NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.760 |
3.715 |
-0.045 |
-1.2% |
3.496 |
| High |
3.830 |
3.803 |
-0.027 |
-0.7% |
3.830 |
| Low |
3.680 |
3.662 |
-0.018 |
-0.5% |
3.470 |
| Close |
3.703 |
3.790 |
0.087 |
2.3% |
3.790 |
| Range |
0.150 |
0.141 |
-0.009 |
-6.0% |
0.360 |
| ATR |
0.124 |
0.125 |
0.001 |
1.0% |
0.000 |
| Volume |
162,224 |
114,884 |
-47,340 |
-29.2% |
674,135 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.175 |
4.123 |
3.868 |
|
| R3 |
4.034 |
3.982 |
3.829 |
|
| R2 |
3.893 |
3.893 |
3.816 |
|
| R1 |
3.841 |
3.841 |
3.803 |
3.867 |
| PP |
3.752 |
3.752 |
3.752 |
3.765 |
| S1 |
3.700 |
3.700 |
3.777 |
3.726 |
| S2 |
3.611 |
3.611 |
3.764 |
|
| S3 |
3.470 |
3.559 |
3.751 |
|
| S4 |
3.329 |
3.418 |
3.712 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.777 |
4.643 |
3.988 |
|
| R3 |
4.417 |
4.283 |
3.889 |
|
| R2 |
4.057 |
4.057 |
3.856 |
|
| R1 |
3.923 |
3.923 |
3.823 |
3.990 |
| PP |
3.697 |
3.697 |
3.697 |
3.730 |
| S1 |
3.563 |
3.563 |
3.757 |
3.630 |
| S2 |
3.337 |
3.337 |
3.724 |
|
| S3 |
2.977 |
3.203 |
3.691 |
|
| S4 |
2.617 |
2.843 |
3.592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.830 |
3.470 |
0.360 |
9.5% |
0.147 |
3.9% |
89% |
False |
False |
134,827 |
| 10 |
3.830 |
3.470 |
0.360 |
9.5% |
0.122 |
3.2% |
89% |
False |
False |
117,489 |
| 20 |
3.965 |
3.470 |
0.495 |
13.1% |
0.127 |
3.3% |
65% |
False |
False |
110,511 |
| 40 |
3.970 |
3.285 |
0.685 |
18.1% |
0.121 |
3.2% |
74% |
False |
False |
91,920 |
| 60 |
3.970 |
3.055 |
0.915 |
24.1% |
0.116 |
3.1% |
80% |
False |
False |
73,736 |
| 80 |
3.970 |
3.055 |
0.915 |
24.1% |
0.114 |
3.0% |
80% |
False |
False |
61,151 |
| 100 |
3.970 |
3.055 |
0.915 |
24.1% |
0.113 |
3.0% |
80% |
False |
False |
52,320 |
| 120 |
3.970 |
2.962 |
1.008 |
26.6% |
0.111 |
2.9% |
82% |
False |
False |
45,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.402 |
|
2.618 |
4.172 |
|
1.618 |
4.031 |
|
1.000 |
3.944 |
|
0.618 |
3.890 |
|
HIGH |
3.803 |
|
0.618 |
3.749 |
|
0.500 |
3.733 |
|
0.382 |
3.716 |
|
LOW |
3.662 |
|
0.618 |
3.575 |
|
1.000 |
3.521 |
|
1.618 |
3.434 |
|
2.618 |
3.293 |
|
4.250 |
3.063 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.771 |
3.775 |
| PP |
3.752 |
3.761 |
| S1 |
3.733 |
3.746 |
|