NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.865 |
3.806 |
-0.059 |
-1.5% |
3.897 |
| High |
3.865 |
3.806 |
-0.059 |
-1.5% |
4.015 |
| Low |
3.754 |
3.655 |
-0.099 |
-2.6% |
3.825 |
| Close |
3.811 |
3.679 |
-0.132 |
-3.5% |
3.994 |
| Range |
0.111 |
0.151 |
0.040 |
36.0% |
0.190 |
| ATR |
0.096 |
0.100 |
0.004 |
4.5% |
0.000 |
| Volume |
5,480 |
8,224 |
2,744 |
50.1% |
19,507 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.166 |
4.074 |
3.762 |
|
| R3 |
4.015 |
3.923 |
3.721 |
|
| R2 |
3.864 |
3.864 |
3.707 |
|
| R1 |
3.772 |
3.772 |
3.693 |
3.743 |
| PP |
3.713 |
3.713 |
3.713 |
3.699 |
| S1 |
3.621 |
3.621 |
3.665 |
3.592 |
| S2 |
3.562 |
3.562 |
3.651 |
|
| S3 |
3.411 |
3.470 |
3.637 |
|
| S4 |
3.260 |
3.319 |
3.596 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.515 |
4.444 |
4.099 |
|
| R3 |
4.325 |
4.254 |
4.046 |
|
| R2 |
4.135 |
4.135 |
4.029 |
|
| R1 |
4.064 |
4.064 |
4.011 |
4.100 |
| PP |
3.945 |
3.945 |
3.945 |
3.962 |
| S1 |
3.874 |
3.874 |
3.977 |
3.910 |
| S2 |
3.755 |
3.755 |
3.959 |
|
| S3 |
3.565 |
3.684 |
3.942 |
|
| S4 |
3.375 |
3.494 |
3.890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.015 |
3.655 |
0.360 |
9.8% |
0.099 |
2.7% |
7% |
False |
True |
6,477 |
| 10 |
4.015 |
3.655 |
0.360 |
9.8% |
0.096 |
2.6% |
7% |
False |
True |
6,174 |
| 20 |
4.015 |
3.630 |
0.385 |
10.5% |
0.090 |
2.4% |
13% |
False |
False |
6,437 |
| 40 |
4.015 |
3.630 |
0.385 |
10.5% |
0.086 |
2.3% |
13% |
False |
False |
6,169 |
| 60 |
4.015 |
3.275 |
0.740 |
20.1% |
0.082 |
2.2% |
55% |
False |
False |
5,529 |
| 80 |
4.015 |
3.250 |
0.765 |
20.8% |
0.078 |
2.1% |
56% |
False |
False |
4,550 |
| 100 |
4.015 |
3.250 |
0.765 |
20.8% |
0.077 |
2.1% |
56% |
False |
False |
3,851 |
| 120 |
4.015 |
3.170 |
0.845 |
23.0% |
0.076 |
2.1% |
60% |
False |
False |
3,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.448 |
|
2.618 |
4.201 |
|
1.618 |
4.050 |
|
1.000 |
3.957 |
|
0.618 |
3.899 |
|
HIGH |
3.806 |
|
0.618 |
3.748 |
|
0.500 |
3.731 |
|
0.382 |
3.713 |
|
LOW |
3.655 |
|
0.618 |
3.562 |
|
1.000 |
3.504 |
|
1.618 |
3.411 |
|
2.618 |
3.260 |
|
4.250 |
3.013 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.731 |
3.779 |
| PP |
3.713 |
3.745 |
| S1 |
3.696 |
3.712 |
|