NYMEX Natural Gas Future December 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 |
3.775 |
3.725 |
-0.050 |
-1.3% |
3.940 |
| High |
3.795 |
3.851 |
0.056 |
1.5% |
3.965 |
| Low |
3.693 |
3.716 |
0.023 |
0.6% |
3.693 |
| Close |
3.724 |
3.803 |
0.079 |
2.1% |
3.724 |
| Range |
0.102 |
0.135 |
0.033 |
32.4% |
0.272 |
| ATR |
0.119 |
0.121 |
0.001 |
0.9% |
0.000 |
| Volume |
93,091 |
106,538 |
13,447 |
14.4% |
513,154 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
4.134 |
3.877 |
|
| R3 |
4.060 |
3.999 |
3.840 |
|
| R2 |
3.925 |
3.925 |
3.828 |
|
| R1 |
3.864 |
3.864 |
3.815 |
3.895 |
| PP |
3.790 |
3.790 |
3.790 |
3.805 |
| S1 |
3.729 |
3.729 |
3.791 |
3.760 |
| S2 |
3.655 |
3.655 |
3.778 |
|
| S3 |
3.520 |
3.594 |
3.766 |
|
| S4 |
3.385 |
3.459 |
3.729 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.610 |
4.439 |
3.874 |
|
| R3 |
4.338 |
4.167 |
3.799 |
|
| R2 |
4.066 |
4.066 |
3.774 |
|
| R1 |
3.895 |
3.895 |
3.749 |
3.845 |
| PP |
3.794 |
3.794 |
3.794 |
3.769 |
| S1 |
3.623 |
3.623 |
3.699 |
3.573 |
| S2 |
3.522 |
3.522 |
3.674 |
|
| S3 |
3.250 |
3.351 |
3.649 |
|
| S4 |
2.978 |
3.079 |
3.574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.880 |
3.693 |
0.187 |
4.9% |
0.118 |
3.1% |
59% |
False |
False |
102,266 |
| 10 |
3.970 |
3.693 |
0.277 |
7.3% |
0.126 |
3.3% |
40% |
False |
False |
102,888 |
| 20 |
3.970 |
3.609 |
0.361 |
9.5% |
0.124 |
3.3% |
54% |
False |
False |
87,822 |
| 40 |
3.970 |
3.055 |
0.915 |
24.1% |
0.115 |
3.0% |
82% |
False |
False |
66,563 |
| 60 |
3.970 |
3.055 |
0.915 |
24.1% |
0.112 |
2.9% |
82% |
False |
False |
52,709 |
| 80 |
3.970 |
3.055 |
0.915 |
24.1% |
0.110 |
2.9% |
82% |
False |
False |
44,256 |
| 100 |
3.970 |
2.962 |
1.008 |
26.5% |
0.111 |
2.9% |
83% |
False |
False |
38,544 |
| 120 |
3.970 |
2.962 |
1.008 |
26.5% |
0.108 |
2.8% |
83% |
False |
False |
34,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.425 |
|
2.618 |
4.204 |
|
1.618 |
4.069 |
|
1.000 |
3.986 |
|
0.618 |
3.934 |
|
HIGH |
3.851 |
|
0.618 |
3.799 |
|
0.500 |
3.784 |
|
0.382 |
3.768 |
|
LOW |
3.716 |
|
0.618 |
3.633 |
|
1.000 |
3.581 |
|
1.618 |
3.498 |
|
2.618 |
3.363 |
|
4.250 |
3.142 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.797 |
3.793 |
| PP |
3.790 |
3.782 |
| S1 |
3.784 |
3.772 |
|