NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.881 |
3.880 |
-0.001 |
0.0% |
3.881 |
| High |
3.903 |
3.880 |
-0.023 |
-0.6% |
4.036 |
| Low |
3.839 |
3.729 |
-0.110 |
-2.9% |
3.815 |
| Close |
3.885 |
3.794 |
-0.091 |
-2.3% |
4.008 |
| Range |
0.064 |
0.151 |
0.087 |
135.9% |
0.221 |
| ATR |
0.111 |
0.114 |
0.003 |
2.9% |
0.000 |
| Volume |
21,721 |
22,917 |
1,196 |
5.5% |
81,657 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.254 |
4.175 |
3.877 |
|
| R3 |
4.103 |
4.024 |
3.836 |
|
| R2 |
3.952 |
3.952 |
3.822 |
|
| R1 |
3.873 |
3.873 |
3.808 |
3.837 |
| PP |
3.801 |
3.801 |
3.801 |
3.783 |
| S1 |
3.722 |
3.722 |
3.780 |
3.686 |
| S2 |
3.650 |
3.650 |
3.766 |
|
| S3 |
3.499 |
3.571 |
3.752 |
|
| S4 |
3.348 |
3.420 |
3.711 |
|
|
| 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 |
3.729 |
0.307 |
8.1% |
0.117 |
3.1% |
21% |
False |
True |
20,288 |
| 10 |
4.036 |
3.729 |
0.307 |
8.1% |
0.113 |
3.0% |
21% |
False |
True |
22,174 |
| 20 |
4.036 |
3.588 |
0.448 |
11.8% |
0.110 |
2.9% |
46% |
False |
False |
21,017 |
| 40 |
4.049 |
3.588 |
0.461 |
12.2% |
0.108 |
2.9% |
45% |
False |
False |
20,545 |
| 60 |
4.049 |
3.224 |
0.825 |
21.7% |
0.103 |
2.7% |
69% |
False |
False |
18,655 |
| 80 |
4.049 |
3.210 |
0.839 |
22.1% |
0.097 |
2.5% |
70% |
False |
False |
15,852 |
| 100 |
4.049 |
3.210 |
0.839 |
22.1% |
0.095 |
2.5% |
70% |
False |
False |
13,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.522 |
|
2.618 |
4.275 |
|
1.618 |
4.124 |
|
1.000 |
4.031 |
|
0.618 |
3.973 |
|
HIGH |
3.880 |
|
0.618 |
3.822 |
|
0.500 |
3.805 |
|
0.382 |
3.787 |
|
LOW |
3.729 |
|
0.618 |
3.636 |
|
1.000 |
3.578 |
|
1.618 |
3.485 |
|
2.618 |
3.334 |
|
4.250 |
3.087 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.805 |
3.857 |
| PP |
3.801 |
3.836 |
| S1 |
3.798 |
3.815 |
|