NYMEX Natural Gas Future March 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 |
3.841 |
3.912 |
0.071 |
1.8% |
4.045 |
High |
3.955 |
3.912 |
-0.043 |
-1.1% |
4.049 |
Low |
3.834 |
3.766 |
-0.068 |
-1.8% |
3.810 |
Close |
3.905 |
3.800 |
-0.105 |
-2.7% |
3.838 |
Range |
0.121 |
0.146 |
0.025 |
20.7% |
0.239 |
ATR |
0.104 |
0.107 |
0.003 |
2.9% |
0.000 |
Volume |
13,548 |
20,046 |
6,498 |
48.0% |
91,643 |
|
Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.264 |
4.178 |
3.880 |
|
R3 |
4.118 |
4.032 |
3.840 |
|
R2 |
3.972 |
3.972 |
3.827 |
|
R1 |
3.886 |
3.886 |
3.813 |
3.856 |
PP |
3.826 |
3.826 |
3.826 |
3.811 |
S1 |
3.740 |
3.740 |
3.787 |
3.710 |
S2 |
3.680 |
3.680 |
3.773 |
|
S3 |
3.534 |
3.594 |
3.760 |
|
S4 |
3.388 |
3.448 |
3.720 |
|
|
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 |
3.766 |
0.203 |
5.3% |
0.120 |
3.2% |
17% |
False |
True |
17,103 |
10 |
4.049 |
3.766 |
0.283 |
7.4% |
0.116 |
3.0% |
12% |
False |
True |
17,660 |
20 |
4.049 |
3.729 |
0.320 |
8.4% |
0.107 |
2.8% |
22% |
False |
False |
20,073 |
40 |
4.049 |
3.224 |
0.825 |
21.7% |
0.099 |
2.6% |
70% |
False |
False |
17,473 |
60 |
4.049 |
3.210 |
0.839 |
22.1% |
0.092 |
2.4% |
70% |
False |
False |
14,130 |
80 |
4.049 |
3.210 |
0.839 |
22.1% |
0.092 |
2.4% |
70% |
False |
False |
12,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.533 |
2.618 |
4.294 |
1.618 |
4.148 |
1.000 |
4.058 |
0.618 |
4.002 |
HIGH |
3.912 |
0.618 |
3.856 |
0.500 |
3.839 |
0.382 |
3.822 |
LOW |
3.766 |
0.618 |
3.676 |
1.000 |
3.620 |
1.618 |
3.530 |
2.618 |
3.384 |
4.250 |
3.146 |
|
|
Fisher Pivots for day following 30-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.839 |
3.861 |
PP |
3.826 |
3.840 |
S1 |
3.813 |
3.820 |
|