NYMEX Natural Gas Future March 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 |
3.898 |
3.841 |
-0.057 |
-1.5% |
4.045 |
| High |
3.909 |
3.955 |
0.046 |
1.2% |
4.049 |
| Low |
3.810 |
3.834 |
0.024 |
0.6% |
3.810 |
| Close |
3.838 |
3.905 |
0.067 |
1.7% |
3.838 |
| Range |
0.099 |
0.121 |
0.022 |
22.2% |
0.239 |
| ATR |
0.103 |
0.104 |
0.001 |
1.3% |
0.000 |
| Volume |
21,272 |
13,548 |
-7,724 |
-36.3% |
91,643 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.261 |
4.204 |
3.972 |
|
| R3 |
4.140 |
4.083 |
3.938 |
|
| R2 |
4.019 |
4.019 |
3.927 |
|
| R1 |
3.962 |
3.962 |
3.916 |
3.991 |
| PP |
3.898 |
3.898 |
3.898 |
3.912 |
| S1 |
3.841 |
3.841 |
3.894 |
3.870 |
| S2 |
3.777 |
3.777 |
3.883 |
|
| S3 |
3.656 |
3.720 |
3.872 |
|
| S4 |
3.535 |
3.599 |
3.838 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.616 |
4.466 |
3.969 |
|
| R3 |
4.377 |
4.227 |
3.904 |
|
| R2 |
4.138 |
4.138 |
3.882 |
|
| R1 |
3.988 |
3.988 |
3.860 |
3.944 |
| PP |
3.899 |
3.899 |
3.899 |
3.877 |
| S1 |
3.749 |
3.749 |
3.816 |
3.705 |
| S2 |
3.660 |
3.660 |
3.794 |
|
| S3 |
3.421 |
3.510 |
3.772 |
|
| S4 |
3.182 |
3.271 |
3.707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.969 |
3.810 |
0.159 |
4.1% |
0.108 |
2.8% |
60% |
False |
False |
16,706 |
| 10 |
4.049 |
3.810 |
0.239 |
6.1% |
0.109 |
2.8% |
40% |
False |
False |
16,933 |
| 20 |
4.049 |
3.729 |
0.320 |
8.2% |
0.107 |
2.7% |
55% |
False |
False |
20,498 |
| 40 |
4.049 |
3.224 |
0.825 |
21.1% |
0.098 |
2.5% |
83% |
False |
False |
17,112 |
| 60 |
4.049 |
3.210 |
0.839 |
21.5% |
0.091 |
2.3% |
83% |
False |
False |
13,888 |
| 80 |
4.049 |
3.210 |
0.839 |
21.5% |
0.091 |
2.3% |
83% |
False |
False |
11,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.469 |
|
2.618 |
4.272 |
|
1.618 |
4.151 |
|
1.000 |
4.076 |
|
0.618 |
4.030 |
|
HIGH |
3.955 |
|
0.618 |
3.909 |
|
0.500 |
3.895 |
|
0.382 |
3.880 |
|
LOW |
3.834 |
|
0.618 |
3.759 |
|
1.000 |
3.713 |
|
1.618 |
3.638 |
|
2.618 |
3.517 |
|
4.250 |
3.320 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.902 |
3.898 |
| PP |
3.898 |
3.890 |
| S1 |
3.895 |
3.883 |
|