NYMEX Natural Gas Future February 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 |
3.901 |
3.899 |
-0.002 |
-0.1% |
3.920 |
| High |
3.925 |
3.899 |
-0.026 |
-0.7% |
4.074 |
| Low |
3.861 |
3.749 |
-0.112 |
-2.9% |
3.843 |
| Close |
3.906 |
3.816 |
-0.090 |
-2.3% |
4.043 |
| Range |
0.064 |
0.150 |
0.086 |
134.4% |
0.231 |
| ATR |
0.116 |
0.119 |
0.003 |
2.5% |
0.000 |
| Volume |
26,695 |
25,053 |
-1,642 |
-6.2% |
92,355 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.271 |
4.194 |
3.899 |
|
| R3 |
4.121 |
4.044 |
3.857 |
|
| R2 |
3.971 |
3.971 |
3.844 |
|
| R1 |
3.894 |
3.894 |
3.830 |
3.858 |
| PP |
3.821 |
3.821 |
3.821 |
3.803 |
| S1 |
3.744 |
3.744 |
3.802 |
3.708 |
| S2 |
3.671 |
3.671 |
3.789 |
|
| S3 |
3.521 |
3.594 |
3.775 |
|
| S4 |
3.371 |
3.444 |
3.734 |
|
|
| 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 |
3.749 |
0.325 |
8.5% |
0.121 |
3.2% |
21% |
False |
True |
21,781 |
| 10 |
4.074 |
3.749 |
0.325 |
8.5% |
0.119 |
3.1% |
21% |
False |
True |
22,534 |
| 20 |
4.074 |
3.611 |
0.463 |
12.1% |
0.114 |
3.0% |
44% |
False |
False |
20,886 |
| 40 |
4.090 |
3.611 |
0.479 |
12.6% |
0.113 |
3.0% |
43% |
False |
False |
19,341 |
| 60 |
4.090 |
3.241 |
0.849 |
22.2% |
0.106 |
2.8% |
68% |
False |
False |
16,810 |
| 80 |
4.090 |
3.222 |
0.868 |
22.7% |
0.100 |
2.6% |
68% |
False |
False |
13,996 |
| 100 |
4.090 |
3.222 |
0.868 |
22.7% |
0.098 |
2.6% |
68% |
False |
False |
12,088 |
| 120 |
4.090 |
3.150 |
0.940 |
24.6% |
0.098 |
2.6% |
71% |
False |
False |
10,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.537 |
|
2.618 |
4.292 |
|
1.618 |
4.142 |
|
1.000 |
4.049 |
|
0.618 |
3.992 |
|
HIGH |
3.899 |
|
0.618 |
3.842 |
|
0.500 |
3.824 |
|
0.382 |
3.806 |
|
LOW |
3.749 |
|
0.618 |
3.656 |
|
1.000 |
3.599 |
|
1.618 |
3.506 |
|
2.618 |
3.356 |
|
4.250 |
3.112 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.824 |
3.881 |
| PP |
3.821 |
3.859 |
| S1 |
3.819 |
3.838 |
|