NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.725 |
3.801 |
0.076 |
2.0% |
3.940 |
| High |
3.851 |
3.820 |
-0.031 |
-0.8% |
3.965 |
| Low |
3.716 |
3.650 |
-0.066 |
-1.8% |
3.693 |
| Close |
3.803 |
3.691 |
-0.112 |
-2.9% |
3.724 |
| Range |
0.135 |
0.170 |
0.035 |
25.9% |
0.272 |
| ATR |
0.121 |
0.124 |
0.004 |
2.9% |
0.000 |
| Volume |
106,538 |
80,326 |
-26,212 |
-24.6% |
513,154 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.230 |
4.131 |
3.785 |
|
| R3 |
4.060 |
3.961 |
3.738 |
|
| R2 |
3.890 |
3.890 |
3.722 |
|
| R1 |
3.791 |
3.791 |
3.707 |
3.756 |
| PP |
3.720 |
3.720 |
3.720 |
3.703 |
| S1 |
3.621 |
3.621 |
3.675 |
3.586 |
| S2 |
3.550 |
3.550 |
3.660 |
|
| S3 |
3.380 |
3.451 |
3.644 |
|
| S4 |
3.210 |
3.281 |
3.598 |
|
|
| 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 |
3.650 |
0.230 |
6.2% |
0.130 |
3.5% |
18% |
False |
True |
98,987 |
| 10 |
3.970 |
3.650 |
0.320 |
8.7% |
0.134 |
3.6% |
13% |
False |
True |
100,245 |
| 20 |
3.970 |
3.609 |
0.361 |
9.8% |
0.125 |
3.4% |
23% |
False |
False |
87,737 |
| 40 |
3.970 |
3.055 |
0.915 |
24.8% |
0.117 |
3.2% |
70% |
False |
False |
67,965 |
| 60 |
3.970 |
3.055 |
0.915 |
24.8% |
0.112 |
3.0% |
70% |
False |
False |
53,603 |
| 80 |
3.970 |
3.055 |
0.915 |
24.8% |
0.111 |
3.0% |
70% |
False |
False |
45,012 |
| 100 |
3.970 |
2.962 |
1.008 |
27.3% |
0.111 |
3.0% |
72% |
False |
False |
39,156 |
| 120 |
3.970 |
2.962 |
1.008 |
27.3% |
0.109 |
2.9% |
72% |
False |
False |
34,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.543 |
|
2.618 |
4.265 |
|
1.618 |
4.095 |
|
1.000 |
3.990 |
|
0.618 |
3.925 |
|
HIGH |
3.820 |
|
0.618 |
3.755 |
|
0.500 |
3.735 |
|
0.382 |
3.715 |
|
LOW |
3.650 |
|
0.618 |
3.545 |
|
1.000 |
3.480 |
|
1.618 |
3.375 |
|
2.618 |
3.205 |
|
4.250 |
2.928 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.735 |
3.751 |
| PP |
3.720 |
3.731 |
| S1 |
3.706 |
3.711 |
|