NYMEX Natural Gas Future June 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 |
3.933 |
3.880 |
-0.053 |
-1.3% |
4.025 |
| High |
3.933 |
3.896 |
-0.037 |
-0.9% |
4.030 |
| Low |
3.839 |
3.833 |
-0.006 |
-0.2% |
3.837 |
| Close |
3.847 |
3.840 |
-0.007 |
-0.2% |
3.871 |
| Range |
0.094 |
0.063 |
-0.031 |
-33.0% |
0.193 |
| ATR |
0.084 |
0.083 |
-0.002 |
-1.8% |
0.000 |
| Volume |
2,609 |
1,780 |
-829 |
-31.8% |
9,915 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.045 |
4.006 |
3.875 |
|
| R3 |
3.982 |
3.943 |
3.857 |
|
| R2 |
3.919 |
3.919 |
3.852 |
|
| R1 |
3.880 |
3.880 |
3.846 |
3.868 |
| PP |
3.856 |
3.856 |
3.856 |
3.851 |
| S1 |
3.817 |
3.817 |
3.834 |
3.805 |
| S2 |
3.793 |
3.793 |
3.828 |
|
| S3 |
3.730 |
3.754 |
3.823 |
|
| S4 |
3.667 |
3.691 |
3.805 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.492 |
4.374 |
3.977 |
|
| R3 |
4.299 |
4.181 |
3.924 |
|
| R2 |
4.106 |
4.106 |
3.906 |
|
| R1 |
3.988 |
3.988 |
3.889 |
3.951 |
| PP |
3.913 |
3.913 |
3.913 |
3.894 |
| S1 |
3.795 |
3.795 |
3.853 |
3.758 |
| S2 |
3.720 |
3.720 |
3.836 |
|
| S3 |
3.527 |
3.602 |
3.818 |
|
| S4 |
3.334 |
3.409 |
3.765 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.164 |
|
2.618 |
4.061 |
|
1.618 |
3.998 |
|
1.000 |
3.959 |
|
0.618 |
3.935 |
|
HIGH |
3.896 |
|
0.618 |
3.872 |
|
0.500 |
3.865 |
|
0.382 |
3.857 |
|
LOW |
3.833 |
|
0.618 |
3.794 |
|
1.000 |
3.770 |
|
1.618 |
3.731 |
|
2.618 |
3.668 |
|
4.250 |
3.565 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.865 |
3.895 |
| PP |
3.856 |
3.876 |
| S1 |
3.848 |
3.858 |
|