NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.695 |
3.692 |
-0.003 |
-0.1% |
3.940 |
| High |
3.778 |
3.742 |
-0.036 |
-1.0% |
3.965 |
| Low |
3.680 |
3.653 |
-0.027 |
-0.7% |
3.693 |
| Close |
3.692 |
3.699 |
0.007 |
0.2% |
3.724 |
| Range |
0.098 |
0.089 |
-0.009 |
-9.2% |
0.272 |
| ATR |
0.122 |
0.120 |
-0.002 |
-1.9% |
0.000 |
| Volume |
100,035 |
106,550 |
6,515 |
6.5% |
513,154 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.965 |
3.921 |
3.748 |
|
| R3 |
3.876 |
3.832 |
3.723 |
|
| R2 |
3.787 |
3.787 |
3.715 |
|
| R1 |
3.743 |
3.743 |
3.707 |
3.765 |
| PP |
3.698 |
3.698 |
3.698 |
3.709 |
| S1 |
3.654 |
3.654 |
3.691 |
3.676 |
| S2 |
3.609 |
3.609 |
3.683 |
|
| S3 |
3.520 |
3.565 |
3.675 |
|
| S4 |
3.431 |
3.476 |
3.650 |
|
|
| 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% |
0.119 |
3.2% |
24% |
False |
False |
97,308 |
| 10 |
3.970 |
3.650 |
0.320 |
8.7% |
0.126 |
3.4% |
15% |
False |
False |
98,424 |
| 20 |
3.970 |
3.622 |
0.348 |
9.4% |
0.121 |
3.3% |
22% |
False |
False |
91,829 |
| 40 |
3.970 |
3.055 |
0.915 |
24.7% |
0.117 |
3.2% |
70% |
False |
False |
71,470 |
| 60 |
3.970 |
3.055 |
0.915 |
24.7% |
0.112 |
3.0% |
70% |
False |
False |
56,283 |
| 80 |
3.970 |
3.055 |
0.915 |
24.7% |
0.111 |
3.0% |
70% |
False |
False |
47,234 |
| 100 |
3.970 |
2.962 |
1.008 |
27.3% |
0.112 |
3.0% |
73% |
False |
False |
40,933 |
| 120 |
3.970 |
2.962 |
1.008 |
27.3% |
0.109 |
2.9% |
73% |
False |
False |
36,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.120 |
|
2.618 |
3.975 |
|
1.618 |
3.886 |
|
1.000 |
3.831 |
|
0.618 |
3.797 |
|
HIGH |
3.742 |
|
0.618 |
3.708 |
|
0.500 |
3.698 |
|
0.382 |
3.687 |
|
LOW |
3.653 |
|
0.618 |
3.598 |
|
1.000 |
3.564 |
|
1.618 |
3.509 |
|
2.618 |
3.420 |
|
4.250 |
3.275 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.699 |
3.735 |
| PP |
3.698 |
3.723 |
| S1 |
3.698 |
3.711 |
|