NYMEX Natural Gas Future February 2013
| 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 |
3.892 |
3.845 |
-0.047 |
-1.2% |
3.637 |
| High |
3.951 |
3.923 |
-0.028 |
-0.7% |
3.951 |
| Low |
3.810 |
3.794 |
-0.016 |
-0.4% |
3.611 |
| Close |
3.834 |
3.913 |
0.079 |
2.1% |
3.913 |
| Range |
0.141 |
0.129 |
-0.012 |
-8.5% |
0.340 |
| ATR |
0.114 |
0.115 |
0.001 |
0.9% |
0.000 |
| Volume |
25,108 |
23,081 |
-2,027 |
-8.1% |
103,399 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.264 |
4.217 |
3.984 |
|
| R3 |
4.135 |
4.088 |
3.948 |
|
| R2 |
4.006 |
4.006 |
3.937 |
|
| R1 |
3.959 |
3.959 |
3.925 |
3.983 |
| PP |
3.877 |
3.877 |
3.877 |
3.888 |
| S1 |
3.830 |
3.830 |
3.901 |
3.854 |
| S2 |
3.748 |
3.748 |
3.889 |
|
| S3 |
3.619 |
3.701 |
3.878 |
|
| S4 |
3.490 |
3.572 |
3.842 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.845 |
4.719 |
4.100 |
|
| R3 |
4.505 |
4.379 |
4.007 |
|
| R2 |
4.165 |
4.165 |
3.975 |
|
| R1 |
4.039 |
4.039 |
3.944 |
4.102 |
| PP |
3.825 |
3.825 |
3.825 |
3.857 |
| S1 |
3.699 |
3.699 |
3.882 |
3.762 |
| S2 |
3.485 |
3.485 |
3.851 |
|
| S3 |
3.145 |
3.359 |
3.820 |
|
| S4 |
2.805 |
3.019 |
3.726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.951 |
3.611 |
0.340 |
8.7% |
0.137 |
3.5% |
89% |
False |
False |
20,679 |
| 10 |
3.951 |
3.611 |
0.340 |
8.7% |
0.113 |
2.9% |
89% |
False |
False |
20,921 |
| 20 |
4.090 |
3.611 |
0.479 |
12.2% |
0.118 |
3.0% |
63% |
False |
False |
19,395 |
| 40 |
4.090 |
3.469 |
0.621 |
15.9% |
0.108 |
2.8% |
71% |
False |
False |
18,108 |
| 60 |
4.090 |
3.222 |
0.868 |
22.2% |
0.102 |
2.6% |
80% |
False |
False |
14,829 |
| 80 |
4.090 |
3.222 |
0.868 |
22.2% |
0.099 |
2.5% |
80% |
False |
False |
12,491 |
| 100 |
4.090 |
3.222 |
0.868 |
22.2% |
0.097 |
2.5% |
80% |
False |
False |
10,792 |
| 120 |
4.090 |
3.150 |
0.940 |
24.0% |
0.095 |
2.4% |
81% |
False |
False |
9,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.471 |
|
2.618 |
4.261 |
|
1.618 |
4.132 |
|
1.000 |
4.052 |
|
0.618 |
4.003 |
|
HIGH |
3.923 |
|
0.618 |
3.874 |
|
0.500 |
3.859 |
|
0.382 |
3.843 |
|
LOW |
3.794 |
|
0.618 |
3.714 |
|
1.000 |
3.665 |
|
1.618 |
3.585 |
|
2.618 |
3.456 |
|
4.250 |
3.246 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.895 |
3.900 |
| PP |
3.877 |
3.886 |
| S1 |
3.859 |
3.873 |
|