NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.643 |
3.725 |
0.082 |
2.3% |
3.651 |
| High |
3.726 |
3.857 |
0.131 |
3.5% |
3.749 |
| Low |
3.630 |
3.725 |
0.095 |
2.6% |
3.630 |
| Close |
3.710 |
3.853 |
0.143 |
3.9% |
3.650 |
| Range |
0.096 |
0.132 |
0.036 |
37.5% |
0.119 |
| ATR |
0.088 |
0.092 |
0.004 |
4.8% |
0.000 |
| Volume |
7,881 |
8,016 |
135 |
1.7% |
31,037 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.208 |
4.162 |
3.926 |
|
| R3 |
4.076 |
4.030 |
3.889 |
|
| R2 |
3.944 |
3.944 |
3.877 |
|
| R1 |
3.898 |
3.898 |
3.865 |
3.921 |
| PP |
3.812 |
3.812 |
3.812 |
3.823 |
| S1 |
3.766 |
3.766 |
3.841 |
3.789 |
| S2 |
3.680 |
3.680 |
3.829 |
|
| S3 |
3.548 |
3.634 |
3.817 |
|
| S4 |
3.416 |
3.502 |
3.780 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.033 |
3.961 |
3.715 |
|
| R3 |
3.914 |
3.842 |
3.683 |
|
| R2 |
3.795 |
3.795 |
3.672 |
|
| R1 |
3.723 |
3.723 |
3.661 |
3.700 |
| PP |
3.676 |
3.676 |
3.676 |
3.665 |
| S1 |
3.604 |
3.604 |
3.639 |
3.581 |
| S2 |
3.557 |
3.557 |
3.628 |
|
| S3 |
3.438 |
3.485 |
3.617 |
|
| S4 |
3.319 |
3.366 |
3.585 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.857 |
3.630 |
0.227 |
5.9% |
0.084 |
2.2% |
98% |
True |
False |
7,550 |
| 10 |
3.864 |
3.630 |
0.234 |
6.1% |
0.083 |
2.1% |
95% |
False |
False |
6,128 |
| 20 |
4.000 |
3.630 |
0.370 |
9.6% |
0.085 |
2.2% |
60% |
False |
False |
5,404 |
| 40 |
4.000 |
3.450 |
0.550 |
14.3% |
0.079 |
2.1% |
73% |
False |
False |
5,571 |
| 60 |
4.000 |
3.250 |
0.750 |
19.5% |
0.079 |
2.0% |
80% |
False |
False |
4,613 |
| 80 |
4.000 |
3.250 |
0.750 |
19.5% |
0.076 |
2.0% |
80% |
False |
False |
3,798 |
| 100 |
4.000 |
3.250 |
0.750 |
19.5% |
0.074 |
1.9% |
80% |
False |
False |
3,250 |
| 120 |
4.000 |
3.170 |
0.830 |
21.5% |
0.072 |
1.9% |
82% |
False |
False |
2,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.418 |
|
2.618 |
4.203 |
|
1.618 |
4.071 |
|
1.000 |
3.989 |
|
0.618 |
3.939 |
|
HIGH |
3.857 |
|
0.618 |
3.807 |
|
0.500 |
3.791 |
|
0.382 |
3.775 |
|
LOW |
3.725 |
|
0.618 |
3.643 |
|
1.000 |
3.593 |
|
1.618 |
3.511 |
|
2.618 |
3.379 |
|
4.250 |
3.164 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.832 |
3.817 |
| PP |
3.812 |
3.780 |
| S1 |
3.791 |
3.744 |
|