NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.801 |
3.695 |
-0.106 |
-2.8% |
3.940 |
| High |
3.820 |
3.778 |
-0.042 |
-1.1% |
3.965 |
| Low |
3.650 |
3.680 |
0.030 |
0.8% |
3.693 |
| Close |
3.691 |
3.692 |
0.001 |
0.0% |
3.724 |
| Range |
0.170 |
0.098 |
-0.072 |
-42.4% |
0.272 |
| ATR |
0.124 |
0.122 |
-0.002 |
-1.5% |
0.000 |
| Volume |
80,326 |
100,035 |
19,709 |
24.5% |
513,154 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.011 |
3.949 |
3.746 |
|
| R3 |
3.913 |
3.851 |
3.719 |
|
| R2 |
3.815 |
3.815 |
3.710 |
|
| R1 |
3.753 |
3.753 |
3.701 |
3.735 |
| PP |
3.717 |
3.717 |
3.717 |
3.708 |
| S1 |
3.655 |
3.655 |
3.683 |
3.637 |
| S2 |
3.619 |
3.619 |
3.674 |
|
| S3 |
3.521 |
3.557 |
3.665 |
|
| S4 |
3.423 |
3.459 |
3.638 |
|
|
| 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 |
3.851 |
3.650 |
0.201 |
5.4% |
0.126 |
3.4% |
21% |
False |
False |
101,045 |
| 10 |
3.970 |
3.650 |
0.320 |
8.7% |
0.135 |
3.7% |
13% |
False |
False |
99,014 |
| 20 |
3.970 |
3.621 |
0.349 |
9.5% |
0.122 |
3.3% |
20% |
False |
False |
89,344 |
| 40 |
3.970 |
3.055 |
0.915 |
24.8% |
0.117 |
3.2% |
70% |
False |
False |
69,757 |
| 60 |
3.970 |
3.055 |
0.915 |
24.8% |
0.111 |
3.0% |
70% |
False |
False |
54,981 |
| 80 |
3.970 |
3.055 |
0.915 |
24.8% |
0.111 |
3.0% |
70% |
False |
False |
46,128 |
| 100 |
3.970 |
2.962 |
1.008 |
27.3% |
0.112 |
3.0% |
72% |
False |
False |
40,046 |
| 120 |
3.970 |
2.962 |
1.008 |
27.3% |
0.109 |
2.9% |
72% |
False |
False |
35,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.195 |
|
2.618 |
4.035 |
|
1.618 |
3.937 |
|
1.000 |
3.876 |
|
0.618 |
3.839 |
|
HIGH |
3.778 |
|
0.618 |
3.741 |
|
0.500 |
3.729 |
|
0.382 |
3.717 |
|
LOW |
3.680 |
|
0.618 |
3.619 |
|
1.000 |
3.582 |
|
1.618 |
3.521 |
|
2.618 |
3.423 |
|
4.250 |
3.264 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.729 |
3.751 |
| PP |
3.717 |
3.731 |
| S1 |
3.704 |
3.712 |
|