NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.867 |
3.827 |
-0.040 |
-1.0% |
3.617 |
| High |
3.918 |
3.889 |
-0.029 |
-0.7% |
3.919 |
| Low |
3.787 |
3.772 |
-0.015 |
-0.4% |
3.588 |
| Close |
3.807 |
3.880 |
0.073 |
1.9% |
3.880 |
| Range |
0.131 |
0.117 |
-0.014 |
-10.7% |
0.331 |
| ATR |
0.111 |
0.111 |
0.000 |
0.4% |
0.000 |
| Volume |
31,456 |
21,895 |
-9,561 |
-30.4% |
117,091 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.198 |
4.156 |
3.944 |
|
| R3 |
4.081 |
4.039 |
3.912 |
|
| R2 |
3.964 |
3.964 |
3.901 |
|
| R1 |
3.922 |
3.922 |
3.891 |
3.943 |
| PP |
3.847 |
3.847 |
3.847 |
3.858 |
| S1 |
3.805 |
3.805 |
3.869 |
3.826 |
| S2 |
3.730 |
3.730 |
3.859 |
|
| S3 |
3.613 |
3.688 |
3.848 |
|
| S4 |
3.496 |
3.571 |
3.816 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.789 |
4.665 |
4.062 |
|
| R3 |
4.458 |
4.334 |
3.971 |
|
| R2 |
4.127 |
4.127 |
3.941 |
|
| R1 |
4.003 |
4.003 |
3.910 |
4.065 |
| PP |
3.796 |
3.796 |
3.796 |
3.827 |
| S1 |
3.672 |
3.672 |
3.850 |
3.734 |
| S2 |
3.465 |
3.465 |
3.819 |
|
| S3 |
3.134 |
3.341 |
3.789 |
|
| S4 |
2.803 |
3.010 |
3.698 |
|
|
| 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 |
8.5% |
0.128 |
3.3% |
88% |
False |
False |
23,418 |
| 10 |
3.919 |
3.588 |
0.331 |
8.5% |
0.110 |
2.8% |
88% |
False |
False |
22,597 |
| 20 |
4.049 |
3.588 |
0.461 |
11.9% |
0.114 |
2.9% |
63% |
False |
False |
20,276 |
| 40 |
4.049 |
3.458 |
0.591 |
15.2% |
0.104 |
2.7% |
71% |
False |
False |
19,977 |
| 60 |
4.049 |
3.210 |
0.839 |
21.6% |
0.099 |
2.6% |
80% |
False |
False |
17,109 |
| 80 |
4.049 |
3.210 |
0.839 |
21.6% |
0.095 |
2.5% |
80% |
False |
False |
14,675 |
| 100 |
4.049 |
3.210 |
0.839 |
21.6% |
0.094 |
2.4% |
80% |
False |
False |
12,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.386 |
|
2.618 |
4.195 |
|
1.618 |
4.078 |
|
1.000 |
4.006 |
|
0.618 |
3.961 |
|
HIGH |
3.889 |
|
0.618 |
3.844 |
|
0.500 |
3.831 |
|
0.382 |
3.817 |
|
LOW |
3.772 |
|
0.618 |
3.700 |
|
1.000 |
3.655 |
|
1.618 |
3.583 |
|
2.618 |
3.466 |
|
4.250 |
3.275 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.864 |
3.869 |
| PP |
3.847 |
3.857 |
| S1 |
3.831 |
3.846 |
|