NYMEX Natural Gas Future January 2013
| 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 |
3.860 |
3.928 |
0.068 |
1.8% |
4.070 |
| High |
3.980 |
3.945 |
-0.035 |
-0.9% |
4.088 |
| Low |
3.847 |
3.779 |
-0.068 |
-1.8% |
3.828 |
| Close |
3.932 |
3.824 |
-0.108 |
-2.7% |
3.855 |
| Range |
0.133 |
0.166 |
0.033 |
24.8% |
0.260 |
| ATR |
0.115 |
0.119 |
0.004 |
3.2% |
0.000 |
| Volume |
44,258 |
47,237 |
2,979 |
6.7% |
250,538 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.347 |
4.252 |
3.915 |
|
| R3 |
4.181 |
4.086 |
3.870 |
|
| R2 |
4.015 |
4.015 |
3.854 |
|
| R1 |
3.920 |
3.920 |
3.839 |
3.885 |
| PP |
3.849 |
3.849 |
3.849 |
3.832 |
| S1 |
3.754 |
3.754 |
3.809 |
3.719 |
| S2 |
3.683 |
3.683 |
3.794 |
|
| S3 |
3.517 |
3.588 |
3.778 |
|
| S4 |
3.351 |
3.422 |
3.733 |
|
|
| 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 |
3.998 |
3.779 |
0.219 |
5.7% |
0.128 |
3.3% |
21% |
False |
True |
48,095 |
| 10 |
4.088 |
3.779 |
0.309 |
8.1% |
0.128 |
3.3% |
15% |
False |
True |
48,933 |
| 20 |
4.088 |
3.753 |
0.335 |
8.8% |
0.119 |
3.1% |
21% |
False |
False |
68,091 |
| 40 |
4.088 |
3.200 |
0.888 |
23.2% |
0.111 |
2.9% |
70% |
False |
False |
55,763 |
| 60 |
4.088 |
3.200 |
0.888 |
23.2% |
0.106 |
2.8% |
70% |
False |
False |
46,351 |
| 80 |
4.088 |
3.200 |
0.888 |
23.2% |
0.105 |
2.8% |
70% |
False |
False |
40,353 |
| 100 |
4.088 |
3.114 |
0.974 |
25.5% |
0.105 |
2.8% |
73% |
False |
False |
36,277 |
| 120 |
4.088 |
3.114 |
0.974 |
25.5% |
0.103 |
2.7% |
73% |
False |
False |
33,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.651 |
|
2.618 |
4.380 |
|
1.618 |
4.214 |
|
1.000 |
4.111 |
|
0.618 |
4.048 |
|
HIGH |
3.945 |
|
0.618 |
3.882 |
|
0.500 |
3.862 |
|
0.382 |
3.842 |
|
LOW |
3.779 |
|
0.618 |
3.676 |
|
1.000 |
3.613 |
|
1.618 |
3.510 |
|
2.618 |
3.344 |
|
4.250 |
3.074 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.862 |
3.880 |
| PP |
3.849 |
3.861 |
| S1 |
3.837 |
3.843 |
|