NYMEX Natural Gas Future March 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 |
3.912 |
3.807 |
-0.105 |
-2.7% |
4.045 |
High |
3.912 |
3.870 |
-0.042 |
-1.1% |
4.049 |
Low |
3.766 |
3.789 |
0.023 |
0.6% |
3.810 |
Close |
3.800 |
3.794 |
-0.006 |
-0.2% |
3.838 |
Range |
0.146 |
0.081 |
-0.065 |
-44.5% |
0.239 |
ATR |
0.107 |
0.105 |
-0.002 |
-1.7% |
0.000 |
Volume |
20,046 |
14,445 |
-5,601 |
-27.9% |
91,643 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.061 |
4.008 |
3.839 |
|
R3 |
3.980 |
3.927 |
3.816 |
|
R2 |
3.899 |
3.899 |
3.809 |
|
R1 |
3.846 |
3.846 |
3.801 |
3.832 |
PP |
3.818 |
3.818 |
3.818 |
3.811 |
S1 |
3.765 |
3.765 |
3.787 |
3.751 |
S2 |
3.737 |
3.737 |
3.779 |
|
S3 |
3.656 |
3.684 |
3.772 |
|
S4 |
3.575 |
3.603 |
3.749 |
|
|
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 |
3.955 |
3.766 |
0.189 |
5.0% |
0.113 |
3.0% |
15% |
False |
False |
16,876 |
10 |
4.049 |
3.766 |
0.283 |
7.5% |
0.116 |
3.1% |
10% |
False |
False |
17,873 |
20 |
4.049 |
3.751 |
0.298 |
7.9% |
0.105 |
2.8% |
14% |
False |
False |
19,582 |
40 |
4.049 |
3.224 |
0.825 |
21.7% |
0.100 |
2.6% |
69% |
False |
False |
17,638 |
60 |
4.049 |
3.210 |
0.839 |
22.1% |
0.092 |
2.4% |
70% |
False |
False |
14,305 |
80 |
4.049 |
3.210 |
0.839 |
22.1% |
0.091 |
2.4% |
70% |
False |
False |
12,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.214 |
2.618 |
4.082 |
1.618 |
4.001 |
1.000 |
3.951 |
0.618 |
3.920 |
HIGH |
3.870 |
0.618 |
3.839 |
0.500 |
3.830 |
0.382 |
3.820 |
LOW |
3.789 |
0.618 |
3.739 |
1.000 |
3.708 |
1.618 |
3.658 |
2.618 |
3.577 |
4.250 |
3.445 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.830 |
3.861 |
PP |
3.818 |
3.838 |
S1 |
3.806 |
3.816 |
|