NYMEX Natural Gas Future January 2013
| 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 |
3.917 |
3.860 |
-0.057 |
-1.5% |
4.070 |
| High |
3.929 |
3.980 |
0.051 |
1.3% |
4.088 |
| Low |
3.828 |
3.847 |
0.019 |
0.5% |
3.828 |
| Close |
3.855 |
3.932 |
0.077 |
2.0% |
3.855 |
| Range |
0.101 |
0.133 |
0.032 |
31.7% |
0.260 |
| ATR |
0.114 |
0.115 |
0.001 |
1.2% |
0.000 |
| Volume |
63,358 |
44,258 |
-19,100 |
-30.1% |
250,538 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.319 |
4.258 |
4.005 |
|
| R3 |
4.186 |
4.125 |
3.969 |
|
| R2 |
4.053 |
4.053 |
3.956 |
|
| R1 |
3.992 |
3.992 |
3.944 |
4.023 |
| PP |
3.920 |
3.920 |
3.920 |
3.935 |
| S1 |
3.859 |
3.859 |
3.920 |
3.890 |
| S2 |
3.787 |
3.787 |
3.908 |
|
| S3 |
3.654 |
3.726 |
3.895 |
|
| S4 |
3.521 |
3.593 |
3.859 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.704 |
4.539 |
3.998 |
|
| R3 |
4.444 |
4.279 |
3.927 |
|
| R2 |
4.184 |
4.184 |
3.903 |
|
| R1 |
4.019 |
4.019 |
3.879 |
3.972 |
| PP |
3.924 |
3.924 |
3.924 |
3.900 |
| S1 |
3.759 |
3.759 |
3.831 |
3.712 |
| S2 |
3.664 |
3.664 |
3.807 |
|
| S3 |
3.404 |
3.499 |
3.784 |
|
| S4 |
3.144 |
3.239 |
3.712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.999 |
3.828 |
0.171 |
4.3% |
0.115 |
2.9% |
61% |
False |
False |
49,679 |
| 10 |
4.088 |
3.828 |
0.260 |
6.6% |
0.119 |
3.0% |
40% |
False |
False |
49,531 |
| 20 |
4.088 |
3.753 |
0.335 |
8.5% |
0.118 |
3.0% |
53% |
False |
False |
70,269 |
| 40 |
4.088 |
3.200 |
0.888 |
22.6% |
0.109 |
2.8% |
82% |
False |
False |
55,095 |
| 60 |
4.088 |
3.200 |
0.888 |
22.6% |
0.105 |
2.7% |
82% |
False |
False |
45,861 |
| 80 |
4.088 |
3.200 |
0.888 |
22.6% |
0.104 |
2.6% |
82% |
False |
False |
40,137 |
| 100 |
4.088 |
3.114 |
0.974 |
24.8% |
0.105 |
2.7% |
84% |
False |
False |
36,041 |
| 120 |
4.088 |
3.114 |
0.974 |
24.8% |
0.102 |
2.6% |
84% |
False |
False |
32,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.545 |
|
2.618 |
4.328 |
|
1.618 |
4.195 |
|
1.000 |
4.113 |
|
0.618 |
4.062 |
|
HIGH |
3.980 |
|
0.618 |
3.929 |
|
0.500 |
3.914 |
|
0.382 |
3.898 |
|
LOW |
3.847 |
|
0.618 |
3.765 |
|
1.000 |
3.714 |
|
1.618 |
3.632 |
|
2.618 |
3.499 |
|
4.250 |
3.282 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.926 |
3.923 |
| PP |
3.920 |
3.913 |
| S1 |
3.914 |
3.904 |
|