NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.846 |
3.841 |
-0.005 |
-0.1% |
3.847 |
| High |
3.876 |
3.845 |
-0.031 |
-0.8% |
3.997 |
| Low |
3.818 |
3.714 |
-0.104 |
-2.7% |
3.791 |
| Close |
3.861 |
3.777 |
-0.084 |
-2.2% |
3.971 |
| Range |
0.058 |
0.131 |
0.073 |
125.9% |
0.206 |
| ATR |
0.103 |
0.106 |
0.003 |
3.0% |
0.000 |
| Volume |
29,175 |
28,676 |
-499 |
-1.7% |
91,134 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.172 |
4.105 |
3.849 |
|
| R3 |
4.041 |
3.974 |
3.813 |
|
| R2 |
3.910 |
3.910 |
3.801 |
|
| R1 |
3.843 |
3.843 |
3.789 |
3.811 |
| PP |
3.779 |
3.779 |
3.779 |
3.763 |
| S1 |
3.712 |
3.712 |
3.765 |
3.680 |
| S2 |
3.648 |
3.648 |
3.753 |
|
| S3 |
3.517 |
3.581 |
3.741 |
|
| S4 |
3.386 |
3.450 |
3.705 |
|
|
| 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 |
3.714 |
0.283 |
7.5% |
0.106 |
2.8% |
22% |
False |
True |
23,632 |
| 10 |
3.997 |
3.714 |
0.283 |
7.5% |
0.102 |
2.7% |
22% |
False |
True |
27,724 |
| 20 |
3.997 |
3.575 |
0.422 |
11.2% |
0.102 |
2.7% |
48% |
False |
False |
24,589 |
| 40 |
3.997 |
3.575 |
0.422 |
11.2% |
0.099 |
2.6% |
48% |
False |
False |
24,760 |
| 60 |
3.997 |
3.224 |
0.773 |
20.5% |
0.095 |
2.5% |
72% |
False |
False |
22,996 |
| 80 |
3.997 |
3.205 |
0.792 |
21.0% |
0.093 |
2.5% |
72% |
False |
False |
19,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.402 |
|
2.618 |
4.188 |
|
1.618 |
4.057 |
|
1.000 |
3.976 |
|
0.618 |
3.926 |
|
HIGH |
3.845 |
|
0.618 |
3.795 |
|
0.500 |
3.780 |
|
0.382 |
3.764 |
|
LOW |
3.714 |
|
0.618 |
3.633 |
|
1.000 |
3.583 |
|
1.618 |
3.502 |
|
2.618 |
3.371 |
|
4.250 |
3.157 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.780 |
3.829 |
| PP |
3.779 |
3.811 |
| S1 |
3.778 |
3.794 |
|