NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.865 |
3.888 |
0.023 |
0.6% |
3.643 |
| High |
3.920 |
3.987 |
0.067 |
1.7% |
3.906 |
| Low |
3.846 |
3.880 |
0.034 |
0.9% |
3.630 |
| Close |
3.917 |
3.983 |
0.066 |
1.7% |
3.876 |
| Range |
0.074 |
0.107 |
0.033 |
44.6% |
0.276 |
| ATR |
0.091 |
0.092 |
0.001 |
1.2% |
0.000 |
| Volume |
3,830 |
3,752 |
-78 |
-2.0% |
44,003 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.271 |
4.234 |
4.042 |
|
| R3 |
4.164 |
4.127 |
4.012 |
|
| R2 |
4.057 |
4.057 |
4.003 |
|
| R1 |
4.020 |
4.020 |
3.993 |
4.039 |
| PP |
3.950 |
3.950 |
3.950 |
3.959 |
| S1 |
3.913 |
3.913 |
3.973 |
3.932 |
| S2 |
3.843 |
3.843 |
3.963 |
|
| S3 |
3.736 |
3.806 |
3.954 |
|
| S4 |
3.629 |
3.699 |
3.924 |
|
|
| 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 |
3.987 |
3.777 |
0.210 |
5.3% |
0.094 |
2.4% |
98% |
True |
False |
5,870 |
| 10 |
3.987 |
3.630 |
0.357 |
9.0% |
0.092 |
2.3% |
99% |
True |
False |
7,141 |
| 20 |
3.987 |
3.630 |
0.357 |
9.0% |
0.087 |
2.2% |
99% |
True |
False |
5,993 |
| 40 |
4.000 |
3.630 |
0.370 |
9.3% |
0.084 |
2.1% |
95% |
False |
False |
6,164 |
| 60 |
4.000 |
3.250 |
0.750 |
18.8% |
0.079 |
2.0% |
98% |
False |
False |
5,129 |
| 80 |
4.000 |
3.250 |
0.750 |
18.8% |
0.078 |
2.0% |
98% |
False |
False |
4,228 |
| 100 |
4.000 |
3.250 |
0.750 |
18.8% |
0.076 |
1.9% |
98% |
False |
False |
3,580 |
| 120 |
4.000 |
3.170 |
0.830 |
20.8% |
0.074 |
1.9% |
98% |
False |
False |
3,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.442 |
|
2.618 |
4.267 |
|
1.618 |
4.160 |
|
1.000 |
4.094 |
|
0.618 |
4.053 |
|
HIGH |
3.987 |
|
0.618 |
3.946 |
|
0.500 |
3.934 |
|
0.382 |
3.921 |
|
LOW |
3.880 |
|
0.618 |
3.814 |
|
1.000 |
3.773 |
|
1.618 |
3.707 |
|
2.618 |
3.600 |
|
4.250 |
3.425 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.967 |
3.957 |
| PP |
3.950 |
3.932 |
| S1 |
3.934 |
3.906 |
|