NYMEX Natural Gas Future January 2013
| 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 |
3.928 |
3.831 |
-0.097 |
-2.5% |
4.070 |
| High |
3.945 |
3.907 |
-0.038 |
-1.0% |
4.088 |
| Low |
3.779 |
3.814 |
0.035 |
0.9% |
3.828 |
| Close |
3.824 |
3.820 |
-0.004 |
-0.1% |
3.855 |
| Range |
0.166 |
0.093 |
-0.073 |
-44.0% |
0.260 |
| ATR |
0.119 |
0.117 |
-0.002 |
-1.5% |
0.000 |
| Volume |
47,237 |
32,011 |
-15,226 |
-32.2% |
250,538 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.126 |
4.066 |
3.871 |
|
| R3 |
4.033 |
3.973 |
3.846 |
|
| R2 |
3.940 |
3.940 |
3.837 |
|
| R1 |
3.880 |
3.880 |
3.829 |
3.864 |
| PP |
3.847 |
3.847 |
3.847 |
3.839 |
| S1 |
3.787 |
3.787 |
3.811 |
3.771 |
| S2 |
3.754 |
3.754 |
3.803 |
|
| S3 |
3.661 |
3.694 |
3.794 |
|
| S4 |
3.568 |
3.601 |
3.769 |
|
|
| 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 |
3.980 |
3.779 |
0.201 |
5.3% |
0.123 |
3.2% |
20% |
False |
False |
45,299 |
| 10 |
4.088 |
3.779 |
0.309 |
8.1% |
0.129 |
3.4% |
13% |
False |
False |
47,697 |
| 20 |
4.088 |
3.759 |
0.329 |
8.6% |
0.117 |
3.1% |
19% |
False |
False |
65,673 |
| 40 |
4.088 |
3.200 |
0.888 |
23.2% |
0.111 |
2.9% |
70% |
False |
False |
55,879 |
| 60 |
4.088 |
3.200 |
0.888 |
23.2% |
0.105 |
2.7% |
70% |
False |
False |
46,554 |
| 80 |
4.088 |
3.200 |
0.888 |
23.2% |
0.105 |
2.7% |
70% |
False |
False |
40,578 |
| 100 |
4.088 |
3.114 |
0.974 |
25.5% |
0.106 |
2.8% |
72% |
False |
False |
36,418 |
| 120 |
4.088 |
3.114 |
0.974 |
25.5% |
0.103 |
2.7% |
72% |
False |
False |
33,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.302 |
|
2.618 |
4.150 |
|
1.618 |
4.057 |
|
1.000 |
4.000 |
|
0.618 |
3.964 |
|
HIGH |
3.907 |
|
0.618 |
3.871 |
|
0.500 |
3.861 |
|
0.382 |
3.850 |
|
LOW |
3.814 |
|
0.618 |
3.757 |
|
1.000 |
3.721 |
|
1.618 |
3.664 |
|
2.618 |
3.571 |
|
4.250 |
3.419 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.861 |
3.880 |
| PP |
3.847 |
3.860 |
| S1 |
3.834 |
3.840 |
|