NYMEX Natural Gas Future February 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 |
3.875 |
3.937 |
0.062 |
1.6% |
4.065 |
| High |
3.990 |
3.944 |
-0.046 |
-1.2% |
4.090 |
| Low |
3.863 |
3.793 |
-0.070 |
-1.8% |
3.840 |
| Close |
3.935 |
3.830 |
-0.105 |
-2.7% |
3.867 |
| Range |
0.127 |
0.151 |
0.024 |
18.9% |
0.250 |
| ATR |
0.108 |
0.111 |
0.003 |
2.8% |
0.000 |
| Volume |
14,178 |
26,187 |
12,009 |
84.7% |
86,889 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.309 |
4.220 |
3.913 |
|
| R3 |
4.158 |
4.069 |
3.872 |
|
| R2 |
4.007 |
4.007 |
3.858 |
|
| R1 |
3.918 |
3.918 |
3.844 |
3.887 |
| PP |
3.856 |
3.856 |
3.856 |
3.840 |
| S1 |
3.767 |
3.767 |
3.816 |
3.736 |
| S2 |
3.705 |
3.705 |
3.802 |
|
| S3 |
3.554 |
3.616 |
3.788 |
|
| S4 |
3.403 |
3.465 |
3.747 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.682 |
4.525 |
4.005 |
|
| R3 |
4.432 |
4.275 |
3.936 |
|
| R2 |
4.182 |
4.182 |
3.913 |
|
| R1 |
4.025 |
4.025 |
3.890 |
3.979 |
| PP |
3.932 |
3.932 |
3.932 |
3.909 |
| S1 |
3.775 |
3.775 |
3.844 |
3.729 |
| S2 |
3.682 |
3.682 |
3.821 |
|
| S3 |
3.432 |
3.525 |
3.798 |
|
| S4 |
3.182 |
3.275 |
3.730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.006 |
3.793 |
0.213 |
5.6% |
0.122 |
3.2% |
17% |
False |
True |
18,650 |
| 10 |
4.090 |
3.793 |
0.297 |
7.8% |
0.122 |
3.2% |
12% |
False |
True |
17,132 |
| 20 |
4.090 |
3.765 |
0.325 |
8.5% |
0.111 |
2.9% |
20% |
False |
False |
17,795 |
| 40 |
4.090 |
3.241 |
0.849 |
22.2% |
0.102 |
2.7% |
69% |
False |
False |
14,772 |
| 60 |
4.090 |
3.222 |
0.868 |
22.7% |
0.096 |
2.5% |
70% |
False |
False |
11,700 |
| 80 |
4.090 |
3.222 |
0.868 |
22.7% |
0.094 |
2.5% |
70% |
False |
False |
9,889 |
| 100 |
4.090 |
3.150 |
0.940 |
24.5% |
0.094 |
2.5% |
72% |
False |
False |
8,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.586 |
|
2.618 |
4.339 |
|
1.618 |
4.188 |
|
1.000 |
4.095 |
|
0.618 |
4.037 |
|
HIGH |
3.944 |
|
0.618 |
3.886 |
|
0.500 |
3.869 |
|
0.382 |
3.851 |
|
LOW |
3.793 |
|
0.618 |
3.700 |
|
1.000 |
3.642 |
|
1.618 |
3.549 |
|
2.618 |
3.398 |
|
4.250 |
3.151 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.869 |
3.892 |
| PP |
3.856 |
3.871 |
| S1 |
3.843 |
3.851 |
|