NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.617 |
3.690 |
0.073 |
2.0% |
3.629 |
| High |
3.703 |
3.870 |
0.167 |
4.5% |
3.730 |
| Low |
3.588 |
3.690 |
0.102 |
2.8% |
3.602 |
| Close |
3.681 |
3.837 |
0.156 |
4.2% |
3.622 |
| Range |
0.115 |
0.180 |
0.065 |
56.5% |
0.128 |
| ATR |
0.104 |
0.110 |
0.006 |
5.8% |
0.000 |
| Volume |
18,671 |
16,741 |
-1,930 |
-10.3% |
108,885 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.339 |
4.268 |
3.936 |
|
| R3 |
4.159 |
4.088 |
3.887 |
|
| R2 |
3.979 |
3.979 |
3.870 |
|
| R1 |
3.908 |
3.908 |
3.854 |
3.944 |
| PP |
3.799 |
3.799 |
3.799 |
3.817 |
| S1 |
3.728 |
3.728 |
3.821 |
3.764 |
| S2 |
3.619 |
3.619 |
3.804 |
|
| S3 |
3.439 |
3.548 |
3.788 |
|
| S4 |
3.259 |
3.368 |
3.738 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.035 |
3.957 |
3.692 |
|
| R3 |
3.907 |
3.829 |
3.657 |
|
| R2 |
3.779 |
3.779 |
3.645 |
|
| R1 |
3.701 |
3.701 |
3.634 |
3.676 |
| PP |
3.651 |
3.651 |
3.651 |
3.639 |
| S1 |
3.573 |
3.573 |
3.610 |
3.548 |
| S2 |
3.523 |
3.523 |
3.599 |
|
| S3 |
3.395 |
3.445 |
3.587 |
|
| S4 |
3.267 |
3.317 |
3.552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.870 |
3.588 |
0.282 |
7.3% |
0.114 |
3.0% |
88% |
True |
False |
20,659 |
| 10 |
3.870 |
3.588 |
0.282 |
7.3% |
0.106 |
2.8% |
88% |
True |
False |
19,860 |
| 20 |
4.049 |
3.588 |
0.461 |
12.0% |
0.111 |
2.9% |
54% |
False |
False |
18,760 |
| 40 |
4.049 |
3.383 |
0.666 |
17.4% |
0.101 |
2.6% |
68% |
False |
False |
18,716 |
| 60 |
4.049 |
3.210 |
0.839 |
21.9% |
0.098 |
2.6% |
75% |
False |
False |
16,008 |
| 80 |
4.049 |
3.210 |
0.839 |
21.9% |
0.094 |
2.4% |
75% |
False |
False |
13,893 |
| 100 |
4.049 |
3.210 |
0.839 |
21.9% |
0.094 |
2.4% |
75% |
False |
False |
12,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.635 |
|
2.618 |
4.341 |
|
1.618 |
4.161 |
|
1.000 |
4.050 |
|
0.618 |
3.981 |
|
HIGH |
3.870 |
|
0.618 |
3.801 |
|
0.500 |
3.780 |
|
0.382 |
3.759 |
|
LOW |
3.690 |
|
0.618 |
3.579 |
|
1.000 |
3.510 |
|
1.618 |
3.399 |
|
2.618 |
3.219 |
|
4.250 |
2.925 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.818 |
3.801 |
| PP |
3.799 |
3.765 |
| S1 |
3.780 |
3.729 |
|