NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 21-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
3.816 |
3.854 |
0.038 |
1.0% |
3.607 |
High |
3.896 |
3.967 |
0.071 |
1.8% |
3.884 |
Low |
3.814 |
3.852 |
0.038 |
1.0% |
3.575 |
Close |
3.891 |
3.960 |
0.069 |
1.8% |
3.850 |
Range |
0.082 |
0.115 |
0.033 |
40.2% |
0.309 |
ATR |
0.102 |
0.103 |
0.001 |
0.9% |
0.000 |
Volume |
13,951 |
18,167 |
4,216 |
30.2% |
153,006 |
|
Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.271 |
4.231 |
4.023 |
|
R3 |
4.156 |
4.116 |
3.992 |
|
R2 |
4.041 |
4.041 |
3.981 |
|
R1 |
4.001 |
4.001 |
3.971 |
4.021 |
PP |
3.926 |
3.926 |
3.926 |
3.937 |
S1 |
3.886 |
3.886 |
3.949 |
3.906 |
S2 |
3.811 |
3.811 |
3.939 |
|
S3 |
3.696 |
3.771 |
3.928 |
|
S4 |
3.581 |
3.656 |
3.897 |
|
|
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 |
3.967 |
3.750 |
0.217 |
5.5% |
0.104 |
2.6% |
97% |
True |
False |
27,653 |
10 |
3.967 |
3.575 |
0.392 |
9.9% |
0.107 |
2.7% |
98% |
True |
False |
25,776 |
20 |
3.967 |
3.575 |
0.392 |
9.9% |
0.104 |
2.6% |
98% |
True |
False |
23,552 |
40 |
3.984 |
3.575 |
0.409 |
10.3% |
0.097 |
2.5% |
94% |
False |
False |
25,643 |
60 |
3.984 |
3.205 |
0.779 |
19.7% |
0.093 |
2.4% |
97% |
False |
False |
21,876 |
80 |
3.984 |
3.205 |
0.779 |
19.7% |
0.093 |
2.4% |
97% |
False |
False |
18,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.456 |
2.618 |
4.268 |
1.618 |
4.153 |
1.000 |
4.082 |
0.618 |
4.038 |
HIGH |
3.967 |
0.618 |
3.923 |
0.500 |
3.910 |
0.382 |
3.896 |
LOW |
3.852 |
0.618 |
3.781 |
1.000 |
3.737 |
1.618 |
3.666 |
2.618 |
3.551 |
4.250 |
3.363 |
|
|
Fisher Pivots for day following 21-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
3.943 |
3.933 |
PP |
3.926 |
3.906 |
S1 |
3.910 |
3.879 |
|