NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 14-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
3.705 |
3.859 |
0.154 |
4.2% |
3.609 |
High |
3.823 |
3.884 |
0.061 |
1.6% |
3.712 |
Low |
3.676 |
3.800 |
0.124 |
3.4% |
3.592 |
Close |
3.819 |
3.840 |
0.021 |
0.5% |
3.611 |
Range |
0.147 |
0.084 |
-0.063 |
-42.9% |
0.120 |
ATR |
0.103 |
0.101 |
-0.001 |
-1.3% |
0.000 |
Volume |
19,785 |
38,983 |
19,198 |
97.0% |
112,010 |
|
Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.093 |
4.051 |
3.886 |
|
R3 |
4.009 |
3.967 |
3.863 |
|
R2 |
3.925 |
3.925 |
3.855 |
|
R1 |
3.883 |
3.883 |
3.848 |
3.862 |
PP |
3.841 |
3.841 |
3.841 |
3.831 |
S1 |
3.799 |
3.799 |
3.832 |
3.778 |
S2 |
3.757 |
3.757 |
3.825 |
|
S3 |
3.673 |
3.715 |
3.817 |
|
S4 |
3.589 |
3.631 |
3.794 |
|
|
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 |
3.884 |
3.575 |
0.309 |
8.0% |
0.110 |
2.9% |
86% |
True |
False |
23,900 |
10 |
3.884 |
3.575 |
0.309 |
8.0% |
0.102 |
2.7% |
86% |
True |
False |
23,730 |
20 |
3.984 |
3.575 |
0.409 |
10.7% |
0.103 |
2.7% |
65% |
False |
False |
22,489 |
40 |
3.984 |
3.390 |
0.594 |
15.5% |
0.093 |
2.4% |
76% |
False |
False |
23,866 |
60 |
3.984 |
3.205 |
0.779 |
20.3% |
0.092 |
2.4% |
82% |
False |
False |
20,299 |
80 |
3.984 |
3.205 |
0.779 |
20.3% |
0.091 |
2.4% |
82% |
False |
False |
17,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.241 |
2.618 |
4.104 |
1.618 |
4.020 |
1.000 |
3.968 |
0.618 |
3.936 |
HIGH |
3.884 |
0.618 |
3.852 |
0.500 |
3.842 |
0.382 |
3.832 |
LOW |
3.800 |
0.618 |
3.748 |
1.000 |
3.716 |
1.618 |
3.664 |
2.618 |
3.580 |
4.250 |
3.443 |
|
|
Fisher Pivots for day following 14-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
3.842 |
3.803 |
PP |
3.841 |
3.766 |
S1 |
3.841 |
3.730 |
|