NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.442 |
3.424 |
-0.018 |
-0.5% |
3.617 |
| High |
3.480 |
3.442 |
-0.038 |
-1.1% |
3.648 |
| Low |
3.360 |
3.355 |
-0.005 |
-0.1% |
3.355 |
| Close |
3.434 |
3.400 |
-0.034 |
-1.0% |
3.400 |
| Range |
0.120 |
0.087 |
-0.033 |
-27.5% |
0.293 |
| ATR |
0.129 |
0.126 |
-0.003 |
-2.3% |
0.000 |
| Volume |
114,696 |
63,557 |
-51,139 |
-44.6% |
592,358 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.660 |
3.617 |
3.448 |
|
| R3 |
3.573 |
3.530 |
3.424 |
|
| R2 |
3.486 |
3.486 |
3.416 |
|
| R1 |
3.443 |
3.443 |
3.408 |
3.421 |
| PP |
3.399 |
3.399 |
3.399 |
3.388 |
| S1 |
3.356 |
3.356 |
3.392 |
3.334 |
| S2 |
3.312 |
3.312 |
3.384 |
|
| S3 |
3.225 |
3.269 |
3.376 |
|
| S4 |
3.138 |
3.182 |
3.352 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.347 |
4.166 |
3.561 |
|
| R3 |
4.054 |
3.873 |
3.481 |
|
| R2 |
3.761 |
3.761 |
3.454 |
|
| R1 |
3.580 |
3.580 |
3.427 |
3.524 |
| PP |
3.468 |
3.468 |
3.468 |
3.440 |
| S1 |
3.287 |
3.287 |
3.373 |
3.231 |
| S2 |
3.175 |
3.175 |
3.346 |
|
| S3 |
2.882 |
2.994 |
3.319 |
|
| S4 |
2.589 |
2.701 |
3.239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.648 |
3.355 |
0.293 |
8.6% |
0.137 |
4.0% |
15% |
False |
True |
118,471 |
| 10 |
3.648 |
3.355 |
0.293 |
8.6% |
0.133 |
3.9% |
15% |
False |
True |
141,779 |
| 20 |
3.648 |
3.325 |
0.323 |
9.5% |
0.131 |
3.8% |
23% |
False |
False |
167,660 |
| 40 |
3.648 |
2.802 |
0.846 |
24.9% |
0.123 |
3.6% |
71% |
False |
False |
131,955 |
| 60 |
3.648 |
2.790 |
0.858 |
25.2% |
0.119 |
3.5% |
71% |
False |
False |
108,249 |
| 80 |
3.648 |
2.790 |
0.858 |
25.2% |
0.121 |
3.6% |
71% |
False |
False |
89,405 |
| 100 |
3.648 |
2.650 |
0.998 |
29.4% |
0.119 |
3.5% |
75% |
False |
False |
76,454 |
| 120 |
3.648 |
2.650 |
0.998 |
29.4% |
0.116 |
3.4% |
75% |
False |
False |
66,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.812 |
|
2.618 |
3.670 |
|
1.618 |
3.583 |
|
1.000 |
3.529 |
|
0.618 |
3.496 |
|
HIGH |
3.442 |
|
0.618 |
3.409 |
|
0.500 |
3.399 |
|
0.382 |
3.388 |
|
LOW |
3.355 |
|
0.618 |
3.301 |
|
1.000 |
3.268 |
|
1.618 |
3.214 |
|
2.618 |
3.127 |
|
4.250 |
2.985 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.400 |
3.458 |
| PP |
3.399 |
3.439 |
| S1 |
3.399 |
3.419 |
|