NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.424 |
3.360 |
-0.064 |
-1.9% |
3.617 |
| High |
3.442 |
3.500 |
0.058 |
1.7% |
3.648 |
| Low |
3.355 |
3.360 |
0.005 |
0.1% |
3.355 |
| Close |
3.400 |
3.471 |
0.071 |
2.1% |
3.400 |
| Range |
0.087 |
0.140 |
0.053 |
60.9% |
0.293 |
| ATR |
0.126 |
0.127 |
0.001 |
0.8% |
0.000 |
| Volume |
63,557 |
13,547 |
-50,010 |
-78.7% |
592,358 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.864 |
3.807 |
3.548 |
|
| R3 |
3.724 |
3.667 |
3.510 |
|
| R2 |
3.584 |
3.584 |
3.497 |
|
| R1 |
3.527 |
3.527 |
3.484 |
3.556 |
| PP |
3.444 |
3.444 |
3.444 |
3.458 |
| S1 |
3.387 |
3.387 |
3.458 |
3.416 |
| S2 |
3.304 |
3.304 |
3.445 |
|
| S3 |
3.164 |
3.247 |
3.433 |
|
| S4 |
3.024 |
3.107 |
3.394 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.347 |
4.166 |
3.561 |
|
| R3 |
4.054 |
3.873 |
3.481 |
|
| R2 |
3.761 |
3.761 |
3.454 |
|
| R1 |
3.580 |
3.580 |
3.427 |
3.524 |
| PP |
3.468 |
3.468 |
3.468 |
3.440 |
| S1 |
3.287 |
3.287 |
3.373 |
3.231 |
| S2 |
3.175 |
3.175 |
3.346 |
|
| S3 |
2.882 |
2.994 |
3.319 |
|
| S4 |
2.589 |
2.701 |
3.239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.561 |
3.355 |
0.206 |
5.9% |
0.120 |
3.5% |
56% |
False |
False |
86,504 |
| 10 |
3.648 |
3.355 |
0.293 |
8.4% |
0.131 |
3.8% |
40% |
False |
False |
127,682 |
| 20 |
3.648 |
3.327 |
0.321 |
9.2% |
0.130 |
3.7% |
45% |
False |
False |
157,825 |
| 40 |
3.648 |
2.802 |
0.846 |
24.4% |
0.124 |
3.6% |
79% |
False |
False |
130,784 |
| 60 |
3.648 |
2.790 |
0.858 |
24.7% |
0.120 |
3.5% |
79% |
False |
False |
107,557 |
| 80 |
3.648 |
2.790 |
0.858 |
24.7% |
0.119 |
3.4% |
79% |
False |
False |
89,306 |
| 100 |
3.648 |
2.650 |
0.998 |
28.8% |
0.119 |
3.4% |
82% |
False |
False |
76,442 |
| 120 |
3.648 |
2.650 |
0.998 |
28.8% |
0.116 |
3.3% |
82% |
False |
False |
66,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.095 |
|
2.618 |
3.867 |
|
1.618 |
3.727 |
|
1.000 |
3.640 |
|
0.618 |
3.587 |
|
HIGH |
3.500 |
|
0.618 |
3.447 |
|
0.500 |
3.430 |
|
0.382 |
3.413 |
|
LOW |
3.360 |
|
0.618 |
3.273 |
|
1.000 |
3.220 |
|
1.618 |
3.133 |
|
2.618 |
2.993 |
|
4.250 |
2.765 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.457 |
3.457 |
| PP |
3.444 |
3.442 |
| S1 |
3.430 |
3.428 |
|