NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.826 |
3.919 |
0.093 |
2.4% |
3.617 |
| High |
3.928 |
4.001 |
0.073 |
1.9% |
3.919 |
| Low |
3.826 |
3.881 |
0.055 |
1.4% |
3.588 |
| Close |
3.921 |
3.996 |
0.075 |
1.9% |
3.880 |
| Range |
0.102 |
0.120 |
0.018 |
17.6% |
0.331 |
| ATR |
0.110 |
0.111 |
0.001 |
0.7% |
0.000 |
| Volume |
21,054 |
18,552 |
-2,502 |
-11.9% |
117,091 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.319 |
4.278 |
4.062 |
|
| R3 |
4.199 |
4.158 |
4.029 |
|
| R2 |
4.079 |
4.079 |
4.018 |
|
| R1 |
4.038 |
4.038 |
4.007 |
4.059 |
| PP |
3.959 |
3.959 |
3.959 |
3.970 |
| S1 |
3.918 |
3.918 |
3.985 |
3.939 |
| S2 |
3.839 |
3.839 |
3.974 |
|
| S3 |
3.719 |
3.798 |
3.963 |
|
| S4 |
3.599 |
3.678 |
3.930 |
|
|
| 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 |
4.001 |
3.772 |
0.229 |
5.7% |
0.114 |
2.9% |
98% |
True |
False |
22,104 |
| 10 |
4.001 |
3.588 |
0.413 |
10.3% |
0.117 |
2.9% |
99% |
True |
False |
21,865 |
| 20 |
4.001 |
3.588 |
0.413 |
10.3% |
0.110 |
2.8% |
99% |
True |
False |
20,369 |
| 40 |
4.049 |
3.588 |
0.461 |
11.5% |
0.107 |
2.7% |
89% |
False |
False |
20,577 |
| 60 |
4.049 |
3.210 |
0.839 |
21.0% |
0.101 |
2.5% |
94% |
False |
False |
17,696 |
| 80 |
4.049 |
3.210 |
0.839 |
21.0% |
0.096 |
2.4% |
94% |
False |
False |
15,163 |
| 100 |
4.049 |
3.210 |
0.839 |
21.0% |
0.095 |
2.4% |
94% |
False |
False |
13,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.511 |
|
2.618 |
4.315 |
|
1.618 |
4.195 |
|
1.000 |
4.121 |
|
0.618 |
4.075 |
|
HIGH |
4.001 |
|
0.618 |
3.955 |
|
0.500 |
3.941 |
|
0.382 |
3.927 |
|
LOW |
3.881 |
|
0.618 |
3.807 |
|
1.000 |
3.761 |
|
1.618 |
3.687 |
|
2.618 |
3.567 |
|
4.250 |
3.371 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.978 |
3.967 |
| PP |
3.959 |
3.937 |
| S1 |
3.941 |
3.908 |
|