NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.570 |
3.783 |
0.213 |
6.0% |
3.533 |
| High |
3.775 |
3.827 |
0.052 |
1.4% |
3.620 |
| Low |
3.560 |
3.724 |
0.164 |
4.6% |
3.482 |
| Close |
3.739 |
3.760 |
0.021 |
0.6% |
3.503 |
| Range |
0.215 |
0.103 |
-0.112 |
-52.1% |
0.138 |
| ATR |
0.123 |
0.122 |
-0.001 |
-1.2% |
0.000 |
| Volume |
163,023 |
137,195 |
-25,828 |
-15.8% |
500,755 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.079 |
4.023 |
3.817 |
|
| R3 |
3.976 |
3.920 |
3.788 |
|
| R2 |
3.873 |
3.873 |
3.779 |
|
| R1 |
3.817 |
3.817 |
3.769 |
3.794 |
| PP |
3.770 |
3.770 |
3.770 |
3.759 |
| S1 |
3.714 |
3.714 |
3.751 |
3.691 |
| S2 |
3.667 |
3.667 |
3.741 |
|
| S3 |
3.564 |
3.611 |
3.732 |
|
| S4 |
3.461 |
3.508 |
3.703 |
|
|
| 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 |
3.827 |
3.470 |
0.357 |
9.5% |
0.135 |
3.6% |
81% |
True |
False |
126,280 |
| 10 |
3.827 |
3.470 |
0.357 |
9.5% |
0.118 |
3.1% |
81% |
True |
False |
113,307 |
| 20 |
3.970 |
3.470 |
0.500 |
13.3% |
0.126 |
3.4% |
58% |
False |
False |
106,160 |
| 40 |
3.970 |
3.210 |
0.760 |
20.2% |
0.118 |
3.1% |
72% |
False |
False |
86,775 |
| 60 |
3.970 |
3.055 |
0.915 |
24.3% |
0.114 |
3.0% |
77% |
False |
False |
70,057 |
| 80 |
3.970 |
3.055 |
0.915 |
24.3% |
0.113 |
3.0% |
77% |
False |
False |
58,143 |
| 100 |
3.970 |
3.055 |
0.915 |
24.3% |
0.112 |
3.0% |
77% |
False |
False |
49,803 |
| 120 |
3.970 |
2.962 |
1.008 |
26.8% |
0.110 |
2.9% |
79% |
False |
False |
43,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.265 |
|
2.618 |
4.097 |
|
1.618 |
3.994 |
|
1.000 |
3.930 |
|
0.618 |
3.891 |
|
HIGH |
3.827 |
|
0.618 |
3.788 |
|
0.500 |
3.776 |
|
0.382 |
3.763 |
|
LOW |
3.724 |
|
0.618 |
3.660 |
|
1.000 |
3.621 |
|
1.618 |
3.557 |
|
2.618 |
3.454 |
|
4.250 |
3.286 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.776 |
3.723 |
| PP |
3.770 |
3.686 |
| S1 |
3.765 |
3.649 |
|