NYMEX Natural Gas Future January 2013
| 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 |
3.620 |
3.690 |
0.070 |
1.9% |
3.657 |
| High |
3.718 |
3.891 |
0.173 |
4.7% |
3.751 |
| Low |
3.598 |
3.688 |
0.090 |
2.5% |
3.615 |
| Close |
3.695 |
3.857 |
0.162 |
4.4% |
3.634 |
| Range |
0.120 |
0.203 |
0.083 |
69.2% |
0.136 |
| ATR |
0.112 |
0.118 |
0.007 |
5.8% |
0.000 |
| Volume |
68,450 |
65,151 |
-3,299 |
-4.8% |
277,495 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.421 |
4.342 |
3.969 |
|
| R3 |
4.218 |
4.139 |
3.913 |
|
| R2 |
4.015 |
4.015 |
3.894 |
|
| R1 |
3.936 |
3.936 |
3.876 |
3.976 |
| PP |
3.812 |
3.812 |
3.812 |
3.832 |
| S1 |
3.733 |
3.733 |
3.838 |
3.773 |
| S2 |
3.609 |
3.609 |
3.820 |
|
| S3 |
3.406 |
3.530 |
3.801 |
|
| S4 |
3.203 |
3.327 |
3.745 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.075 |
3.990 |
3.709 |
|
| R3 |
3.939 |
3.854 |
3.671 |
|
| R2 |
3.803 |
3.803 |
3.659 |
|
| R1 |
3.718 |
3.718 |
3.646 |
3.693 |
| PP |
3.667 |
3.667 |
3.667 |
3.654 |
| S1 |
3.582 |
3.582 |
3.622 |
3.557 |
| S2 |
3.531 |
3.531 |
3.609 |
|
| S3 |
3.395 |
3.446 |
3.597 |
|
| S4 |
3.259 |
3.310 |
3.559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.891 |
3.598 |
0.293 |
7.6% |
0.120 |
3.1% |
88% |
True |
False |
61,601 |
| 10 |
3.907 |
3.598 |
0.309 |
8.0% |
0.113 |
2.9% |
84% |
False |
False |
54,544 |
| 20 |
4.088 |
3.598 |
0.490 |
12.7% |
0.120 |
3.1% |
53% |
False |
False |
51,738 |
| 40 |
4.088 |
3.359 |
0.729 |
18.9% |
0.112 |
2.9% |
68% |
False |
False |
59,970 |
| 60 |
4.088 |
3.200 |
0.888 |
23.0% |
0.109 |
2.8% |
74% |
False |
False |
50,707 |
| 80 |
4.088 |
3.200 |
0.888 |
23.0% |
0.106 |
2.8% |
74% |
False |
False |
44,589 |
| 100 |
4.088 |
3.200 |
0.888 |
23.0% |
0.106 |
2.8% |
74% |
False |
False |
39,625 |
| 120 |
4.088 |
3.114 |
0.974 |
25.3% |
0.104 |
2.7% |
76% |
False |
False |
36,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.754 |
|
2.618 |
4.422 |
|
1.618 |
4.219 |
|
1.000 |
4.094 |
|
0.618 |
4.016 |
|
HIGH |
3.891 |
|
0.618 |
3.813 |
|
0.500 |
3.790 |
|
0.382 |
3.766 |
|
LOW |
3.688 |
|
0.618 |
3.563 |
|
1.000 |
3.485 |
|
1.618 |
3.360 |
|
2.618 |
3.157 |
|
4.250 |
2.825 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.835 |
3.820 |
| PP |
3.812 |
3.782 |
| S1 |
3.790 |
3.745 |
|