NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.807 |
3.798 |
-0.009 |
-0.2% |
4.045 |
| High |
3.870 |
3.840 |
-0.030 |
-0.8% |
4.049 |
| Low |
3.789 |
3.754 |
-0.035 |
-0.9% |
3.810 |
| Close |
3.794 |
3.798 |
0.004 |
0.1% |
3.838 |
| Range |
0.081 |
0.086 |
0.005 |
6.2% |
0.239 |
| ATR |
0.105 |
0.104 |
-0.001 |
-1.3% |
0.000 |
| Volume |
14,445 |
18,107 |
3,662 |
25.4% |
91,643 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.055 |
4.013 |
3.845 |
|
| R3 |
3.969 |
3.927 |
3.822 |
|
| R2 |
3.883 |
3.883 |
3.814 |
|
| R1 |
3.841 |
3.841 |
3.806 |
3.841 |
| PP |
3.797 |
3.797 |
3.797 |
3.798 |
| S1 |
3.755 |
3.755 |
3.790 |
3.755 |
| S2 |
3.711 |
3.711 |
3.782 |
|
| S3 |
3.625 |
3.669 |
3.774 |
|
| S4 |
3.539 |
3.583 |
3.751 |
|
|
| 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 |
3.754 |
0.201 |
5.3% |
0.107 |
2.8% |
22% |
False |
True |
17,483 |
| 10 |
4.049 |
3.754 |
0.295 |
7.8% |
0.111 |
2.9% |
15% |
False |
True |
18,018 |
| 20 |
4.049 |
3.754 |
0.295 |
7.8% |
0.105 |
2.8% |
15% |
False |
True |
19,554 |
| 40 |
4.049 |
3.224 |
0.825 |
21.7% |
0.099 |
2.6% |
70% |
False |
False |
17,955 |
| 60 |
4.049 |
3.210 |
0.839 |
22.1% |
0.093 |
2.4% |
70% |
False |
False |
14,489 |
| 80 |
4.049 |
3.210 |
0.839 |
22.1% |
0.091 |
2.4% |
70% |
False |
False |
12,418 |
| 100 |
4.049 |
3.129 |
0.920 |
24.2% |
0.092 |
2.4% |
73% |
False |
False |
10,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.206 |
|
2.618 |
4.065 |
|
1.618 |
3.979 |
|
1.000 |
3.926 |
|
0.618 |
3.893 |
|
HIGH |
3.840 |
|
0.618 |
3.807 |
|
0.500 |
3.797 |
|
0.382 |
3.787 |
|
LOW |
3.754 |
|
0.618 |
3.701 |
|
1.000 |
3.668 |
|
1.618 |
3.615 |
|
2.618 |
3.529 |
|
4.250 |
3.389 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.798 |
3.833 |
| PP |
3.797 |
3.821 |
| S1 |
3.797 |
3.810 |
|