NYMEX Natural Gas Future May 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 |
3.863 |
3.904 |
0.041 |
1.1% |
3.995 |
| High |
3.944 |
3.906 |
-0.038 |
-1.0% |
3.995 |
| Low |
3.844 |
3.794 |
-0.050 |
-1.3% |
3.800 |
| Close |
3.897 |
3.809 |
-0.088 |
-2.3% |
3.834 |
| Range |
0.100 |
0.112 |
0.012 |
12.0% |
0.195 |
| ATR |
0.085 |
0.087 |
0.002 |
2.2% |
0.000 |
| Volume |
4,082 |
4,365 |
283 |
6.9% |
23,759 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.172 |
4.103 |
3.871 |
|
| R3 |
4.060 |
3.991 |
3.840 |
|
| R2 |
3.948 |
3.948 |
3.830 |
|
| R1 |
3.879 |
3.879 |
3.819 |
3.858 |
| PP |
3.836 |
3.836 |
3.836 |
3.826 |
| S1 |
3.767 |
3.767 |
3.799 |
3.746 |
| S2 |
3.724 |
3.724 |
3.788 |
|
| S3 |
3.612 |
3.655 |
3.778 |
|
| S4 |
3.500 |
3.543 |
3.747 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.461 |
4.343 |
3.941 |
|
| R3 |
4.266 |
4.148 |
3.888 |
|
| R2 |
4.071 |
4.071 |
3.870 |
|
| R1 |
3.953 |
3.953 |
3.852 |
3.915 |
| PP |
3.876 |
3.876 |
3.876 |
3.857 |
| S1 |
3.758 |
3.758 |
3.816 |
3.720 |
| S2 |
3.681 |
3.681 |
3.798 |
|
| S3 |
3.486 |
3.563 |
3.780 |
|
| S4 |
3.291 |
3.368 |
3.727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.944 |
3.794 |
0.150 |
3.9% |
0.098 |
2.6% |
10% |
False |
True |
4,175 |
| 10 |
4.000 |
3.794 |
0.206 |
5.4% |
0.087 |
2.3% |
7% |
False |
True |
4,679 |
| 20 |
4.000 |
3.730 |
0.270 |
7.1% |
0.083 |
2.2% |
29% |
False |
False |
5,907 |
| 40 |
4.000 |
3.275 |
0.725 |
19.0% |
0.078 |
2.0% |
74% |
False |
False |
4,990 |
| 60 |
4.000 |
3.250 |
0.750 |
19.7% |
0.075 |
2.0% |
75% |
False |
False |
3,844 |
| 80 |
4.000 |
3.250 |
0.750 |
19.7% |
0.074 |
1.9% |
75% |
False |
False |
3,149 |
| 100 |
4.000 |
3.170 |
0.830 |
21.8% |
0.073 |
1.9% |
77% |
False |
False |
2,747 |
| 120 |
4.000 |
3.170 |
0.830 |
21.8% |
0.071 |
1.9% |
77% |
False |
False |
2,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.382 |
|
2.618 |
4.199 |
|
1.618 |
4.087 |
|
1.000 |
4.018 |
|
0.618 |
3.975 |
|
HIGH |
3.906 |
|
0.618 |
3.863 |
|
0.500 |
3.850 |
|
0.382 |
3.837 |
|
LOW |
3.794 |
|
0.618 |
3.725 |
|
1.000 |
3.682 |
|
1.618 |
3.613 |
|
2.618 |
3.501 |
|
4.250 |
3.318 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.850 |
3.869 |
| PP |
3.836 |
3.849 |
| S1 |
3.823 |
3.829 |
|