NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.690 |
3.886 |
0.196 |
5.3% |
3.629 |
| High |
3.870 |
3.919 |
0.049 |
1.3% |
3.730 |
| Low |
3.690 |
3.824 |
0.134 |
3.6% |
3.602 |
| Close |
3.837 |
3.864 |
0.027 |
0.7% |
3.622 |
| Range |
0.180 |
0.095 |
-0.085 |
-47.2% |
0.128 |
| ATR |
0.110 |
0.109 |
-0.001 |
-1.0% |
0.000 |
| Volume |
16,741 |
28,328 |
11,587 |
69.2% |
108,885 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.154 |
4.104 |
3.916 |
|
| R3 |
4.059 |
4.009 |
3.890 |
|
| R2 |
3.964 |
3.964 |
3.881 |
|
| R1 |
3.914 |
3.914 |
3.873 |
3.892 |
| PP |
3.869 |
3.869 |
3.869 |
3.858 |
| S1 |
3.819 |
3.819 |
3.855 |
3.797 |
| S2 |
3.774 |
3.774 |
3.847 |
|
| S3 |
3.679 |
3.724 |
3.838 |
|
| S4 |
3.584 |
3.629 |
3.812 |
|
|
| 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 |
3.919 |
3.588 |
0.331 |
8.6% |
0.121 |
3.1% |
83% |
True |
False |
21,626 |
| 10 |
3.919 |
3.588 |
0.331 |
8.6% |
0.107 |
2.8% |
83% |
True |
False |
21,248 |
| 20 |
4.049 |
3.588 |
0.461 |
11.9% |
0.112 |
2.9% |
60% |
False |
False |
19,561 |
| 40 |
4.049 |
3.397 |
0.652 |
16.9% |
0.102 |
2.6% |
72% |
False |
False |
19,152 |
| 60 |
4.049 |
3.210 |
0.839 |
21.7% |
0.098 |
2.5% |
78% |
False |
False |
16,418 |
| 80 |
4.049 |
3.210 |
0.839 |
21.7% |
0.094 |
2.4% |
78% |
False |
False |
14,133 |
| 100 |
4.049 |
3.210 |
0.839 |
21.7% |
0.094 |
2.4% |
78% |
False |
False |
12,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.323 |
|
2.618 |
4.168 |
|
1.618 |
4.073 |
|
1.000 |
4.014 |
|
0.618 |
3.978 |
|
HIGH |
3.919 |
|
0.618 |
3.883 |
|
0.500 |
3.872 |
|
0.382 |
3.860 |
|
LOW |
3.824 |
|
0.618 |
3.765 |
|
1.000 |
3.729 |
|
1.618 |
3.670 |
|
2.618 |
3.575 |
|
4.250 |
3.420 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.872 |
3.827 |
| PP |
3.869 |
3.790 |
| S1 |
3.867 |
3.754 |
|