NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.859 |
3.850 |
-0.009 |
-0.2% |
3.609 |
| High |
3.884 |
3.881 |
-0.003 |
-0.1% |
3.712 |
| Low |
3.800 |
3.760 |
-0.040 |
-1.1% |
3.592 |
| Close |
3.840 |
3.782 |
-0.058 |
-1.5% |
3.611 |
| Range |
0.084 |
0.121 |
0.037 |
44.0% |
0.120 |
| ATR |
0.101 |
0.103 |
0.001 |
1.4% |
0.000 |
| Volume |
38,983 |
46,913 |
7,930 |
20.3% |
112,010 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.171 |
4.097 |
3.849 |
|
| R3 |
4.050 |
3.976 |
3.815 |
|
| R2 |
3.929 |
3.929 |
3.804 |
|
| R1 |
3.855 |
3.855 |
3.793 |
3.832 |
| PP |
3.808 |
3.808 |
3.808 |
3.796 |
| S1 |
3.734 |
3.734 |
3.771 |
3.711 |
| S2 |
3.687 |
3.687 |
3.760 |
|
| S3 |
3.566 |
3.613 |
3.749 |
|
| S4 |
3.445 |
3.492 |
3.715 |
|
|
| 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 |
8.2% |
0.117 |
3.1% |
67% |
False |
False |
29,611 |
| 10 |
3.884 |
3.575 |
0.309 |
8.2% |
0.105 |
2.8% |
67% |
False |
False |
26,493 |
| 20 |
3.984 |
3.575 |
0.409 |
10.8% |
0.103 |
2.7% |
51% |
False |
False |
23,654 |
| 40 |
3.984 |
3.412 |
0.572 |
15.1% |
0.095 |
2.5% |
65% |
False |
False |
24,736 |
| 60 |
3.984 |
3.205 |
0.779 |
20.6% |
0.093 |
2.5% |
74% |
False |
False |
20,892 |
| 80 |
3.984 |
3.205 |
0.779 |
20.6% |
0.092 |
2.4% |
74% |
False |
False |
17,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.395 |
|
2.618 |
4.198 |
|
1.618 |
4.077 |
|
1.000 |
4.002 |
|
0.618 |
3.956 |
|
HIGH |
3.881 |
|
0.618 |
3.835 |
|
0.500 |
3.821 |
|
0.382 |
3.806 |
|
LOW |
3.760 |
|
0.618 |
3.685 |
|
1.000 |
3.639 |
|
1.618 |
3.564 |
|
2.618 |
3.443 |
|
4.250 |
3.246 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.821 |
3.781 |
| PP |
3.808 |
3.781 |
| S1 |
3.795 |
3.780 |
|