NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.954 |
4.039 |
0.085 |
2.1% |
3.920 |
| High |
4.040 |
4.074 |
0.034 |
0.8% |
4.074 |
| Low |
3.912 |
3.972 |
0.060 |
1.5% |
3.843 |
| Close |
4.032 |
4.043 |
0.011 |
0.3% |
4.043 |
| Range |
0.128 |
0.102 |
-0.026 |
-20.3% |
0.231 |
| ATR |
0.116 |
0.115 |
-0.001 |
-0.8% |
0.000 |
| Volume |
20,071 |
24,108 |
4,037 |
20.1% |
92,355 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.336 |
4.291 |
4.099 |
|
| R3 |
4.234 |
4.189 |
4.071 |
|
| R2 |
4.132 |
4.132 |
4.062 |
|
| R1 |
4.087 |
4.087 |
4.052 |
4.110 |
| PP |
4.030 |
4.030 |
4.030 |
4.041 |
| S1 |
3.985 |
3.985 |
4.034 |
4.008 |
| S2 |
3.928 |
3.928 |
4.024 |
|
| S3 |
3.826 |
3.883 |
4.015 |
|
| S4 |
3.724 |
3.781 |
3.987 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.680 |
4.592 |
4.170 |
|
| R3 |
4.449 |
4.361 |
4.107 |
|
| R2 |
4.218 |
4.218 |
4.085 |
|
| R1 |
4.130 |
4.130 |
4.064 |
4.174 |
| PP |
3.987 |
3.987 |
3.987 |
4.009 |
| S1 |
3.899 |
3.899 |
4.022 |
3.943 |
| S2 |
3.756 |
3.756 |
4.001 |
|
| S3 |
3.525 |
3.668 |
3.979 |
|
| S4 |
3.294 |
3.437 |
3.916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.074 |
3.794 |
0.280 |
6.9% |
0.115 |
2.8% |
89% |
True |
False |
23,087 |
| 10 |
4.074 |
3.611 |
0.463 |
11.5% |
0.124 |
3.1% |
93% |
True |
False |
21,834 |
| 20 |
4.074 |
3.611 |
0.463 |
11.5% |
0.114 |
2.8% |
93% |
True |
False |
20,835 |
| 40 |
4.090 |
3.611 |
0.479 |
11.8% |
0.111 |
2.8% |
90% |
False |
False |
19,361 |
| 60 |
4.090 |
3.241 |
0.849 |
21.0% |
0.104 |
2.6% |
94% |
False |
False |
15,970 |
| 80 |
4.090 |
3.222 |
0.868 |
21.5% |
0.100 |
2.5% |
95% |
False |
False |
13,383 |
| 100 |
4.090 |
3.222 |
0.868 |
21.5% |
0.098 |
2.4% |
95% |
False |
False |
11,540 |
| 120 |
4.090 |
3.150 |
0.940 |
23.3% |
0.096 |
2.4% |
95% |
False |
False |
10,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.508 |
|
2.618 |
4.341 |
|
1.618 |
4.239 |
|
1.000 |
4.176 |
|
0.618 |
4.137 |
|
HIGH |
4.074 |
|
0.618 |
4.035 |
|
0.500 |
4.023 |
|
0.382 |
4.011 |
|
LOW |
3.972 |
|
0.618 |
3.909 |
|
1.000 |
3.870 |
|
1.618 |
3.807 |
|
2.618 |
3.705 |
|
4.250 |
3.539 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4.036 |
4.017 |
| PP |
4.030 |
3.991 |
| S1 |
4.023 |
3.965 |
|