NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.725 |
3.887 |
0.162 |
4.3% |
3.651 |
| High |
3.857 |
3.906 |
0.049 |
1.3% |
3.749 |
| Low |
3.725 |
3.840 |
0.115 |
3.1% |
3.630 |
| Close |
3.853 |
3.868 |
0.015 |
0.4% |
3.650 |
| Range |
0.132 |
0.066 |
-0.066 |
-50.0% |
0.119 |
| ATR |
0.092 |
0.090 |
-0.002 |
-2.0% |
0.000 |
| Volume |
8,016 |
11,116 |
3,100 |
38.7% |
31,037 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.069 |
4.035 |
3.904 |
|
| R3 |
4.003 |
3.969 |
3.886 |
|
| R2 |
3.937 |
3.937 |
3.880 |
|
| R1 |
3.903 |
3.903 |
3.874 |
3.887 |
| PP |
3.871 |
3.871 |
3.871 |
3.864 |
| S1 |
3.837 |
3.837 |
3.862 |
3.821 |
| S2 |
3.805 |
3.805 |
3.856 |
|
| S3 |
3.739 |
3.771 |
3.850 |
|
| S4 |
3.673 |
3.705 |
3.832 |
|
|
| 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 |
3.906 |
3.630 |
0.276 |
7.1% |
0.090 |
2.3% |
86% |
True |
False |
8,412 |
| 10 |
3.906 |
3.630 |
0.276 |
7.1% |
0.083 |
2.1% |
86% |
True |
False |
6,700 |
| 20 |
4.000 |
3.630 |
0.370 |
9.6% |
0.085 |
2.2% |
64% |
False |
False |
5,804 |
| 40 |
4.000 |
3.453 |
0.547 |
14.1% |
0.080 |
2.1% |
76% |
False |
False |
5,779 |
| 60 |
4.000 |
3.250 |
0.750 |
19.4% |
0.078 |
2.0% |
82% |
False |
False |
4,779 |
| 80 |
4.000 |
3.250 |
0.750 |
19.4% |
0.076 |
2.0% |
82% |
False |
False |
3,921 |
| 100 |
4.000 |
3.250 |
0.750 |
19.4% |
0.075 |
1.9% |
82% |
False |
False |
3,355 |
| 120 |
4.000 |
3.170 |
0.830 |
21.5% |
0.073 |
1.9% |
84% |
False |
False |
2,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.187 |
|
2.618 |
4.079 |
|
1.618 |
4.013 |
|
1.000 |
3.972 |
|
0.618 |
3.947 |
|
HIGH |
3.906 |
|
0.618 |
3.881 |
|
0.500 |
3.873 |
|
0.382 |
3.865 |
|
LOW |
3.840 |
|
0.618 |
3.799 |
|
1.000 |
3.774 |
|
1.618 |
3.733 |
|
2.618 |
3.667 |
|
4.250 |
3.560 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.873 |
3.835 |
| PP |
3.871 |
3.801 |
| S1 |
3.870 |
3.768 |
|