NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
4.039 |
4.005 |
-0.034 |
-0.8% |
3.920 |
| High |
4.074 |
4.013 |
-0.061 |
-1.5% |
4.074 |
| Low |
3.972 |
3.854 |
-0.118 |
-3.0% |
3.843 |
| Close |
4.043 |
3.883 |
-0.160 |
-4.0% |
4.043 |
| Range |
0.102 |
0.159 |
0.057 |
55.9% |
0.231 |
| ATR |
0.115 |
0.120 |
0.005 |
4.6% |
0.000 |
| Volume |
24,108 |
12,980 |
-11,128 |
-46.2% |
92,355 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.394 |
4.297 |
3.970 |
|
| R3 |
4.235 |
4.138 |
3.927 |
|
| R2 |
4.076 |
4.076 |
3.912 |
|
| R1 |
3.979 |
3.979 |
3.898 |
3.948 |
| PP |
3.917 |
3.917 |
3.917 |
3.901 |
| S1 |
3.820 |
3.820 |
3.868 |
3.789 |
| S2 |
3.758 |
3.758 |
3.854 |
|
| S3 |
3.599 |
3.661 |
3.839 |
|
| S4 |
3.440 |
3.502 |
3.796 |
|
|
| 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 |
3.843 |
0.231 |
5.9% |
0.121 |
3.1% |
17% |
False |
False |
21,067 |
| 10 |
4.074 |
3.611 |
0.463 |
11.9% |
0.129 |
3.3% |
59% |
False |
False |
20,873 |
| 20 |
4.074 |
3.611 |
0.463 |
11.9% |
0.117 |
3.0% |
59% |
False |
False |
20,317 |
| 40 |
4.090 |
3.611 |
0.479 |
12.3% |
0.113 |
2.9% |
57% |
False |
False |
19,186 |
| 60 |
4.090 |
3.241 |
0.849 |
21.9% |
0.105 |
2.7% |
76% |
False |
False |
16,104 |
| 80 |
4.090 |
3.222 |
0.868 |
22.4% |
0.100 |
2.6% |
76% |
False |
False |
13,477 |
| 100 |
4.090 |
3.222 |
0.868 |
22.4% |
0.099 |
2.5% |
76% |
False |
False |
11,652 |
| 120 |
4.090 |
3.150 |
0.940 |
24.2% |
0.097 |
2.5% |
78% |
False |
False |
10,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.689 |
|
2.618 |
4.429 |
|
1.618 |
4.270 |
|
1.000 |
4.172 |
|
0.618 |
4.111 |
|
HIGH |
4.013 |
|
0.618 |
3.952 |
|
0.500 |
3.934 |
|
0.382 |
3.915 |
|
LOW |
3.854 |
|
0.618 |
3.756 |
|
1.000 |
3.695 |
|
1.618 |
3.597 |
|
2.618 |
3.438 |
|
4.250 |
3.178 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.934 |
3.964 |
| PP |
3.917 |
3.937 |
| S1 |
3.900 |
3.910 |
|