NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.981 |
3.936 |
-0.045 |
-1.1% |
3.847 |
| High |
3.997 |
3.943 |
-0.054 |
-1.4% |
3.997 |
| Low |
3.908 |
3.805 |
-0.103 |
-2.6% |
3.791 |
| Close |
3.971 |
3.838 |
-0.133 |
-3.3% |
3.971 |
| Range |
0.089 |
0.138 |
0.049 |
55.1% |
0.206 |
| ATR |
0.102 |
0.107 |
0.005 |
4.5% |
0.000 |
| Volume |
28,837 |
13,306 |
-15,531 |
-53.9% |
91,134 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.276 |
4.195 |
3.914 |
|
| R3 |
4.138 |
4.057 |
3.876 |
|
| R2 |
4.000 |
4.000 |
3.863 |
|
| R1 |
3.919 |
3.919 |
3.851 |
3.891 |
| PP |
3.862 |
3.862 |
3.862 |
3.848 |
| S1 |
3.781 |
3.781 |
3.825 |
3.753 |
| S2 |
3.724 |
3.724 |
3.813 |
|
| S3 |
3.586 |
3.643 |
3.800 |
|
| S4 |
3.448 |
3.505 |
3.762 |
|
|
| 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 |
3.791 |
0.206 |
5.4% |
0.104 |
2.7% |
23% |
False |
False |
20,888 |
| 10 |
3.997 |
3.575 |
0.422 |
11.0% |
0.110 |
2.9% |
62% |
False |
False |
25,744 |
| 20 |
3.997 |
3.575 |
0.422 |
11.0% |
0.105 |
2.7% |
62% |
False |
False |
23,532 |
| 40 |
3.997 |
3.575 |
0.422 |
11.0% |
0.099 |
2.6% |
62% |
False |
False |
25,265 |
| 60 |
3.997 |
3.224 |
0.773 |
20.1% |
0.094 |
2.4% |
79% |
False |
False |
22,269 |
| 80 |
3.997 |
3.205 |
0.792 |
20.6% |
0.093 |
2.4% |
80% |
False |
False |
18,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.530 |
|
2.618 |
4.304 |
|
1.618 |
4.166 |
|
1.000 |
4.081 |
|
0.618 |
4.028 |
|
HIGH |
3.943 |
|
0.618 |
3.890 |
|
0.500 |
3.874 |
|
0.382 |
3.858 |
|
LOW |
3.805 |
|
0.618 |
3.720 |
|
1.000 |
3.667 |
|
1.618 |
3.582 |
|
2.618 |
3.444 |
|
4.250 |
3.219 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.874 |
3.901 |
| PP |
3.862 |
3.880 |
| S1 |
3.850 |
3.859 |
|