NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.895 |
3.864 |
-0.031 |
-0.8% |
3.798 |
| High |
3.933 |
3.868 |
-0.065 |
-1.7% |
3.933 |
| Low |
3.830 |
3.704 |
-0.126 |
-3.3% |
3.710 |
| Close |
3.901 |
3.730 |
-0.171 |
-4.4% |
3.901 |
| Range |
0.103 |
0.164 |
0.061 |
59.2% |
0.223 |
| ATR |
0.123 |
0.128 |
0.005 |
4.3% |
0.000 |
| Volume |
50,250 |
85,879 |
35,629 |
70.9% |
397,926 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.259 |
4.159 |
3.820 |
|
| R3 |
4.095 |
3.995 |
3.775 |
|
| R2 |
3.931 |
3.931 |
3.760 |
|
| R1 |
3.831 |
3.831 |
3.745 |
3.799 |
| PP |
3.767 |
3.767 |
3.767 |
3.752 |
| S1 |
3.667 |
3.667 |
3.715 |
3.635 |
| S2 |
3.603 |
3.603 |
3.700 |
|
| S3 |
3.439 |
3.503 |
3.685 |
|
| S4 |
3.275 |
3.339 |
3.640 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.517 |
4.432 |
4.024 |
|
| R3 |
4.294 |
4.209 |
3.962 |
|
| R2 |
4.071 |
4.071 |
3.942 |
|
| R1 |
3.986 |
3.986 |
3.921 |
4.029 |
| PP |
3.848 |
3.848 |
3.848 |
3.869 |
| S1 |
3.763 |
3.763 |
3.881 |
3.806 |
| S2 |
3.625 |
3.625 |
3.860 |
|
| S3 |
3.402 |
3.540 |
3.840 |
|
| S4 |
3.179 |
3.317 |
3.778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.933 |
3.704 |
0.229 |
6.1% |
0.127 |
3.4% |
11% |
False |
True |
96,761 |
| 10 |
3.933 |
3.470 |
0.463 |
12.4% |
0.137 |
3.7% |
56% |
False |
False |
115,794 |
| 20 |
3.933 |
3.470 |
0.463 |
12.4% |
0.125 |
3.4% |
56% |
False |
False |
109,044 |
| 40 |
3.970 |
3.470 |
0.500 |
13.4% |
0.124 |
3.3% |
52% |
False |
False |
97,637 |
| 60 |
3.970 |
3.055 |
0.915 |
24.5% |
0.118 |
3.2% |
74% |
False |
False |
79,484 |
| 80 |
3.970 |
3.055 |
0.915 |
24.5% |
0.114 |
3.1% |
74% |
False |
False |
65,961 |
| 100 |
3.970 |
3.055 |
0.915 |
24.5% |
0.114 |
3.1% |
74% |
False |
False |
56,253 |
| 120 |
3.970 |
2.962 |
1.008 |
27.0% |
0.113 |
3.0% |
76% |
False |
False |
49,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.565 |
|
2.618 |
4.297 |
|
1.618 |
4.133 |
|
1.000 |
4.032 |
|
0.618 |
3.969 |
|
HIGH |
3.868 |
|
0.618 |
3.805 |
|
0.500 |
3.786 |
|
0.382 |
3.767 |
|
LOW |
3.704 |
|
0.618 |
3.603 |
|
1.000 |
3.540 |
|
1.618 |
3.439 |
|
2.618 |
3.275 |
|
4.250 |
3.007 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.786 |
3.819 |
| PP |
3.767 |
3.789 |
| S1 |
3.749 |
3.760 |
|