NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 20-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
3.881 |
3.826 |
-0.055 |
-1.4% |
3.617 |
High |
3.915 |
3.928 |
0.013 |
0.3% |
3.919 |
Low |
3.815 |
3.826 |
0.011 |
0.3% |
3.588 |
Close |
3.823 |
3.921 |
0.098 |
2.6% |
3.880 |
Range |
0.100 |
0.102 |
0.002 |
2.0% |
0.331 |
ATR |
0.110 |
0.110 |
0.000 |
-0.3% |
0.000 |
Volume |
17,564 |
21,054 |
3,490 |
19.9% |
117,091 |
|
Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.198 |
4.161 |
3.977 |
|
R3 |
4.096 |
4.059 |
3.949 |
|
R2 |
3.994 |
3.994 |
3.940 |
|
R1 |
3.957 |
3.957 |
3.930 |
3.976 |
PP |
3.892 |
3.892 |
3.892 |
3.901 |
S1 |
3.855 |
3.855 |
3.912 |
3.874 |
S2 |
3.790 |
3.790 |
3.902 |
|
S3 |
3.688 |
3.753 |
3.893 |
|
S4 |
3.586 |
3.651 |
3.865 |
|
|
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 |
3.928 |
3.772 |
0.156 |
4.0% |
0.109 |
2.8% |
96% |
True |
False |
24,059 |
10 |
3.928 |
3.588 |
0.340 |
8.7% |
0.111 |
2.8% |
98% |
True |
False |
22,359 |
20 |
3.969 |
3.588 |
0.381 |
9.7% |
0.110 |
2.8% |
87% |
False |
False |
20,220 |
40 |
4.049 |
3.557 |
0.492 |
12.5% |
0.106 |
2.7% |
74% |
False |
False |
20,351 |
60 |
4.049 |
3.210 |
0.839 |
21.4% |
0.100 |
2.5% |
85% |
False |
False |
17,489 |
80 |
4.049 |
3.210 |
0.839 |
21.4% |
0.096 |
2.4% |
85% |
False |
False |
15,023 |
100 |
4.049 |
3.210 |
0.839 |
21.4% |
0.094 |
2.4% |
85% |
False |
False |
13,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.362 |
2.618 |
4.195 |
1.618 |
4.093 |
1.000 |
4.030 |
0.618 |
3.991 |
HIGH |
3.928 |
0.618 |
3.889 |
0.500 |
3.877 |
0.382 |
3.865 |
LOW |
3.826 |
0.618 |
3.763 |
1.000 |
3.724 |
1.618 |
3.661 |
2.618 |
3.559 |
4.250 |
3.393 |
|
|
Fisher Pivots for day following 20-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
3.906 |
3.897 |
PP |
3.892 |
3.874 |
S1 |
3.877 |
3.850 |
|