NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.970 |
3.881 |
-0.089 |
-2.2% |
3.881 |
| High |
3.985 |
3.903 |
-0.082 |
-2.1% |
4.036 |
| Low |
3.829 |
3.839 |
0.010 |
0.3% |
3.815 |
| Close |
3.862 |
3.885 |
0.023 |
0.6% |
4.008 |
| Range |
0.156 |
0.064 |
-0.092 |
-59.0% |
0.221 |
| ATR |
0.115 |
0.111 |
-0.004 |
-3.2% |
0.000 |
| Volume |
13,766 |
21,721 |
7,955 |
57.8% |
81,657 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.068 |
4.040 |
3.920 |
|
| R3 |
4.004 |
3.976 |
3.903 |
|
| R2 |
3.940 |
3.940 |
3.897 |
|
| R1 |
3.912 |
3.912 |
3.891 |
3.926 |
| PP |
3.876 |
3.876 |
3.876 |
3.883 |
| S1 |
3.848 |
3.848 |
3.879 |
3.862 |
| S2 |
3.812 |
3.812 |
3.873 |
|
| S3 |
3.748 |
3.784 |
3.867 |
|
| S4 |
3.684 |
3.720 |
3.850 |
|
|
| 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 |
3.826 |
0.210 |
5.4% |
0.107 |
2.8% |
28% |
False |
False |
19,916 |
| 10 |
4.036 |
3.690 |
0.346 |
8.9% |
0.116 |
3.0% |
56% |
False |
False |
21,556 |
| 20 |
4.036 |
3.588 |
0.448 |
11.5% |
0.109 |
2.8% |
66% |
False |
False |
20,873 |
| 40 |
4.049 |
3.588 |
0.461 |
11.9% |
0.108 |
2.8% |
64% |
False |
False |
20,686 |
| 60 |
4.049 |
3.224 |
0.825 |
21.2% |
0.102 |
2.6% |
80% |
False |
False |
18,365 |
| 80 |
4.049 |
3.210 |
0.839 |
21.6% |
0.096 |
2.5% |
80% |
False |
False |
15,634 |
| 100 |
4.049 |
3.210 |
0.839 |
21.6% |
0.094 |
2.4% |
80% |
False |
False |
13,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.175 |
|
2.618 |
4.071 |
|
1.618 |
4.007 |
|
1.000 |
3.967 |
|
0.618 |
3.943 |
|
HIGH |
3.903 |
|
0.618 |
3.879 |
|
0.500 |
3.871 |
|
0.382 |
3.863 |
|
LOW |
3.839 |
|
0.618 |
3.799 |
|
1.000 |
3.775 |
|
1.618 |
3.735 |
|
2.618 |
3.671 |
|
4.250 |
3.567 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.880 |
3.933 |
| PP |
3.876 |
3.917 |
| S1 |
3.871 |
3.901 |
|