NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 12-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
3.692 |
3.607 |
-0.085 |
-2.3% |
3.609 |
High |
3.710 |
3.690 |
-0.020 |
-0.5% |
3.712 |
Low |
3.592 |
3.575 |
-0.017 |
-0.5% |
3.592 |
Close |
3.611 |
3.671 |
0.060 |
1.7% |
3.611 |
Range |
0.118 |
0.115 |
-0.003 |
-2.5% |
0.120 |
ATR |
0.097 |
0.099 |
0.001 |
1.3% |
0.000 |
Volume |
24,105 |
18,269 |
-5,836 |
-24.2% |
112,010 |
|
Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.990 |
3.946 |
3.734 |
|
R3 |
3.875 |
3.831 |
3.703 |
|
R2 |
3.760 |
3.760 |
3.692 |
|
R1 |
3.716 |
3.716 |
3.682 |
3.738 |
PP |
3.645 |
3.645 |
3.645 |
3.657 |
S1 |
3.601 |
3.601 |
3.660 |
3.623 |
S2 |
3.530 |
3.530 |
3.650 |
|
S3 |
3.415 |
3.486 |
3.639 |
|
S4 |
3.300 |
3.371 |
3.608 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.998 |
3.925 |
3.677 |
|
R3 |
3.878 |
3.805 |
3.644 |
|
R2 |
3.758 |
3.758 |
3.633 |
|
R1 |
3.685 |
3.685 |
3.622 |
3.722 |
PP |
3.638 |
3.638 |
3.638 |
3.657 |
S1 |
3.565 |
3.565 |
3.600 |
3.602 |
S2 |
3.518 |
3.518 |
3.589 |
|
S3 |
3.398 |
3.445 |
3.578 |
|
S4 |
3.278 |
3.325 |
3.545 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.712 |
3.575 |
0.137 |
3.7% |
0.099 |
2.7% |
70% |
False |
True |
21,206 |
10 |
3.875 |
3.575 |
0.300 |
8.2% |
0.100 |
2.7% |
32% |
False |
True |
21,611 |
20 |
3.984 |
3.575 |
0.409 |
11.1% |
0.098 |
2.7% |
23% |
False |
True |
21,671 |
40 |
3.984 |
3.390 |
0.594 |
16.2% |
0.091 |
2.5% |
47% |
False |
False |
23,028 |
60 |
3.984 |
3.205 |
0.779 |
21.2% |
0.091 |
2.5% |
60% |
False |
False |
19,494 |
80 |
3.984 |
3.205 |
0.779 |
21.2% |
0.090 |
2.5% |
60% |
False |
False |
17,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.179 |
2.618 |
3.991 |
1.618 |
3.876 |
1.000 |
3.805 |
0.618 |
3.761 |
HIGH |
3.690 |
0.618 |
3.646 |
0.500 |
3.633 |
0.382 |
3.619 |
LOW |
3.575 |
0.618 |
3.504 |
1.000 |
3.460 |
1.618 |
3.389 |
2.618 |
3.274 |
4.250 |
3.086 |
|
|
Fisher Pivots for day following 12-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
3.658 |
3.662 |
PP |
3.645 |
3.652 |
S1 |
3.633 |
3.643 |
|