NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.800 |
3.630 |
-0.170 |
-4.5% |
3.970 |
| High |
3.803 |
3.675 |
-0.128 |
-3.4% |
3.985 |
| Low |
3.635 |
3.555 |
-0.080 |
-2.2% |
3.555 |
| Close |
3.647 |
3.573 |
-0.074 |
-2.0% |
3.573 |
| Range |
0.168 |
0.120 |
-0.048 |
-28.6% |
0.430 |
| ATR |
0.118 |
0.118 |
0.000 |
0.1% |
0.000 |
| Volume |
30,398 |
44,581 |
14,183 |
46.7% |
133,383 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.961 |
3.887 |
3.639 |
|
| R3 |
3.841 |
3.767 |
3.606 |
|
| R2 |
3.721 |
3.721 |
3.595 |
|
| R1 |
3.647 |
3.647 |
3.584 |
3.624 |
| PP |
3.601 |
3.601 |
3.601 |
3.590 |
| S1 |
3.527 |
3.527 |
3.562 |
3.504 |
| S2 |
3.481 |
3.481 |
3.551 |
|
| S3 |
3.361 |
3.407 |
3.540 |
|
| S4 |
3.241 |
3.287 |
3.507 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.994 |
4.714 |
3.810 |
|
| R3 |
4.564 |
4.284 |
3.691 |
|
| R2 |
4.134 |
4.134 |
3.652 |
|
| R1 |
3.854 |
3.854 |
3.612 |
3.779 |
| PP |
3.704 |
3.704 |
3.704 |
3.667 |
| S1 |
3.424 |
3.424 |
3.534 |
3.349 |
| S2 |
3.274 |
3.274 |
3.494 |
|
| S3 |
2.844 |
2.994 |
3.455 |
|
| S4 |
2.414 |
2.564 |
3.337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.985 |
3.555 |
0.430 |
12.0% |
0.132 |
3.7% |
4% |
False |
True |
26,676 |
| 10 |
4.036 |
3.555 |
0.481 |
13.5% |
0.119 |
3.3% |
4% |
False |
True |
23,693 |
| 20 |
4.036 |
3.555 |
0.481 |
13.5% |
0.116 |
3.2% |
4% |
False |
True |
23,138 |
| 40 |
4.049 |
3.555 |
0.494 |
13.8% |
0.110 |
3.1% |
4% |
False |
True |
21,346 |
| 60 |
4.049 |
3.224 |
0.825 |
23.1% |
0.105 |
2.9% |
42% |
False |
False |
19,683 |
| 80 |
4.049 |
3.210 |
0.839 |
23.5% |
0.098 |
2.8% |
43% |
False |
False |
16,651 |
| 100 |
4.049 |
3.210 |
0.839 |
23.5% |
0.096 |
2.7% |
43% |
False |
False |
14,562 |
| 120 |
4.049 |
3.129 |
0.920 |
25.7% |
0.096 |
2.7% |
48% |
False |
False |
13,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.185 |
|
2.618 |
3.989 |
|
1.618 |
3.869 |
|
1.000 |
3.795 |
|
0.618 |
3.749 |
|
HIGH |
3.675 |
|
0.618 |
3.629 |
|
0.500 |
3.615 |
|
0.382 |
3.601 |
|
LOW |
3.555 |
|
0.618 |
3.481 |
|
1.000 |
3.435 |
|
1.618 |
3.361 |
|
2.618 |
3.241 |
|
4.250 |
3.045 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.615 |
3.718 |
| PP |
3.601 |
3.669 |
| S1 |
3.587 |
3.621 |
|