NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.444 |
3.523 |
0.079 |
2.3% |
3.593 |
| High |
3.559 |
3.561 |
0.002 |
0.1% |
3.647 |
| Low |
3.437 |
3.429 |
-0.008 |
-0.2% |
3.398 |
| Close |
3.535 |
3.450 |
-0.085 |
-2.4% |
3.617 |
| Range |
0.122 |
0.132 |
0.010 |
8.2% |
0.249 |
| ATR |
0.130 |
0.130 |
0.000 |
0.1% |
0.000 |
| Volume |
126,475 |
114,245 |
-12,230 |
-9.7% |
825,439 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.876 |
3.795 |
3.523 |
|
| R3 |
3.744 |
3.663 |
3.486 |
|
| R2 |
3.612 |
3.612 |
3.474 |
|
| R1 |
3.531 |
3.531 |
3.462 |
3.506 |
| PP |
3.480 |
3.480 |
3.480 |
3.467 |
| S1 |
3.399 |
3.399 |
3.438 |
3.374 |
| S2 |
3.348 |
3.348 |
3.426 |
|
| S3 |
3.216 |
3.267 |
3.414 |
|
| S4 |
3.084 |
3.135 |
3.377 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.301 |
4.208 |
3.754 |
|
| R3 |
4.052 |
3.959 |
3.685 |
|
| R2 |
3.803 |
3.803 |
3.663 |
|
| R1 |
3.710 |
3.710 |
3.640 |
3.757 |
| PP |
3.554 |
3.554 |
3.554 |
3.577 |
| S1 |
3.461 |
3.461 |
3.594 |
3.508 |
| S2 |
3.305 |
3.305 |
3.571 |
|
| S3 |
3.056 |
3.212 |
3.549 |
|
| S4 |
2.807 |
2.963 |
3.480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.648 |
3.401 |
0.247 |
7.2% |
0.151 |
4.4% |
20% |
False |
False |
148,481 |
| 10 |
3.648 |
3.398 |
0.250 |
7.2% |
0.136 |
3.9% |
21% |
False |
False |
166,943 |
| 20 |
3.648 |
3.188 |
0.460 |
13.3% |
0.131 |
3.8% |
57% |
False |
False |
178,357 |
| 40 |
3.648 |
2.790 |
0.858 |
24.9% |
0.123 |
3.6% |
77% |
False |
False |
129,835 |
| 60 |
3.648 |
2.790 |
0.858 |
24.9% |
0.122 |
3.5% |
77% |
False |
False |
106,968 |
| 80 |
3.648 |
2.790 |
0.858 |
24.9% |
0.121 |
3.5% |
77% |
False |
False |
87,712 |
| 100 |
3.648 |
2.650 |
0.998 |
28.9% |
0.119 |
3.4% |
80% |
False |
False |
74,879 |
| 120 |
3.648 |
2.650 |
0.998 |
28.9% |
0.116 |
3.4% |
80% |
False |
False |
65,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.122 |
|
2.618 |
3.907 |
|
1.618 |
3.775 |
|
1.000 |
3.693 |
|
0.618 |
3.643 |
|
HIGH |
3.561 |
|
0.618 |
3.511 |
|
0.500 |
3.495 |
|
0.382 |
3.479 |
|
LOW |
3.429 |
|
0.618 |
3.347 |
|
1.000 |
3.297 |
|
1.618 |
3.215 |
|
2.618 |
3.083 |
|
4.250 |
2.868 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.495 |
3.537 |
| PP |
3.480 |
3.508 |
| S1 |
3.465 |
3.479 |
|