NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.798 |
3.847 |
0.049 |
1.3% |
3.607 |
| High |
3.859 |
3.886 |
0.027 |
0.7% |
3.884 |
| Low |
3.750 |
3.791 |
0.041 |
1.1% |
3.575 |
| Close |
3.850 |
3.799 |
-0.051 |
-1.3% |
3.850 |
| Range |
0.109 |
0.095 |
-0.014 |
-12.8% |
0.309 |
| ATR |
0.103 |
0.102 |
-0.001 |
-0.6% |
0.000 |
| Volume |
29,056 |
30,179 |
1,123 |
3.9% |
153,006 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.110 |
4.050 |
3.851 |
|
| R3 |
4.015 |
3.955 |
3.825 |
|
| R2 |
3.920 |
3.920 |
3.816 |
|
| R1 |
3.860 |
3.860 |
3.808 |
3.843 |
| PP |
3.825 |
3.825 |
3.825 |
3.817 |
| S1 |
3.765 |
3.765 |
3.790 |
3.748 |
| S2 |
3.730 |
3.730 |
3.782 |
|
| S3 |
3.635 |
3.670 |
3.773 |
|
| S4 |
3.540 |
3.575 |
3.747 |
|
|
| 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 |
3.886 |
3.676 |
0.210 |
5.5% |
0.111 |
2.9% |
59% |
True |
False |
32,983 |
| 10 |
3.886 |
3.575 |
0.311 |
8.2% |
0.105 |
2.8% |
72% |
True |
False |
27,094 |
| 20 |
3.921 |
3.575 |
0.346 |
9.1% |
0.103 |
2.7% |
65% |
False |
False |
24,091 |
| 40 |
3.984 |
3.505 |
0.479 |
12.6% |
0.096 |
2.5% |
61% |
False |
False |
25,586 |
| 60 |
3.984 |
3.205 |
0.779 |
20.5% |
0.093 |
2.4% |
76% |
False |
False |
21,600 |
| 80 |
3.984 |
3.205 |
0.779 |
20.5% |
0.093 |
2.4% |
76% |
False |
False |
18,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.290 |
|
2.618 |
4.135 |
|
1.618 |
4.040 |
|
1.000 |
3.981 |
|
0.618 |
3.945 |
|
HIGH |
3.886 |
|
0.618 |
3.850 |
|
0.500 |
3.839 |
|
0.382 |
3.827 |
|
LOW |
3.791 |
|
0.618 |
3.732 |
|
1.000 |
3.696 |
|
1.618 |
3.637 |
|
2.618 |
3.542 |
|
4.250 |
3.387 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.839 |
3.818 |
| PP |
3.825 |
3.812 |
| S1 |
3.812 |
3.805 |
|