NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.523 |
3.442 |
-0.081 |
-2.3% |
3.593 |
| High |
3.561 |
3.480 |
-0.081 |
-2.3% |
3.647 |
| Low |
3.429 |
3.360 |
-0.069 |
-2.0% |
3.398 |
| Close |
3.450 |
3.434 |
-0.016 |
-0.5% |
3.617 |
| Range |
0.132 |
0.120 |
-0.012 |
-9.1% |
0.249 |
| ATR |
0.130 |
0.129 |
-0.001 |
-0.5% |
0.000 |
| Volume |
114,245 |
114,696 |
451 |
0.4% |
825,439 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.785 |
3.729 |
3.500 |
|
| R3 |
3.665 |
3.609 |
3.467 |
|
| R2 |
3.545 |
3.545 |
3.456 |
|
| R1 |
3.489 |
3.489 |
3.445 |
3.457 |
| PP |
3.425 |
3.425 |
3.425 |
3.409 |
| S1 |
3.369 |
3.369 |
3.423 |
3.337 |
| S2 |
3.305 |
3.305 |
3.412 |
|
| S3 |
3.185 |
3.249 |
3.401 |
|
| S4 |
3.065 |
3.129 |
3.368 |
|
|
| 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 |
3.360 |
0.288 |
8.4% |
0.137 |
4.0% |
26% |
False |
True |
130,315 |
| 10 |
3.648 |
3.360 |
0.288 |
8.4% |
0.132 |
3.8% |
26% |
False |
True |
149,091 |
| 20 |
3.648 |
3.248 |
0.400 |
11.6% |
0.130 |
3.8% |
47% |
False |
False |
172,973 |
| 40 |
3.648 |
2.802 |
0.846 |
24.6% |
0.123 |
3.6% |
75% |
False |
False |
131,672 |
| 60 |
3.648 |
2.790 |
0.858 |
25.0% |
0.122 |
3.6% |
75% |
False |
False |
107,971 |
| 80 |
3.648 |
2.790 |
0.858 |
25.0% |
0.121 |
3.5% |
75% |
False |
False |
88,901 |
| 100 |
3.648 |
2.650 |
0.998 |
29.1% |
0.119 |
3.5% |
79% |
False |
False |
75,921 |
| 120 |
3.648 |
2.650 |
0.998 |
29.1% |
0.116 |
3.4% |
79% |
False |
False |
66,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.990 |
|
2.618 |
3.794 |
|
1.618 |
3.674 |
|
1.000 |
3.600 |
|
0.618 |
3.554 |
|
HIGH |
3.480 |
|
0.618 |
3.434 |
|
0.500 |
3.420 |
|
0.382 |
3.406 |
|
LOW |
3.360 |
|
0.618 |
3.286 |
|
1.000 |
3.240 |
|
1.618 |
3.166 |
|
2.618 |
3.046 |
|
4.250 |
2.850 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.429 |
3.461 |
| PP |
3.425 |
3.452 |
| S1 |
3.420 |
3.443 |
|