NYMEX Natural Gas Future April 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 |
3.794 |
3.778 |
-0.016 |
-0.4% |
3.963 |
High |
3.840 |
3.822 |
-0.018 |
-0.5% |
3.982 |
Low |
3.765 |
3.729 |
-0.036 |
-1.0% |
3.773 |
Close |
3.771 |
3.775 |
0.004 |
0.1% |
3.806 |
Range |
0.075 |
0.093 |
0.018 |
24.0% |
0.209 |
ATR |
0.097 |
0.096 |
0.000 |
-0.3% |
0.000 |
Volume |
16,233 |
19,282 |
3,049 |
18.8% |
108,705 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.054 |
4.008 |
3.826 |
|
R3 |
3.961 |
3.915 |
3.801 |
|
R2 |
3.868 |
3.868 |
3.792 |
|
R1 |
3.822 |
3.822 |
3.784 |
3.799 |
PP |
3.775 |
3.775 |
3.775 |
3.764 |
S1 |
3.729 |
3.729 |
3.766 |
3.706 |
S2 |
3.682 |
3.682 |
3.758 |
|
S3 |
3.589 |
3.636 |
3.749 |
|
S4 |
3.496 |
3.543 |
3.724 |
|
|
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 |
3.729 |
0.190 |
5.0% |
0.102 |
2.7% |
24% |
False |
True |
19,241 |
10 |
3.984 |
3.729 |
0.255 |
6.8% |
0.102 |
2.7% |
18% |
False |
True |
20,816 |
20 |
3.984 |
3.729 |
0.255 |
6.8% |
0.094 |
2.5% |
18% |
False |
True |
23,520 |
40 |
3.984 |
3.224 |
0.760 |
20.1% |
0.092 |
2.4% |
73% |
False |
False |
22,613 |
60 |
3.984 |
3.205 |
0.779 |
20.6% |
0.089 |
2.4% |
73% |
False |
False |
18,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.217 |
2.618 |
4.065 |
1.618 |
3.972 |
1.000 |
3.915 |
0.618 |
3.879 |
HIGH |
3.822 |
0.618 |
3.786 |
0.500 |
3.776 |
0.382 |
3.765 |
LOW |
3.729 |
0.618 |
3.672 |
1.000 |
3.636 |
1.618 |
3.579 |
2.618 |
3.486 |
4.250 |
3.334 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
3.776 |
3.802 |
PP |
3.775 |
3.793 |
S1 |
3.775 |
3.784 |
|