NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.854 |
3.981 |
0.127 |
3.3% |
3.847 |
| High |
3.967 |
3.997 |
0.030 |
0.8% |
3.997 |
| Low |
3.852 |
3.908 |
0.056 |
1.5% |
3.791 |
| Close |
3.960 |
3.971 |
0.011 |
0.3% |
3.971 |
| Range |
0.115 |
0.089 |
-0.026 |
-22.6% |
0.206 |
| ATR |
0.103 |
0.102 |
-0.001 |
-1.0% |
0.000 |
| Volume |
18,167 |
28,837 |
10,670 |
58.7% |
91,134 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.226 |
4.187 |
4.020 |
|
| R3 |
4.137 |
4.098 |
3.995 |
|
| R2 |
4.048 |
4.048 |
3.987 |
|
| R1 |
4.009 |
4.009 |
3.979 |
3.984 |
| PP |
3.959 |
3.959 |
3.959 |
3.946 |
| S1 |
3.920 |
3.920 |
3.963 |
3.895 |
| S2 |
3.870 |
3.870 |
3.955 |
|
| S3 |
3.781 |
3.831 |
3.947 |
|
| S4 |
3.692 |
3.742 |
3.922 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.538 |
4.460 |
4.084 |
|
| R3 |
4.332 |
4.254 |
4.028 |
|
| R2 |
4.126 |
4.126 |
4.009 |
|
| R1 |
4.048 |
4.048 |
3.990 |
4.087 |
| PP |
3.920 |
3.920 |
3.920 |
3.939 |
| S1 |
3.842 |
3.842 |
3.952 |
3.881 |
| S2 |
3.714 |
3.714 |
3.933 |
|
| S3 |
3.508 |
3.636 |
3.914 |
|
| S4 |
3.302 |
3.430 |
3.858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.997 |
3.750 |
0.247 |
6.2% |
0.098 |
2.5% |
89% |
True |
False |
24,038 |
| 10 |
3.997 |
3.575 |
0.422 |
10.6% |
0.108 |
2.7% |
94% |
True |
False |
26,824 |
| 20 |
3.997 |
3.575 |
0.422 |
10.6% |
0.103 |
2.6% |
94% |
True |
False |
24,066 |
| 40 |
3.997 |
3.575 |
0.422 |
10.6% |
0.098 |
2.5% |
94% |
True |
False |
25,715 |
| 60 |
3.997 |
3.224 |
0.773 |
19.5% |
0.093 |
2.3% |
97% |
True |
False |
22,233 |
| 80 |
3.997 |
3.205 |
0.792 |
19.9% |
0.093 |
2.3% |
97% |
True |
False |
18,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.375 |
|
2.618 |
4.230 |
|
1.618 |
4.141 |
|
1.000 |
4.086 |
|
0.618 |
4.052 |
|
HIGH |
3.997 |
|
0.618 |
3.963 |
|
0.500 |
3.953 |
|
0.382 |
3.942 |
|
LOW |
3.908 |
|
0.618 |
3.853 |
|
1.000 |
3.819 |
|
1.618 |
3.764 |
|
2.618 |
3.675 |
|
4.250 |
3.530 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.965 |
3.949 |
| PP |
3.959 |
3.927 |
| S1 |
3.953 |
3.906 |
|