NYMEX Natural Gas Future February 2013
| 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 |
3.867 |
3.954 |
0.087 |
2.2% |
3.637 |
| High |
3.961 |
4.040 |
0.079 |
2.0% |
3.951 |
| Low |
3.856 |
3.912 |
0.056 |
1.5% |
3.611 |
| Close |
3.954 |
4.032 |
0.078 |
2.0% |
3.913 |
| Range |
0.105 |
0.128 |
0.023 |
21.9% |
0.340 |
| ATR |
0.115 |
0.116 |
0.001 |
0.8% |
0.000 |
| Volume |
24,629 |
20,071 |
-4,558 |
-18.5% |
103,399 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.379 |
4.333 |
4.102 |
|
| R3 |
4.251 |
4.205 |
4.067 |
|
| R2 |
4.123 |
4.123 |
4.055 |
|
| R1 |
4.077 |
4.077 |
4.044 |
4.100 |
| PP |
3.995 |
3.995 |
3.995 |
4.006 |
| S1 |
3.949 |
3.949 |
4.020 |
3.972 |
| S2 |
3.867 |
3.867 |
4.009 |
|
| S3 |
3.739 |
3.821 |
3.997 |
|
| S4 |
3.611 |
3.693 |
3.962 |
|
|
| 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 |
4.040 |
3.794 |
0.246 |
6.1% |
0.123 |
3.1% |
97% |
True |
False |
23,287 |
| 10 |
4.040 |
3.611 |
0.429 |
10.6% |
0.123 |
3.0% |
98% |
True |
False |
21,244 |
| 20 |
4.040 |
3.611 |
0.429 |
10.6% |
0.115 |
2.8% |
98% |
True |
False |
20,335 |
| 40 |
4.090 |
3.611 |
0.479 |
11.9% |
0.111 |
2.8% |
88% |
False |
False |
19,109 |
| 60 |
4.090 |
3.222 |
0.868 |
21.5% |
0.104 |
2.6% |
93% |
False |
False |
15,678 |
| 80 |
4.090 |
3.222 |
0.868 |
21.5% |
0.100 |
2.5% |
93% |
False |
False |
13,171 |
| 100 |
4.090 |
3.222 |
0.868 |
21.5% |
0.097 |
2.4% |
93% |
False |
False |
11,321 |
| 120 |
4.090 |
3.150 |
0.940 |
23.3% |
0.096 |
2.4% |
94% |
False |
False |
9,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.584 |
|
2.618 |
4.375 |
|
1.618 |
4.247 |
|
1.000 |
4.168 |
|
0.618 |
4.119 |
|
HIGH |
4.040 |
|
0.618 |
3.991 |
|
0.500 |
3.976 |
|
0.382 |
3.961 |
|
LOW |
3.912 |
|
0.618 |
3.833 |
|
1.000 |
3.784 |
|
1.618 |
3.705 |
|
2.618 |
3.577 |
|
4.250 |
3.368 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4.013 |
4.002 |
| PP |
3.995 |
3.972 |
| S1 |
3.976 |
3.942 |
|