NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.941 |
3.929 |
-0.012 |
-0.3% |
3.738 |
| High |
3.981 |
3.969 |
-0.012 |
-0.3% |
3.829 |
| Low |
3.909 |
3.881 |
-0.028 |
-0.7% |
3.718 |
| Close |
3.942 |
3.886 |
-0.056 |
-1.4% |
3.735 |
| Range |
0.072 |
0.088 |
0.016 |
22.2% |
0.111 |
| ATR |
0.089 |
0.089 |
0.000 |
-0.1% |
0.000 |
| Volume |
2,945 |
3,603 |
658 |
22.3% |
10,579 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.176 |
4.119 |
3.934 |
|
| R3 |
4.088 |
4.031 |
3.910 |
|
| R2 |
4.000 |
4.000 |
3.902 |
|
| R1 |
3.943 |
3.943 |
3.894 |
3.928 |
| PP |
3.912 |
3.912 |
3.912 |
3.904 |
| S1 |
3.855 |
3.855 |
3.878 |
3.840 |
| S2 |
3.824 |
3.824 |
3.870 |
|
| S3 |
3.736 |
3.767 |
3.862 |
|
| S4 |
3.648 |
3.679 |
3.838 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.094 |
4.025 |
3.796 |
|
| R3 |
3.983 |
3.914 |
3.766 |
|
| R2 |
3.872 |
3.872 |
3.755 |
|
| R1 |
3.803 |
3.803 |
3.745 |
3.782 |
| PP |
3.761 |
3.761 |
3.761 |
3.750 |
| S1 |
3.692 |
3.692 |
3.725 |
3.671 |
| S2 |
3.650 |
3.650 |
3.715 |
|
| S3 |
3.539 |
3.581 |
3.704 |
|
| S4 |
3.428 |
3.470 |
3.674 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.343 |
|
2.618 |
4.199 |
|
1.618 |
4.111 |
|
1.000 |
4.057 |
|
0.618 |
4.023 |
|
HIGH |
3.969 |
|
0.618 |
3.935 |
|
0.500 |
3.925 |
|
0.382 |
3.915 |
|
LOW |
3.881 |
|
0.618 |
3.827 |
|
1.000 |
3.793 |
|
1.618 |
3.739 |
|
2.618 |
3.651 |
|
4.250 |
3.507 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.925 |
3.899 |
| PP |
3.912 |
3.894 |
| S1 |
3.899 |
3.890 |
|