NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
3.919 |
4.004 |
0.085 |
2.2% |
3.881 |
High |
4.001 |
4.036 |
0.035 |
0.9% |
4.036 |
Low |
3.881 |
3.941 |
0.060 |
1.5% |
3.815 |
Close |
3.996 |
4.008 |
0.012 |
0.3% |
4.008 |
Range |
0.120 |
0.095 |
-0.025 |
-20.8% |
0.221 |
ATR |
0.111 |
0.110 |
-0.001 |
-1.0% |
0.000 |
Volume |
18,552 |
24,487 |
5,935 |
32.0% |
81,657 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.280 |
4.239 |
4.060 |
|
R3 |
4.185 |
4.144 |
4.034 |
|
R2 |
4.090 |
4.090 |
4.025 |
|
R1 |
4.049 |
4.049 |
4.017 |
4.070 |
PP |
3.995 |
3.995 |
3.995 |
4.005 |
S1 |
3.954 |
3.954 |
3.999 |
3.975 |
S2 |
3.900 |
3.900 |
3.991 |
|
S3 |
3.805 |
3.859 |
3.982 |
|
S4 |
3.710 |
3.764 |
3.956 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.616 |
4.533 |
4.130 |
|
R3 |
4.395 |
4.312 |
4.069 |
|
R2 |
4.174 |
4.174 |
4.049 |
|
R1 |
4.091 |
4.091 |
4.028 |
4.133 |
PP |
3.953 |
3.953 |
3.953 |
3.974 |
S1 |
3.870 |
3.870 |
3.988 |
3.912 |
S2 |
3.732 |
3.732 |
3.967 |
|
S3 |
3.511 |
3.649 |
3.947 |
|
S4 |
3.290 |
3.428 |
3.886 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.036 |
3.772 |
0.264 |
6.6% |
0.107 |
2.7% |
89% |
True |
False |
20,710 |
10 |
4.036 |
3.588 |
0.448 |
11.2% |
0.118 |
3.0% |
94% |
True |
False |
22,353 |
20 |
4.036 |
3.588 |
0.448 |
11.2% |
0.109 |
2.7% |
94% |
True |
False |
20,840 |
40 |
4.049 |
3.588 |
0.461 |
11.5% |
0.107 |
2.7% |
91% |
False |
False |
20,759 |
60 |
4.049 |
3.224 |
0.825 |
20.6% |
0.101 |
2.5% |
95% |
False |
False |
17,984 |
80 |
4.049 |
3.210 |
0.839 |
20.9% |
0.096 |
2.4% |
95% |
False |
False |
15,362 |
100 |
4.049 |
3.210 |
0.839 |
20.9% |
0.095 |
2.4% |
95% |
False |
False |
13,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.440 |
2.618 |
4.285 |
1.618 |
4.190 |
1.000 |
4.131 |
0.618 |
4.095 |
HIGH |
4.036 |
0.618 |
4.000 |
0.500 |
3.989 |
0.382 |
3.977 |
LOW |
3.941 |
0.618 |
3.882 |
1.000 |
3.846 |
1.618 |
3.787 |
2.618 |
3.692 |
4.250 |
3.537 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
4.002 |
3.982 |
PP |
3.995 |
3.957 |
S1 |
3.989 |
3.931 |
|