volume |
96,809 |
163,023 |
66,214 |
68.4% |
500,755 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.336 |
4.253 |
3.857 |
|
| R3 |
4.121 |
4.038 |
3.798 |
|
| R2 |
3.906 |
3.906 |
3.778 |
|
| R1 |
3.823 |
3.823 |
3.759 |
3.865 |
| PP |
3.691 |
3.691 |
3.691 |
3.712 |
| S1 |
3.608 |
3.608 |
3.719 |
3.650 |
| S2 |
3.476 |
3.476 |
3.700 |
|
| S3 |
3.261 |
3.393 |
3.680 |
|
| S4 |
3.046 |
3.178 |
3.621 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.949 |
3.864 |
3.579 |
|
| R3 |
3.811 |
3.726 |
3.541 |
|
| R2 |
3.673 |
3.673 |
3.528 |
|
| R1 |
3.588 |
3.588 |
3.516 |
3.562 |
| PP |
3.535 |
3.535 |
3.535 |
3.522 |
| S1 |
3.450 |
3.450 |
3.490 |
3.424 |
| S2 |
3.397 |
3.397 |
3.478 |
|
| S3 |
3.259 |
3.312 |
3.465 |
|
| S4 |
3.121 |
3.174 |
3.427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.775 |
3.470 |
0.305 |
8.2% |
0.127 |
3.4% |
88% |
True |
False |
116,107 |
| 10 |
3.778 |
3.470 |
0.308 |
8.2% |
0.117 |
3.1% |
87% |
False |
False |
109,591 |
| 20 |
3.970 |
3.470 |
0.500 |
13.4% |
0.126 |
3.4% |
54% |
False |
False |
104,918 |
| 40 |
3.970 |
3.210 |
0.760 |
20.3% |
0.117 |
3.1% |
70% |
False |
False |
84,549 |
| 60 |
3.970 |
3.055 |
0.915 |
24.5% |
0.115 |
3.1% |
75% |
False |
False |
68,009 |
| 80 |
3.970 |
3.055 |
0.915 |
24.5% |
0.113 |
3.0% |
75% |
False |
False |
56,634 |
| 100 |
3.970 |
3.055 |
0.915 |
24.5% |
0.112 |
3.0% |
75% |
False |
False |
48,527 |
| 120 |
3.970 |
2.962 |
1.008 |
27.0% |
0.110 |
2.9% |
77% |
False |
False |
42,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.689 |
|
2.618 |
4.338 |
|
1.618 |
4.123 |
|
1.000 |
3.990 |
|
0.618 |
3.908 |
|
HIGH |
3.775 |
|
0.618 |
3.693 |
|
0.500 |
3.668 |
|
0.382 |
3.642 |
|
LOW |
3.560 |
|
0.618 |
3.427 |
|
1.000 |
3.345 |
|
1.618 |
3.212 |
|
2.618 |
2.997 |
|
4.250 |
2.646 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.715 |
3.700 |
| PP |
3.691 |
3.661 |
| S1 |
3.668 |
3.623 |
|