NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.730 |
3.835 |
0.105 |
2.8% |
3.496 |
| High |
3.842 |
3.910 |
0.068 |
1.8% |
3.830 |
| Low |
3.725 |
3.786 |
0.061 |
1.6% |
3.470 |
| Close |
3.832 |
3.903 |
0.071 |
1.9% |
3.790 |
| Range |
0.117 |
0.124 |
0.007 |
6.0% |
0.360 |
| ATR |
0.125 |
0.125 |
0.000 |
0.0% |
0.000 |
| Volume |
93,266 |
134,413 |
41,147 |
44.1% |
674,135 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.238 |
4.195 |
3.971 |
|
| R3 |
4.114 |
4.071 |
3.937 |
|
| R2 |
3.990 |
3.990 |
3.926 |
|
| R1 |
3.947 |
3.947 |
3.914 |
3.969 |
| PP |
3.866 |
3.866 |
3.866 |
3.877 |
| S1 |
3.823 |
3.823 |
3.892 |
3.845 |
| S2 |
3.742 |
3.742 |
3.880 |
|
| S3 |
3.618 |
3.699 |
3.869 |
|
| S4 |
3.494 |
3.575 |
3.835 |
|
|
| 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 |
3.910 |
3.662 |
0.248 |
6.4% |
0.131 |
3.4% |
97% |
True |
False |
124,956 |
| 10 |
3.910 |
3.470 |
0.440 |
11.3% |
0.133 |
3.4% |
98% |
True |
False |
125,618 |
| 20 |
3.910 |
3.470 |
0.440 |
11.3% |
0.123 |
3.2% |
98% |
True |
False |
113,153 |
| 40 |
3.970 |
3.466 |
0.504 |
12.9% |
0.123 |
3.1% |
87% |
False |
False |
97,937 |
| 60 |
3.970 |
3.055 |
0.915 |
23.4% |
0.116 |
3.0% |
93% |
False |
False |
78,267 |
| 80 |
3.970 |
3.055 |
0.915 |
23.4% |
0.115 |
3.0% |
93% |
False |
False |
64,848 |
| 100 |
3.970 |
3.055 |
0.915 |
23.4% |
0.113 |
2.9% |
93% |
False |
False |
55,091 |
| 120 |
3.970 |
2.962 |
1.008 |
25.8% |
0.112 |
2.9% |
93% |
False |
False |
48,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.437 |
|
2.618 |
4.235 |
|
1.618 |
4.111 |
|
1.000 |
4.034 |
|
0.618 |
3.987 |
|
HIGH |
3.910 |
|
0.618 |
3.863 |
|
0.500 |
3.848 |
|
0.382 |
3.833 |
|
LOW |
3.786 |
|
0.618 |
3.709 |
|
1.000 |
3.662 |
|
1.618 |
3.585 |
|
2.618 |
3.461 |
|
4.250 |
3.259 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.885 |
3.872 |
| PP |
3.866 |
3.841 |
| S1 |
3.848 |
3.810 |
|