NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.887 |
3.873 |
-0.014 |
-0.4% |
3.651 |
| High |
3.906 |
3.905 |
-0.001 |
0.0% |
3.749 |
| Low |
3.840 |
3.798 |
-0.042 |
-1.1% |
3.630 |
| Close |
3.868 |
3.812 |
-0.056 |
-1.4% |
3.650 |
| Range |
0.066 |
0.107 |
0.041 |
62.1% |
0.119 |
| ATR |
0.090 |
0.092 |
0.001 |
1.3% |
0.000 |
| Volume |
11,116 |
10,241 |
-875 |
-7.9% |
31,037 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.159 |
4.093 |
3.871 |
|
| R3 |
4.052 |
3.986 |
3.841 |
|
| R2 |
3.945 |
3.945 |
3.832 |
|
| R1 |
3.879 |
3.879 |
3.822 |
3.859 |
| PP |
3.838 |
3.838 |
3.838 |
3.828 |
| S1 |
3.772 |
3.772 |
3.802 |
3.752 |
| S2 |
3.731 |
3.731 |
3.792 |
|
| S3 |
3.624 |
3.665 |
3.783 |
|
| S4 |
3.517 |
3.558 |
3.753 |
|
|
| 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 |
7.2% |
0.094 |
2.5% |
66% |
False |
False |
8,831 |
| 10 |
3.906 |
3.630 |
0.276 |
7.2% |
0.087 |
2.3% |
66% |
False |
False |
7,308 |
| 20 |
4.000 |
3.630 |
0.370 |
9.7% |
0.086 |
2.3% |
49% |
False |
False |
6,012 |
| 40 |
4.000 |
3.460 |
0.540 |
14.2% |
0.082 |
2.2% |
65% |
False |
False |
5,987 |
| 60 |
4.000 |
3.250 |
0.750 |
19.7% |
0.079 |
2.1% |
75% |
False |
False |
4,913 |
| 80 |
4.000 |
3.250 |
0.750 |
19.7% |
0.077 |
2.0% |
75% |
False |
False |
4,039 |
| 100 |
4.000 |
3.250 |
0.750 |
19.7% |
0.075 |
2.0% |
75% |
False |
False |
3,453 |
| 120 |
4.000 |
3.170 |
0.830 |
21.8% |
0.073 |
1.9% |
77% |
False |
False |
3,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.360 |
|
2.618 |
4.185 |
|
1.618 |
4.078 |
|
1.000 |
4.012 |
|
0.618 |
3.971 |
|
HIGH |
3.905 |
|
0.618 |
3.864 |
|
0.500 |
3.852 |
|
0.382 |
3.839 |
|
LOW |
3.798 |
|
0.618 |
3.732 |
|
1.000 |
3.691 |
|
1.618 |
3.625 |
|
2.618 |
3.518 |
|
4.250 |
3.343 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.852 |
3.816 |
| PP |
3.838 |
3.814 |
| S1 |
3.825 |
3.813 |
|