NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.473 |
3.483 |
0.010 |
0.3% |
3.325 |
| High |
3.514 |
3.634 |
0.120 |
3.4% |
3.546 |
| Low |
3.431 |
3.468 |
0.037 |
1.1% |
3.325 |
| Close |
3.475 |
3.604 |
0.129 |
3.7% |
3.396 |
| Range |
0.083 |
0.166 |
0.083 |
100.0% |
0.221 |
| ATR |
0.120 |
0.124 |
0.003 |
2.7% |
0.000 |
| Volume |
211,274 |
293,220 |
81,946 |
38.8% |
942,478 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.067 |
4.001 |
3.695 |
|
| R3 |
3.901 |
3.835 |
3.650 |
|
| R2 |
3.735 |
3.735 |
3.634 |
|
| R1 |
3.669 |
3.669 |
3.619 |
3.702 |
| PP |
3.569 |
3.569 |
3.569 |
3.585 |
| S1 |
3.503 |
3.503 |
3.589 |
3.536 |
| S2 |
3.403 |
3.403 |
3.574 |
|
| S3 |
3.237 |
3.337 |
3.558 |
|
| S4 |
3.071 |
3.171 |
3.513 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.085 |
3.962 |
3.518 |
|
| R3 |
3.864 |
3.741 |
3.457 |
|
| R2 |
3.643 |
3.643 |
3.437 |
|
| R1 |
3.520 |
3.520 |
3.416 |
3.582 |
| PP |
3.422 |
3.422 |
3.422 |
3.453 |
| S1 |
3.299 |
3.299 |
3.376 |
3.361 |
| S2 |
3.201 |
3.201 |
3.355 |
|
| S3 |
2.980 |
3.078 |
3.335 |
|
| S4 |
2.759 |
2.857 |
3.274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.634 |
3.327 |
0.307 |
8.5% |
0.124 |
3.4% |
90% |
True |
False |
206,251 |
| 10 |
3.634 |
3.248 |
0.386 |
10.7% |
0.129 |
3.6% |
92% |
True |
False |
196,856 |
| 20 |
3.634 |
2.923 |
0.711 |
19.7% |
0.120 |
3.3% |
96% |
True |
False |
155,339 |
| 40 |
3.634 |
2.790 |
0.844 |
23.4% |
0.118 |
3.3% |
96% |
True |
False |
106,582 |
| 60 |
3.634 |
2.790 |
0.844 |
23.4% |
0.117 |
3.3% |
96% |
True |
False |
89,267 |
| 80 |
3.634 |
2.790 |
0.844 |
23.4% |
0.119 |
3.3% |
96% |
True |
False |
73,432 |
| 100 |
3.634 |
2.650 |
0.984 |
27.3% |
0.115 |
3.2% |
97% |
True |
False |
62,554 |
| 120 |
3.634 |
2.622 |
1.012 |
28.1% |
0.112 |
3.1% |
97% |
True |
False |
54,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.340 |
|
2.618 |
4.069 |
|
1.618 |
3.903 |
|
1.000 |
3.800 |
|
0.618 |
3.737 |
|
HIGH |
3.634 |
|
0.618 |
3.571 |
|
0.500 |
3.551 |
|
0.382 |
3.531 |
|
LOW |
3.468 |
|
0.618 |
3.365 |
|
1.000 |
3.302 |
|
1.618 |
3.199 |
|
2.618 |
3.033 |
|
4.250 |
2.763 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.586 |
3.566 |
| PP |
3.569 |
3.528 |
| S1 |
3.551 |
3.490 |
|