NYMEX Natural Gas Future July 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 |
3.980 |
3.916 |
-0.064 |
-1.6% |
3.728 |
| High |
3.982 |
3.989 |
0.007 |
0.2% |
3.981 |
| Low |
3.900 |
3.916 |
0.016 |
0.4% |
3.700 |
| Close |
3.903 |
3.988 |
0.085 |
2.2% |
3.947 |
| Range |
0.082 |
0.073 |
-0.009 |
-11.0% |
0.281 |
| ATR |
0.089 |
0.088 |
0.000 |
-0.2% |
0.000 |
| Volume |
2,817 |
1,281 |
-1,536 |
-54.5% |
15,074 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.183 |
4.159 |
4.028 |
|
| R3 |
4.110 |
4.086 |
4.008 |
|
| R2 |
4.037 |
4.037 |
4.001 |
|
| R1 |
4.013 |
4.013 |
3.995 |
4.025 |
| PP |
3.964 |
3.964 |
3.964 |
3.971 |
| S1 |
3.940 |
3.940 |
3.981 |
3.952 |
| S2 |
3.891 |
3.891 |
3.975 |
|
| S3 |
3.818 |
3.867 |
3.968 |
|
| S4 |
3.745 |
3.794 |
3.948 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.719 |
4.614 |
4.102 |
|
| R3 |
4.438 |
4.333 |
4.024 |
|
| R2 |
4.157 |
4.157 |
3.999 |
|
| R1 |
4.052 |
4.052 |
3.973 |
4.105 |
| PP |
3.876 |
3.876 |
3.876 |
3.902 |
| S1 |
3.771 |
3.771 |
3.921 |
3.824 |
| S2 |
3.595 |
3.595 |
3.895 |
|
| S3 |
3.314 |
3.490 |
3.870 |
|
| S4 |
3.033 |
3.209 |
3.792 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.299 |
|
2.618 |
4.180 |
|
1.618 |
4.107 |
|
1.000 |
4.062 |
|
0.618 |
4.034 |
|
HIGH |
3.989 |
|
0.618 |
3.961 |
|
0.500 |
3.953 |
|
0.382 |
3.944 |
|
LOW |
3.916 |
|
0.618 |
3.871 |
|
1.000 |
3.843 |
|
1.618 |
3.798 |
|
2.618 |
3.725 |
|
4.250 |
3.606 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.976 |
3.967 |
| PP |
3.964 |
3.945 |
| S1 |
3.953 |
3.924 |
|