NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
4.004 |
3.970 |
-0.034 |
-0.8% |
3.881 |
| High |
4.036 |
3.985 |
-0.051 |
-1.3% |
4.036 |
| Low |
3.941 |
3.829 |
-0.112 |
-2.8% |
3.815 |
| Close |
4.008 |
3.862 |
-0.146 |
-3.6% |
4.008 |
| Range |
0.095 |
0.156 |
0.061 |
64.2% |
0.221 |
| ATR |
0.110 |
0.115 |
0.005 |
4.5% |
0.000 |
| Volume |
24,487 |
13,766 |
-10,721 |
-43.8% |
81,657 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.360 |
4.267 |
3.948 |
|
| R3 |
4.204 |
4.111 |
3.905 |
|
| R2 |
4.048 |
4.048 |
3.891 |
|
| R1 |
3.955 |
3.955 |
3.876 |
3.924 |
| PP |
3.892 |
3.892 |
3.892 |
3.876 |
| S1 |
3.799 |
3.799 |
3.848 |
3.768 |
| S2 |
3.736 |
3.736 |
3.833 |
|
| S3 |
3.580 |
3.643 |
3.819 |
|
| S4 |
3.424 |
3.487 |
3.776 |
|
|
| 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 |
3.815 |
0.221 |
5.7% |
0.115 |
3.0% |
21% |
False |
False |
19,084 |
| 10 |
4.036 |
3.588 |
0.448 |
11.6% |
0.121 |
3.1% |
61% |
False |
False |
21,251 |
| 20 |
4.036 |
3.588 |
0.448 |
11.6% |
0.112 |
2.9% |
61% |
False |
False |
20,465 |
| 40 |
4.049 |
3.588 |
0.461 |
11.9% |
0.109 |
2.8% |
59% |
False |
False |
20,578 |
| 60 |
4.049 |
3.224 |
0.825 |
21.4% |
0.102 |
2.6% |
77% |
False |
False |
18,097 |
| 80 |
4.049 |
3.210 |
0.839 |
21.7% |
0.096 |
2.5% |
78% |
False |
False |
15,457 |
| 100 |
4.049 |
3.210 |
0.839 |
21.7% |
0.096 |
2.5% |
78% |
False |
False |
13,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.648 |
|
2.618 |
4.393 |
|
1.618 |
4.237 |
|
1.000 |
4.141 |
|
0.618 |
4.081 |
|
HIGH |
3.985 |
|
0.618 |
3.925 |
|
0.500 |
3.907 |
|
0.382 |
3.889 |
|
LOW |
3.829 |
|
0.618 |
3.733 |
|
1.000 |
3.673 |
|
1.618 |
3.577 |
|
2.618 |
3.421 |
|
4.250 |
3.166 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.907 |
3.933 |
| PP |
3.892 |
3.909 |
| S1 |
3.877 |
3.886 |
|