NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.897 |
3.865 |
-0.032 |
-0.8% |
3.643 |
| High |
3.899 |
3.920 |
0.021 |
0.5% |
3.906 |
| Low |
3.825 |
3.846 |
0.021 |
0.5% |
3.630 |
| Close |
3.830 |
3.917 |
0.087 |
2.3% |
3.876 |
| Range |
0.074 |
0.074 |
0.000 |
0.0% |
0.276 |
| ATR |
0.091 |
0.091 |
0.000 |
-0.1% |
0.000 |
| Volume |
4,780 |
3,830 |
-950 |
-19.9% |
44,003 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.116 |
4.091 |
3.958 |
|
| R3 |
4.042 |
4.017 |
3.937 |
|
| R2 |
3.968 |
3.968 |
3.931 |
|
| R1 |
3.943 |
3.943 |
3.924 |
3.956 |
| PP |
3.894 |
3.894 |
3.894 |
3.901 |
| S1 |
3.869 |
3.869 |
3.910 |
3.882 |
| S2 |
3.820 |
3.820 |
3.903 |
|
| S3 |
3.746 |
3.795 |
3.897 |
|
| S4 |
3.672 |
3.721 |
3.876 |
|
|
| 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 |
3.920 |
3.777 |
0.143 |
3.7% |
0.086 |
2.2% |
98% |
True |
False |
7,343 |
| 10 |
3.920 |
3.630 |
0.290 |
7.4% |
0.085 |
2.2% |
99% |
True |
False |
7,446 |
| 20 |
3.944 |
3.630 |
0.314 |
8.0% |
0.087 |
2.2% |
91% |
False |
False |
5,943 |
| 40 |
4.000 |
3.592 |
0.408 |
10.4% |
0.084 |
2.1% |
80% |
False |
False |
6,120 |
| 60 |
4.000 |
3.250 |
0.750 |
19.1% |
0.079 |
2.0% |
89% |
False |
False |
5,091 |
| 80 |
4.000 |
3.250 |
0.750 |
19.1% |
0.078 |
2.0% |
89% |
False |
False |
4,202 |
| 100 |
4.000 |
3.250 |
0.750 |
19.1% |
0.075 |
1.9% |
89% |
False |
False |
3,551 |
| 120 |
4.000 |
3.170 |
0.830 |
21.2% |
0.073 |
1.9% |
90% |
False |
False |
3,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.235 |
|
2.618 |
4.114 |
|
1.618 |
4.040 |
|
1.000 |
3.994 |
|
0.618 |
3.966 |
|
HIGH |
3.920 |
|
0.618 |
3.892 |
|
0.500 |
3.883 |
|
0.382 |
3.874 |
|
LOW |
3.846 |
|
0.618 |
3.800 |
|
1.000 |
3.772 |
|
1.618 |
3.726 |
|
2.618 |
3.652 |
|
4.250 |
3.532 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.906 |
3.894 |
| PP |
3.894 |
3.871 |
| S1 |
3.883 |
3.849 |
|