NYMEX Natural Gas Future July 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 |
3.972 |
3.922 |
-0.050 |
-1.3% |
4.052 |
| High |
3.972 |
3.938 |
-0.034 |
-0.9% |
4.066 |
| Low |
3.855 |
3.876 |
0.021 |
0.5% |
3.877 |
| Close |
3.888 |
3.880 |
-0.008 |
-0.2% |
3.911 |
| Range |
0.117 |
0.062 |
-0.055 |
-47.0% |
0.189 |
| ATR |
0.086 |
0.084 |
-0.002 |
-2.0% |
0.000 |
| Volume |
2,396 |
1,274 |
-1,122 |
-46.8% |
6,766 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.084 |
4.044 |
3.914 |
|
| R3 |
4.022 |
3.982 |
3.897 |
|
| R2 |
3.960 |
3.960 |
3.891 |
|
| R1 |
3.920 |
3.920 |
3.886 |
3.909 |
| PP |
3.898 |
3.898 |
3.898 |
3.893 |
| S1 |
3.858 |
3.858 |
3.874 |
3.847 |
| S2 |
3.836 |
3.836 |
3.869 |
|
| S3 |
3.774 |
3.796 |
3.863 |
|
| S4 |
3.712 |
3.734 |
3.846 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.518 |
4.404 |
4.015 |
|
| R3 |
4.329 |
4.215 |
3.963 |
|
| R2 |
4.140 |
4.140 |
3.946 |
|
| R1 |
4.026 |
4.026 |
3.928 |
3.989 |
| PP |
3.951 |
3.951 |
3.951 |
3.933 |
| S1 |
3.837 |
3.837 |
3.894 |
3.800 |
| S2 |
3.762 |
3.762 |
3.876 |
|
| S3 |
3.573 |
3.648 |
3.859 |
|
| S4 |
3.384 |
3.459 |
3.807 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.202 |
|
2.618 |
4.100 |
|
1.618 |
4.038 |
|
1.000 |
4.000 |
|
0.618 |
3.976 |
|
HIGH |
3.938 |
|
0.618 |
3.914 |
|
0.500 |
3.907 |
|
0.382 |
3.900 |
|
LOW |
3.876 |
|
0.618 |
3.838 |
|
1.000 |
3.814 |
|
1.618 |
3.776 |
|
2.618 |
3.714 |
|
4.250 |
3.613 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.907 |
3.937 |
| PP |
3.898 |
3.918 |
| S1 |
3.889 |
3.899 |
|