NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.886 |
3.887 |
0.001 |
0.0% |
3.906 |
| High |
3.914 |
3.891 |
-0.023 |
-0.6% |
4.060 |
| Low |
3.846 |
3.737 |
-0.109 |
-2.8% |
3.828 |
| Close |
3.892 |
3.801 |
-0.091 |
-2.3% |
4.034 |
| Range |
0.068 |
0.154 |
0.086 |
126.5% |
0.232 |
| ATR |
0.121 |
0.123 |
0.002 |
2.0% |
0.000 |
| Volume |
103,164 |
167,841 |
64,677 |
62.7% |
265,438 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.272 |
4.190 |
3.886 |
|
| R3 |
4.118 |
4.036 |
3.843 |
|
| R2 |
3.964 |
3.964 |
3.829 |
|
| R1 |
3.882 |
3.882 |
3.815 |
3.846 |
| PP |
3.810 |
3.810 |
3.810 |
3.792 |
| S1 |
3.728 |
3.728 |
3.787 |
3.692 |
| S2 |
3.656 |
3.656 |
3.773 |
|
| S3 |
3.502 |
3.574 |
3.759 |
|
| S4 |
3.348 |
3.420 |
3.716 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.670 |
4.584 |
4.162 |
|
| R3 |
4.438 |
4.352 |
4.098 |
|
| R2 |
4.206 |
4.206 |
4.077 |
|
| R1 |
4.120 |
4.120 |
4.055 |
4.163 |
| PP |
3.974 |
3.974 |
3.974 |
3.996 |
| S1 |
3.888 |
3.888 |
4.013 |
3.931 |
| S2 |
3.742 |
3.742 |
3.991 |
|
| S3 |
3.510 |
3.656 |
3.970 |
|
| S4 |
3.278 |
3.424 |
3.906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.060 |
3.737 |
0.323 |
8.5% |
0.124 |
3.3% |
20% |
False |
True |
101,902 |
| 10 |
4.060 |
3.737 |
0.323 |
8.5% |
0.123 |
3.2% |
20% |
False |
True |
88,447 |
| 20 |
4.060 |
3.598 |
0.462 |
12.2% |
0.118 |
3.1% |
44% |
False |
False |
71,495 |
| 40 |
4.088 |
3.598 |
0.490 |
12.9% |
0.119 |
3.1% |
41% |
False |
False |
69,793 |
| 60 |
4.088 |
3.200 |
0.888 |
23.4% |
0.113 |
3.0% |
68% |
False |
False |
61,007 |
| 80 |
4.088 |
3.200 |
0.888 |
23.4% |
0.109 |
2.9% |
68% |
False |
False |
52,637 |
| 100 |
4.088 |
3.200 |
0.888 |
23.4% |
0.108 |
2.8% |
68% |
False |
False |
46,582 |
| 120 |
4.088 |
3.114 |
0.974 |
25.6% |
0.108 |
2.8% |
71% |
False |
False |
42,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.546 |
|
2.618 |
4.294 |
|
1.618 |
4.140 |
|
1.000 |
4.045 |
|
0.618 |
3.986 |
|
HIGH |
3.891 |
|
0.618 |
3.832 |
|
0.500 |
3.814 |
|
0.382 |
3.796 |
|
LOW |
3.737 |
|
0.618 |
3.642 |
|
1.000 |
3.583 |
|
1.618 |
3.488 |
|
2.618 |
3.334 |
|
4.250 |
3.083 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.814 |
3.871 |
| PP |
3.810 |
3.847 |
| S1 |
3.805 |
3.824 |
|