NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.831 |
3.796 |
-0.035 |
-0.9% |
4.070 |
| High |
3.907 |
3.869 |
-0.038 |
-1.0% |
4.088 |
| Low |
3.814 |
3.774 |
-0.040 |
-1.0% |
3.828 |
| Close |
3.820 |
3.818 |
-0.002 |
-0.1% |
3.855 |
| Range |
0.093 |
0.095 |
0.002 |
2.2% |
0.260 |
| ATR |
0.117 |
0.115 |
-0.002 |
-1.3% |
0.000 |
| Volume |
32,011 |
47,760 |
15,749 |
49.2% |
250,538 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.105 |
4.057 |
3.870 |
|
| R3 |
4.010 |
3.962 |
3.844 |
|
| R2 |
3.915 |
3.915 |
3.835 |
|
| R1 |
3.867 |
3.867 |
3.827 |
3.891 |
| PP |
3.820 |
3.820 |
3.820 |
3.833 |
| S1 |
3.772 |
3.772 |
3.809 |
3.796 |
| S2 |
3.725 |
3.725 |
3.801 |
|
| S3 |
3.630 |
3.677 |
3.792 |
|
| S4 |
3.535 |
3.582 |
3.766 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.704 |
4.539 |
3.998 |
|
| R3 |
4.444 |
4.279 |
3.927 |
|
| R2 |
4.184 |
4.184 |
3.903 |
|
| R1 |
4.019 |
4.019 |
3.879 |
3.972 |
| PP |
3.924 |
3.924 |
3.924 |
3.900 |
| S1 |
3.759 |
3.759 |
3.831 |
3.712 |
| S2 |
3.664 |
3.664 |
3.807 |
|
| S3 |
3.404 |
3.499 |
3.784 |
|
| S4 |
3.144 |
3.239 |
3.712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.980 |
3.774 |
0.206 |
5.4% |
0.118 |
3.1% |
21% |
False |
True |
46,924 |
| 10 |
4.088 |
3.774 |
0.314 |
8.2% |
0.122 |
3.2% |
14% |
False |
True |
47,435 |
| 20 |
4.088 |
3.774 |
0.314 |
8.2% |
0.116 |
3.0% |
14% |
False |
True |
64,992 |
| 40 |
4.088 |
3.200 |
0.888 |
23.3% |
0.111 |
2.9% |
70% |
False |
False |
56,200 |
| 60 |
4.088 |
3.200 |
0.888 |
23.3% |
0.106 |
2.8% |
70% |
False |
False |
46,875 |
| 80 |
4.088 |
3.200 |
0.888 |
23.3% |
0.105 |
2.7% |
70% |
False |
False |
40,911 |
| 100 |
4.088 |
3.114 |
0.974 |
25.5% |
0.106 |
2.8% |
72% |
False |
False |
36,741 |
| 120 |
4.088 |
3.114 |
0.974 |
25.5% |
0.103 |
2.7% |
72% |
False |
False |
33,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.273 |
|
2.618 |
4.118 |
|
1.618 |
4.023 |
|
1.000 |
3.964 |
|
0.618 |
3.928 |
|
HIGH |
3.869 |
|
0.618 |
3.833 |
|
0.500 |
3.822 |
|
0.382 |
3.810 |
|
LOW |
3.774 |
|
0.618 |
3.715 |
|
1.000 |
3.679 |
|
1.618 |
3.620 |
|
2.618 |
3.525 |
|
4.250 |
3.370 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.822 |
3.860 |
| PP |
3.820 |
3.846 |
| S1 |
3.819 |
3.832 |
|