NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.617 |
3.444 |
-0.173 |
-4.8% |
3.593 |
| High |
3.648 |
3.559 |
-0.089 |
-2.4% |
3.647 |
| Low |
3.426 |
3.437 |
0.011 |
0.3% |
3.398 |
| Close |
3.452 |
3.535 |
0.083 |
2.4% |
3.617 |
| Range |
0.222 |
0.122 |
-0.100 |
-45.0% |
0.249 |
| ATR |
0.130 |
0.130 |
-0.001 |
-0.4% |
0.000 |
| Volume |
173,385 |
126,475 |
-46,910 |
-27.1% |
825,439 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.876 |
3.828 |
3.602 |
|
| R3 |
3.754 |
3.706 |
3.569 |
|
| R2 |
3.632 |
3.632 |
3.557 |
|
| R1 |
3.584 |
3.584 |
3.546 |
3.608 |
| PP |
3.510 |
3.510 |
3.510 |
3.523 |
| S1 |
3.462 |
3.462 |
3.524 |
3.486 |
| S2 |
3.388 |
3.388 |
3.513 |
|
| S3 |
3.266 |
3.340 |
3.501 |
|
| S4 |
3.144 |
3.218 |
3.468 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.301 |
4.208 |
3.754 |
|
| R3 |
4.052 |
3.959 |
3.685 |
|
| R2 |
3.803 |
3.803 |
3.663 |
|
| R1 |
3.710 |
3.710 |
3.640 |
3.757 |
| PP |
3.554 |
3.554 |
3.554 |
3.577 |
| S1 |
3.461 |
3.461 |
3.594 |
3.508 |
| S2 |
3.305 |
3.305 |
3.571 |
|
| S3 |
3.056 |
3.212 |
3.549 |
|
| S4 |
2.807 |
2.963 |
3.480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.648 |
3.398 |
0.250 |
7.1% |
0.145 |
4.1% |
55% |
False |
False |
156,931 |
| 10 |
3.648 |
3.398 |
0.250 |
7.1% |
0.131 |
3.7% |
55% |
False |
False |
176,646 |
| 20 |
3.648 |
3.093 |
0.555 |
15.7% |
0.132 |
3.7% |
80% |
False |
False |
181,109 |
| 40 |
3.648 |
2.790 |
0.858 |
24.3% |
0.121 |
3.4% |
87% |
False |
False |
127,980 |
| 60 |
3.648 |
2.790 |
0.858 |
24.3% |
0.121 |
3.4% |
87% |
False |
False |
105,761 |
| 80 |
3.648 |
2.790 |
0.858 |
24.3% |
0.120 |
3.4% |
87% |
False |
False |
86,761 |
| 100 |
3.648 |
2.650 |
0.998 |
28.2% |
0.118 |
3.3% |
89% |
False |
False |
73,903 |
| 120 |
3.648 |
2.650 |
0.998 |
28.2% |
0.115 |
3.3% |
89% |
False |
False |
64,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.078 |
|
2.618 |
3.878 |
|
1.618 |
3.756 |
|
1.000 |
3.681 |
|
0.618 |
3.634 |
|
HIGH |
3.559 |
|
0.618 |
3.512 |
|
0.500 |
3.498 |
|
0.382 |
3.484 |
|
LOW |
3.437 |
|
0.618 |
3.362 |
|
1.000 |
3.315 |
|
1.618 |
3.240 |
|
2.618 |
3.118 |
|
4.250 |
2.919 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.523 |
3.537 |
| PP |
3.510 |
3.536 |
| S1 |
3.498 |
3.536 |
|