NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
3.850 |
3.798 |
-0.052 |
-1.4% |
3.607 |
High |
3.881 |
3.859 |
-0.022 |
-0.6% |
3.884 |
Low |
3.760 |
3.750 |
-0.010 |
-0.3% |
3.575 |
Close |
3.782 |
3.850 |
0.068 |
1.8% |
3.850 |
Range |
0.121 |
0.109 |
-0.012 |
-9.9% |
0.309 |
ATR |
0.103 |
0.103 |
0.000 |
0.4% |
0.000 |
Volume |
46,913 |
29,056 |
-17,857 |
-38.1% |
153,006 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.147 |
4.107 |
3.910 |
|
R3 |
4.038 |
3.998 |
3.880 |
|
R2 |
3.929 |
3.929 |
3.870 |
|
R1 |
3.889 |
3.889 |
3.860 |
3.909 |
PP |
3.820 |
3.820 |
3.820 |
3.830 |
S1 |
3.780 |
3.780 |
3.840 |
3.800 |
S2 |
3.711 |
3.711 |
3.830 |
|
S3 |
3.602 |
3.671 |
3.820 |
|
S4 |
3.493 |
3.562 |
3.790 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.697 |
4.582 |
4.020 |
|
R3 |
4.388 |
4.273 |
3.935 |
|
R2 |
4.079 |
4.079 |
3.907 |
|
R1 |
3.964 |
3.964 |
3.878 |
4.022 |
PP |
3.770 |
3.770 |
3.770 |
3.798 |
S1 |
3.655 |
3.655 |
3.822 |
3.713 |
S2 |
3.461 |
3.461 |
3.793 |
|
S3 |
3.152 |
3.346 |
3.765 |
|
S4 |
2.843 |
3.037 |
3.680 |
|
|
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% |
0.115 |
3.0% |
89% |
False |
False |
30,601 |
10 |
3.884 |
3.575 |
0.309 |
8.0% |
0.103 |
2.7% |
89% |
False |
False |
26,501 |
20 |
3.982 |
3.575 |
0.407 |
10.6% |
0.106 |
2.8% |
68% |
False |
False |
23,746 |
40 |
3.984 |
3.453 |
0.531 |
13.8% |
0.095 |
2.5% |
75% |
False |
False |
25,191 |
60 |
3.984 |
3.205 |
0.779 |
20.2% |
0.093 |
2.4% |
83% |
False |
False |
21,264 |
80 |
3.984 |
3.205 |
0.779 |
20.2% |
0.093 |
2.4% |
83% |
False |
False |
18,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.322 |
2.618 |
4.144 |
1.618 |
4.035 |
1.000 |
3.968 |
0.618 |
3.926 |
HIGH |
3.859 |
0.618 |
3.817 |
0.500 |
3.805 |
0.382 |
3.792 |
LOW |
3.750 |
0.618 |
3.683 |
1.000 |
3.641 |
1.618 |
3.574 |
2.618 |
3.465 |
4.250 |
3.287 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
3.835 |
3.839 |
PP |
3.820 |
3.828 |
S1 |
3.805 |
3.817 |
|