NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.880 |
3.800 |
-0.080 |
-2.1% |
3.881 |
| High |
3.880 |
3.803 |
-0.077 |
-2.0% |
4.036 |
| Low |
3.729 |
3.635 |
-0.094 |
-2.5% |
3.815 |
| Close |
3.794 |
3.647 |
-0.147 |
-3.9% |
4.008 |
| Range |
0.151 |
0.168 |
0.017 |
11.3% |
0.221 |
| ATR |
0.114 |
0.118 |
0.004 |
3.4% |
0.000 |
| Volume |
22,917 |
30,398 |
7,481 |
32.6% |
81,657 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.199 |
4.091 |
3.739 |
|
| R3 |
4.031 |
3.923 |
3.693 |
|
| R2 |
3.863 |
3.863 |
3.678 |
|
| R1 |
3.755 |
3.755 |
3.662 |
3.725 |
| PP |
3.695 |
3.695 |
3.695 |
3.680 |
| S1 |
3.587 |
3.587 |
3.632 |
3.557 |
| S2 |
3.527 |
3.527 |
3.616 |
|
| S3 |
3.359 |
3.419 |
3.601 |
|
| S4 |
3.191 |
3.251 |
3.555 |
|
|
| 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 |
3.635 |
0.401 |
11.0% |
0.127 |
3.5% |
3% |
False |
True |
22,657 |
| 10 |
4.036 |
3.635 |
0.401 |
11.0% |
0.120 |
3.3% |
3% |
False |
True |
22,381 |
| 20 |
4.036 |
3.588 |
0.448 |
12.3% |
0.114 |
3.1% |
13% |
False |
False |
21,814 |
| 40 |
4.049 |
3.588 |
0.461 |
12.6% |
0.109 |
3.0% |
13% |
False |
False |
20,698 |
| 60 |
4.049 |
3.224 |
0.825 |
22.6% |
0.104 |
2.9% |
51% |
False |
False |
19,030 |
| 80 |
4.049 |
3.210 |
0.839 |
23.0% |
0.098 |
2.7% |
52% |
False |
False |
16,182 |
| 100 |
4.049 |
3.210 |
0.839 |
23.0% |
0.096 |
2.6% |
52% |
False |
False |
14,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.517 |
|
2.618 |
4.243 |
|
1.618 |
4.075 |
|
1.000 |
3.971 |
|
0.618 |
3.907 |
|
HIGH |
3.803 |
|
0.618 |
3.739 |
|
0.500 |
3.719 |
|
0.382 |
3.699 |
|
LOW |
3.635 |
|
0.618 |
3.531 |
|
1.000 |
3.467 |
|
1.618 |
3.363 |
|
2.618 |
3.195 |
|
4.250 |
2.921 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.719 |
3.769 |
| PP |
3.695 |
3.728 |
| S1 |
3.671 |
3.688 |
|