NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.692 |
3.675 |
-0.017 |
-0.5% |
3.725 |
| High |
3.742 |
3.693 |
-0.049 |
-1.3% |
3.851 |
| Low |
3.653 |
3.532 |
-0.121 |
-3.3% |
3.532 |
| Close |
3.699 |
3.554 |
-0.145 |
-3.9% |
3.554 |
| Range |
0.089 |
0.161 |
0.072 |
80.9% |
0.319 |
| ATR |
0.120 |
0.123 |
0.003 |
2.8% |
0.000 |
| Volume |
106,550 |
128,738 |
22,188 |
20.8% |
522,187 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.076 |
3.976 |
3.643 |
|
| R3 |
3.915 |
3.815 |
3.598 |
|
| R2 |
3.754 |
3.754 |
3.584 |
|
| R1 |
3.654 |
3.654 |
3.569 |
3.624 |
| PP |
3.593 |
3.593 |
3.593 |
3.578 |
| S1 |
3.493 |
3.493 |
3.539 |
3.463 |
| S2 |
3.432 |
3.432 |
3.524 |
|
| S3 |
3.271 |
3.332 |
3.510 |
|
| S4 |
3.110 |
3.171 |
3.465 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.603 |
4.397 |
3.729 |
|
| R3 |
4.284 |
4.078 |
3.642 |
|
| R2 |
3.965 |
3.965 |
3.612 |
|
| R1 |
3.759 |
3.759 |
3.583 |
3.703 |
| PP |
3.646 |
3.646 |
3.646 |
3.617 |
| S1 |
3.440 |
3.440 |
3.525 |
3.384 |
| S2 |
3.327 |
3.327 |
3.496 |
|
| S3 |
3.008 |
3.121 |
3.466 |
|
| S4 |
2.689 |
2.802 |
3.379 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.851 |
3.532 |
0.319 |
9.0% |
0.131 |
3.7% |
7% |
False |
True |
104,437 |
| 10 |
3.965 |
3.532 |
0.433 |
12.2% |
0.132 |
3.7% |
5% |
False |
True |
103,534 |
| 20 |
3.970 |
3.532 |
0.438 |
12.3% |
0.124 |
3.5% |
5% |
False |
True |
95,640 |
| 40 |
3.970 |
3.057 |
0.913 |
25.7% |
0.119 |
3.3% |
54% |
False |
False |
73,894 |
| 60 |
3.970 |
3.055 |
0.915 |
25.7% |
0.112 |
3.1% |
55% |
False |
False |
58,010 |
| 80 |
3.970 |
3.055 |
0.915 |
25.7% |
0.111 |
3.1% |
55% |
False |
False |
48,684 |
| 100 |
3.970 |
2.962 |
1.008 |
28.4% |
0.113 |
3.2% |
59% |
False |
False |
42,054 |
| 120 |
3.970 |
2.962 |
1.008 |
28.4% |
0.109 |
3.1% |
59% |
False |
False |
37,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.377 |
|
2.618 |
4.114 |
|
1.618 |
3.953 |
|
1.000 |
3.854 |
|
0.618 |
3.792 |
|
HIGH |
3.693 |
|
0.618 |
3.631 |
|
0.500 |
3.613 |
|
0.382 |
3.594 |
|
LOW |
3.532 |
|
0.618 |
3.433 |
|
1.000 |
3.371 |
|
1.618 |
3.272 |
|
2.618 |
3.111 |
|
4.250 |
2.848 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.613 |
3.655 |
| PP |
3.593 |
3.621 |
| S1 |
3.574 |
3.588 |
|