NYMEX Natural Gas Future April 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 |
3.871 |
3.794 |
-0.077 |
-2.0% |
3.963 |
High |
3.875 |
3.840 |
-0.035 |
-0.9% |
3.982 |
Low |
3.741 |
3.765 |
0.024 |
0.6% |
3.773 |
Close |
3.778 |
3.771 |
-0.007 |
-0.2% |
3.806 |
Range |
0.134 |
0.075 |
-0.059 |
-44.0% |
0.209 |
ATR |
0.098 |
0.097 |
-0.002 |
-1.7% |
0.000 |
Volume |
21,352 |
16,233 |
-5,119 |
-24.0% |
108,705 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.017 |
3.969 |
3.812 |
|
R3 |
3.942 |
3.894 |
3.792 |
|
R2 |
3.867 |
3.867 |
3.785 |
|
R1 |
3.819 |
3.819 |
3.778 |
3.806 |
PP |
3.792 |
3.792 |
3.792 |
3.785 |
S1 |
3.744 |
3.744 |
3.764 |
3.731 |
S2 |
3.717 |
3.717 |
3.757 |
|
S3 |
3.642 |
3.669 |
3.750 |
|
S4 |
3.567 |
3.594 |
3.730 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.481 |
4.352 |
3.921 |
|
R3 |
4.272 |
4.143 |
3.863 |
|
R2 |
4.063 |
4.063 |
3.844 |
|
R1 |
3.934 |
3.934 |
3.825 |
3.894 |
PP |
3.854 |
3.854 |
3.854 |
3.834 |
S1 |
3.725 |
3.725 |
3.787 |
3.685 |
S2 |
3.645 |
3.645 |
3.768 |
|
S3 |
3.436 |
3.516 |
3.749 |
|
S4 |
3.227 |
3.307 |
3.691 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.919 |
3.741 |
0.178 |
4.7% |
0.107 |
2.8% |
17% |
False |
False |
19,096 |
10 |
3.984 |
3.741 |
0.243 |
6.4% |
0.103 |
2.7% |
12% |
False |
False |
21,249 |
20 |
3.984 |
3.717 |
0.267 |
7.1% |
0.094 |
2.5% |
20% |
False |
False |
23,851 |
40 |
3.984 |
3.224 |
0.760 |
20.2% |
0.092 |
2.4% |
72% |
False |
False |
22,393 |
60 |
3.984 |
3.205 |
0.779 |
20.7% |
0.089 |
2.4% |
73% |
False |
False |
17,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.159 |
2.618 |
4.036 |
1.618 |
3.961 |
1.000 |
3.915 |
0.618 |
3.886 |
HIGH |
3.840 |
0.618 |
3.811 |
0.500 |
3.803 |
0.382 |
3.794 |
LOW |
3.765 |
0.618 |
3.719 |
1.000 |
3.690 |
1.618 |
3.644 |
2.618 |
3.569 |
4.250 |
3.446 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.803 |
3.830 |
PP |
3.792 |
3.810 |
S1 |
3.782 |
3.791 |
|