NYMEX Natural Gas Future May 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 |
3.904 |
3.851 |
-0.053 |
-1.4% |
3.995 |
| High |
3.906 |
3.864 |
-0.042 |
-1.1% |
3.995 |
| Low |
3.794 |
3.799 |
0.005 |
0.1% |
3.800 |
| Close |
3.809 |
3.801 |
-0.008 |
-0.2% |
3.834 |
| Range |
0.112 |
0.065 |
-0.047 |
-42.0% |
0.195 |
| ATR |
0.087 |
0.086 |
-0.002 |
-1.8% |
0.000 |
| Volume |
4,365 |
5,401 |
1,036 |
23.7% |
23,759 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.016 |
3.974 |
3.837 |
|
| R3 |
3.951 |
3.909 |
3.819 |
|
| R2 |
3.886 |
3.886 |
3.813 |
|
| R1 |
3.844 |
3.844 |
3.807 |
3.833 |
| PP |
3.821 |
3.821 |
3.821 |
3.816 |
| S1 |
3.779 |
3.779 |
3.795 |
3.768 |
| S2 |
3.756 |
3.756 |
3.789 |
|
| S3 |
3.691 |
3.714 |
3.783 |
|
| S4 |
3.626 |
3.649 |
3.765 |
|
|
| 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% |
0.090 |
2.4% |
5% |
False |
False |
4,704 |
| 10 |
4.000 |
3.794 |
0.206 |
5.4% |
0.088 |
2.3% |
3% |
False |
False |
4,908 |
| 20 |
4.000 |
3.759 |
0.241 |
6.3% |
0.081 |
2.1% |
17% |
False |
False |
5,901 |
| 40 |
4.000 |
3.275 |
0.725 |
19.1% |
0.078 |
2.1% |
73% |
False |
False |
5,076 |
| 60 |
4.000 |
3.250 |
0.750 |
19.7% |
0.075 |
2.0% |
73% |
False |
False |
3,921 |
| 80 |
4.000 |
3.250 |
0.750 |
19.7% |
0.074 |
1.9% |
73% |
False |
False |
3,204 |
| 100 |
4.000 |
3.170 |
0.830 |
21.8% |
0.073 |
1.9% |
76% |
False |
False |
2,794 |
| 120 |
4.000 |
3.170 |
0.830 |
21.8% |
0.071 |
1.9% |
76% |
False |
False |
2,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.140 |
|
2.618 |
4.034 |
|
1.618 |
3.969 |
|
1.000 |
3.929 |
|
0.618 |
3.904 |
|
HIGH |
3.864 |
|
0.618 |
3.839 |
|
0.500 |
3.832 |
|
0.382 |
3.824 |
|
LOW |
3.799 |
|
0.618 |
3.759 |
|
1.000 |
3.734 |
|
1.618 |
3.694 |
|
2.618 |
3.629 |
|
4.250 |
3.523 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.832 |
3.869 |
| PP |
3.821 |
3.846 |
| S1 |
3.811 |
3.824 |
|