NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.947 |
3.980 |
0.033 |
0.8% |
3.968 |
| High |
3.979 |
4.000 |
0.021 |
0.5% |
4.094 |
| Low |
3.941 |
3.954 |
0.013 |
0.3% |
3.923 |
| Close |
3.965 |
3.988 |
0.023 |
0.6% |
4.081 |
| Range |
0.038 |
0.046 |
0.008 |
21.1% |
0.171 |
| ATR |
|
|
|
|
|
| Volume |
949 |
1,050 |
101 |
10.6% |
5,224 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.119 |
4.099 |
4.013 |
|
| R3 |
4.073 |
4.053 |
4.001 |
|
| R2 |
4.027 |
4.027 |
3.996 |
|
| R1 |
4.007 |
4.007 |
3.992 |
4.017 |
| PP |
3.981 |
3.981 |
3.981 |
3.986 |
| S1 |
3.961 |
3.961 |
3.984 |
3.971 |
| S2 |
3.935 |
3.935 |
3.980 |
|
| S3 |
3.889 |
3.915 |
3.975 |
|
| S4 |
3.843 |
3.869 |
3.963 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.546 |
4.484 |
4.175 |
|
| R3 |
4.375 |
4.313 |
4.128 |
|
| R2 |
4.204 |
4.204 |
4.112 |
|
| R1 |
4.142 |
4.142 |
4.097 |
4.173 |
| PP |
4.033 |
4.033 |
4.033 |
4.048 |
| S1 |
3.971 |
3.971 |
4.065 |
4.002 |
| S2 |
3.862 |
3.862 |
4.050 |
|
| S3 |
3.691 |
3.800 |
4.034 |
|
| S4 |
3.520 |
3.629 |
3.987 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.196 |
|
2.618 |
4.120 |
|
1.618 |
4.074 |
|
1.000 |
4.046 |
|
0.618 |
4.028 |
|
HIGH |
4.000 |
|
0.618 |
3.982 |
|
0.500 |
3.977 |
|
0.382 |
3.972 |
|
LOW |
3.954 |
|
0.618 |
3.926 |
|
1.000 |
3.908 |
|
1.618 |
3.880 |
|
2.618 |
3.834 |
|
4.250 |
3.759 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.984 |
4.018 |
| PP |
3.981 |
4.008 |
| S1 |
3.977 |
3.998 |
|