NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.821 |
3.897 |
0.076 |
2.0% |
3.643 |
| High |
3.884 |
3.899 |
0.015 |
0.4% |
3.906 |
| Low |
3.777 |
3.825 |
0.048 |
1.3% |
3.630 |
| Close |
3.876 |
3.830 |
-0.046 |
-1.2% |
3.876 |
| Range |
0.107 |
0.074 |
-0.033 |
-30.8% |
0.276 |
| ATR |
0.093 |
0.091 |
-0.001 |
-1.4% |
0.000 |
| Volume |
6,749 |
4,780 |
-1,969 |
-29.2% |
44,003 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.073 |
4.026 |
3.871 |
|
| R3 |
3.999 |
3.952 |
3.850 |
|
| R2 |
3.925 |
3.925 |
3.844 |
|
| R1 |
3.878 |
3.878 |
3.837 |
3.865 |
| PP |
3.851 |
3.851 |
3.851 |
3.845 |
| S1 |
3.804 |
3.804 |
3.823 |
3.791 |
| S2 |
3.777 |
3.777 |
3.816 |
|
| S3 |
3.703 |
3.730 |
3.810 |
|
| S4 |
3.629 |
3.656 |
3.789 |
|
|
| 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 |
3.725 |
0.181 |
4.7% |
0.097 |
2.5% |
58% |
False |
False |
8,180 |
| 10 |
3.906 |
3.630 |
0.276 |
7.2% |
0.088 |
2.3% |
72% |
False |
False |
7,382 |
| 20 |
3.944 |
3.630 |
0.314 |
8.2% |
0.086 |
2.3% |
64% |
False |
False |
6,099 |
| 40 |
4.000 |
3.550 |
0.450 |
11.7% |
0.083 |
2.2% |
62% |
False |
False |
6,071 |
| 60 |
4.000 |
3.250 |
0.750 |
19.6% |
0.079 |
2.1% |
77% |
False |
False |
5,050 |
| 80 |
4.000 |
3.250 |
0.750 |
19.6% |
0.078 |
2.0% |
77% |
False |
False |
4,163 |
| 100 |
4.000 |
3.250 |
0.750 |
19.6% |
0.075 |
2.0% |
77% |
False |
False |
3,541 |
| 120 |
4.000 |
3.170 |
0.830 |
21.7% |
0.073 |
1.9% |
80% |
False |
False |
3,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.214 |
|
2.618 |
4.093 |
|
1.618 |
4.019 |
|
1.000 |
3.973 |
|
0.618 |
3.945 |
|
HIGH |
3.899 |
|
0.618 |
3.871 |
|
0.500 |
3.862 |
|
0.382 |
3.853 |
|
LOW |
3.825 |
|
0.618 |
3.779 |
|
1.000 |
3.751 |
|
1.618 |
3.705 |
|
2.618 |
3.631 |
|
4.250 |
3.511 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.862 |
3.841 |
| PP |
3.851 |
3.837 |
| S1 |
3.841 |
3.834 |
|