NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.873 |
3.821 |
-0.052 |
-1.3% |
3.643 |
| High |
3.905 |
3.884 |
-0.021 |
-0.5% |
3.906 |
| Low |
3.798 |
3.777 |
-0.021 |
-0.6% |
3.630 |
| Close |
3.812 |
3.876 |
0.064 |
1.7% |
3.876 |
| Range |
0.107 |
0.107 |
0.000 |
0.0% |
0.276 |
| ATR |
0.092 |
0.093 |
0.001 |
1.2% |
0.000 |
| Volume |
10,241 |
6,749 |
-3,492 |
-34.1% |
44,003 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.167 |
4.128 |
3.935 |
|
| R3 |
4.060 |
4.021 |
3.905 |
|
| R2 |
3.953 |
3.953 |
3.896 |
|
| R1 |
3.914 |
3.914 |
3.886 |
3.934 |
| PP |
3.846 |
3.846 |
3.846 |
3.855 |
| S1 |
3.807 |
3.807 |
3.866 |
3.827 |
| S2 |
3.739 |
3.739 |
3.856 |
|
| S3 |
3.632 |
3.700 |
3.847 |
|
| S4 |
3.525 |
3.593 |
3.817 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.632 |
4.530 |
4.028 |
|
| R3 |
4.356 |
4.254 |
3.952 |
|
| R2 |
4.080 |
4.080 |
3.927 |
|
| R1 |
3.978 |
3.978 |
3.901 |
4.029 |
| PP |
3.804 |
3.804 |
3.804 |
3.830 |
| S1 |
3.702 |
3.702 |
3.851 |
3.753 |
| S2 |
3.528 |
3.528 |
3.825 |
|
| S3 |
3.252 |
3.426 |
3.800 |
|
| S4 |
2.976 |
3.150 |
3.724 |
|
|
| 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% |
0.102 |
2.6% |
89% |
False |
False |
8,800 |
| 10 |
3.906 |
3.630 |
0.276 |
7.1% |
0.086 |
2.2% |
89% |
False |
False |
7,504 |
| 20 |
3.995 |
3.630 |
0.365 |
9.4% |
0.090 |
2.3% |
67% |
False |
False |
6,079 |
| 40 |
4.000 |
3.494 |
0.506 |
13.1% |
0.082 |
2.1% |
75% |
False |
False |
6,099 |
| 60 |
4.000 |
3.250 |
0.750 |
19.3% |
0.080 |
2.1% |
83% |
False |
False |
5,006 |
| 80 |
4.000 |
3.250 |
0.750 |
19.3% |
0.077 |
2.0% |
83% |
False |
False |
4,113 |
| 100 |
4.000 |
3.250 |
0.750 |
19.3% |
0.075 |
1.9% |
83% |
False |
False |
3,513 |
| 120 |
4.000 |
3.170 |
0.830 |
21.4% |
0.073 |
1.9% |
85% |
False |
False |
3,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.339 |
|
2.618 |
4.164 |
|
1.618 |
4.057 |
|
1.000 |
3.991 |
|
0.618 |
3.950 |
|
HIGH |
3.884 |
|
0.618 |
3.843 |
|
0.500 |
3.831 |
|
0.382 |
3.818 |
|
LOW |
3.777 |
|
0.618 |
3.711 |
|
1.000 |
3.670 |
|
1.618 |
3.604 |
|
2.618 |
3.497 |
|
4.250 |
3.322 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.861 |
3.865 |
| PP |
3.846 |
3.853 |
| S1 |
3.831 |
3.842 |
|