NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.806 |
3.676 |
-0.130 |
-3.4% |
3.942 |
| High |
3.806 |
3.703 |
-0.103 |
-2.7% |
3.942 |
| Low |
3.655 |
3.592 |
-0.063 |
-1.7% |
3.592 |
| Close |
3.679 |
3.607 |
-0.072 |
-2.0% |
3.607 |
| Range |
0.151 |
0.111 |
-0.040 |
-26.5% |
0.350 |
| ATR |
0.100 |
0.101 |
0.001 |
0.8% |
0.000 |
| Volume |
8,224 |
8,730 |
506 |
6.2% |
33,973 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.967 |
3.898 |
3.668 |
|
| R3 |
3.856 |
3.787 |
3.638 |
|
| R2 |
3.745 |
3.745 |
3.627 |
|
| R1 |
3.676 |
3.676 |
3.617 |
3.655 |
| PP |
3.634 |
3.634 |
3.634 |
3.624 |
| S1 |
3.565 |
3.565 |
3.597 |
3.544 |
| S2 |
3.523 |
3.523 |
3.587 |
|
| S3 |
3.412 |
3.454 |
3.576 |
|
| S4 |
3.301 |
3.343 |
3.546 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.764 |
4.535 |
3.800 |
|
| R3 |
4.414 |
4.185 |
3.703 |
|
| R2 |
4.064 |
4.064 |
3.671 |
|
| R1 |
3.835 |
3.835 |
3.639 |
3.775 |
| PP |
3.714 |
3.714 |
3.714 |
3.683 |
| S1 |
3.485 |
3.485 |
3.575 |
3.425 |
| S2 |
3.364 |
3.364 |
3.543 |
|
| S3 |
3.014 |
3.135 |
3.511 |
|
| S4 |
2.664 |
2.785 |
3.415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.942 |
3.592 |
0.350 |
9.7% |
0.105 |
2.9% |
4% |
False |
True |
6,794 |
| 10 |
4.015 |
3.592 |
0.423 |
11.7% |
0.097 |
2.7% |
4% |
False |
True |
6,022 |
| 20 |
4.015 |
3.592 |
0.423 |
11.7% |
0.092 |
2.5% |
4% |
False |
True |
6,665 |
| 40 |
4.015 |
3.592 |
0.423 |
11.7% |
0.087 |
2.4% |
4% |
False |
True |
6,264 |
| 60 |
4.015 |
3.275 |
0.740 |
20.5% |
0.083 |
2.3% |
45% |
False |
False |
5,637 |
| 80 |
4.015 |
3.250 |
0.765 |
21.2% |
0.079 |
2.2% |
47% |
False |
False |
4,646 |
| 100 |
4.015 |
3.250 |
0.765 |
21.2% |
0.077 |
2.1% |
47% |
False |
False |
3,928 |
| 120 |
4.015 |
3.170 |
0.845 |
23.4% |
0.077 |
2.1% |
52% |
False |
False |
3,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.175 |
|
2.618 |
3.994 |
|
1.618 |
3.883 |
|
1.000 |
3.814 |
|
0.618 |
3.772 |
|
HIGH |
3.703 |
|
0.618 |
3.661 |
|
0.500 |
3.648 |
|
0.382 |
3.634 |
|
LOW |
3.592 |
|
0.618 |
3.523 |
|
1.000 |
3.481 |
|
1.618 |
3.412 |
|
2.618 |
3.301 |
|
4.250 |
3.120 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.648 |
3.729 |
| PP |
3.634 |
3.688 |
| S1 |
3.621 |
3.648 |
|