NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.607 |
3.705 |
0.098 |
2.7% |
3.609 |
| High |
3.690 |
3.823 |
0.133 |
3.6% |
3.712 |
| Low |
3.575 |
3.676 |
0.101 |
2.8% |
3.592 |
| Close |
3.671 |
3.819 |
0.148 |
4.0% |
3.611 |
| Range |
0.115 |
0.147 |
0.032 |
27.8% |
0.120 |
| ATR |
0.099 |
0.103 |
0.004 |
3.9% |
0.000 |
| Volume |
18,269 |
19,785 |
1,516 |
8.3% |
112,010 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.214 |
4.163 |
3.900 |
|
| R3 |
4.067 |
4.016 |
3.859 |
|
| R2 |
3.920 |
3.920 |
3.846 |
|
| R1 |
3.869 |
3.869 |
3.832 |
3.895 |
| PP |
3.773 |
3.773 |
3.773 |
3.785 |
| S1 |
3.722 |
3.722 |
3.806 |
3.748 |
| S2 |
3.626 |
3.626 |
3.792 |
|
| S3 |
3.479 |
3.575 |
3.779 |
|
| S4 |
3.332 |
3.428 |
3.738 |
|
|
| 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 |
3.823 |
3.575 |
0.248 |
6.5% |
0.106 |
2.8% |
98% |
True |
False |
21,086 |
| 10 |
3.840 |
3.575 |
0.265 |
6.9% |
0.101 |
2.6% |
92% |
False |
False |
21,455 |
| 20 |
3.984 |
3.575 |
0.409 |
10.7% |
0.102 |
2.7% |
60% |
False |
False |
21,478 |
| 40 |
3.984 |
3.390 |
0.594 |
15.6% |
0.093 |
2.4% |
72% |
False |
False |
23,227 |
| 60 |
3.984 |
3.205 |
0.779 |
20.4% |
0.092 |
2.4% |
79% |
False |
False |
19,725 |
| 80 |
3.984 |
3.205 |
0.779 |
20.4% |
0.091 |
2.4% |
79% |
False |
False |
17,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.448 |
|
2.618 |
4.208 |
|
1.618 |
4.061 |
|
1.000 |
3.970 |
|
0.618 |
3.914 |
|
HIGH |
3.823 |
|
0.618 |
3.767 |
|
0.500 |
3.750 |
|
0.382 |
3.732 |
|
LOW |
3.676 |
|
0.618 |
3.585 |
|
1.000 |
3.529 |
|
1.618 |
3.438 |
|
2.618 |
3.291 |
|
4.250 |
3.051 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.796 |
3.779 |
| PP |
3.773 |
3.739 |
| S1 |
3.750 |
3.699 |
|