NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.936 |
3.846 |
-0.090 |
-2.3% |
3.847 |
| High |
3.943 |
3.876 |
-0.067 |
-1.7% |
3.997 |
| Low |
3.805 |
3.818 |
0.013 |
0.3% |
3.791 |
| Close |
3.838 |
3.861 |
0.023 |
0.6% |
3.971 |
| Range |
0.138 |
0.058 |
-0.080 |
-58.0% |
0.206 |
| ATR |
0.107 |
0.103 |
-0.003 |
-3.3% |
0.000 |
| Volume |
13,306 |
29,175 |
15,869 |
119.3% |
91,134 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.026 |
4.001 |
3.893 |
|
| R3 |
3.968 |
3.943 |
3.877 |
|
| R2 |
3.910 |
3.910 |
3.872 |
|
| R1 |
3.885 |
3.885 |
3.866 |
3.898 |
| PP |
3.852 |
3.852 |
3.852 |
3.858 |
| S1 |
3.827 |
3.827 |
3.856 |
3.840 |
| S2 |
3.794 |
3.794 |
3.850 |
|
| S3 |
3.736 |
3.769 |
3.845 |
|
| S4 |
3.678 |
3.711 |
3.829 |
|
|
| 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 |
3.805 |
0.192 |
5.0% |
0.096 |
2.5% |
29% |
False |
False |
20,687 |
| 10 |
3.997 |
3.676 |
0.321 |
8.3% |
0.104 |
2.7% |
58% |
False |
False |
26,835 |
| 20 |
3.997 |
3.575 |
0.422 |
10.9% |
0.102 |
2.6% |
68% |
False |
False |
24,223 |
| 40 |
3.997 |
3.575 |
0.422 |
10.9% |
0.099 |
2.6% |
68% |
False |
False |
25,331 |
| 60 |
3.997 |
3.224 |
0.773 |
20.0% |
0.094 |
2.4% |
82% |
False |
False |
22,613 |
| 80 |
3.997 |
3.205 |
0.792 |
20.5% |
0.092 |
2.4% |
83% |
False |
False |
19,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.123 |
|
2.618 |
4.028 |
|
1.618 |
3.970 |
|
1.000 |
3.934 |
|
0.618 |
3.912 |
|
HIGH |
3.876 |
|
0.618 |
3.854 |
|
0.500 |
3.847 |
|
0.382 |
3.840 |
|
LOW |
3.818 |
|
0.618 |
3.782 |
|
1.000 |
3.760 |
|
1.618 |
3.724 |
|
2.618 |
3.666 |
|
4.250 |
3.572 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.856 |
3.901 |
| PP |
3.852 |
3.888 |
| S1 |
3.847 |
3.874 |
|