NYMEX Natural Gas Future January 2013
| 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 |
3.796 |
3.795 |
-0.001 |
0.0% |
3.860 |
| High |
3.869 |
3.807 |
-0.062 |
-1.6% |
3.980 |
| Low |
3.774 |
3.659 |
-0.115 |
-3.0% |
3.659 |
| Close |
3.818 |
3.680 |
-0.138 |
-3.6% |
3.680 |
| Range |
0.095 |
0.148 |
0.053 |
55.8% |
0.321 |
| ATR |
0.115 |
0.118 |
0.003 |
2.7% |
0.000 |
| Volume |
47,760 |
54,575 |
6,815 |
14.3% |
225,841 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.159 |
4.068 |
3.761 |
|
| R3 |
4.011 |
3.920 |
3.721 |
|
| R2 |
3.863 |
3.863 |
3.707 |
|
| R1 |
3.772 |
3.772 |
3.694 |
3.744 |
| PP |
3.715 |
3.715 |
3.715 |
3.701 |
| S1 |
3.624 |
3.624 |
3.666 |
3.596 |
| S2 |
3.567 |
3.567 |
3.653 |
|
| S3 |
3.419 |
3.476 |
3.639 |
|
| S4 |
3.271 |
3.328 |
3.599 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.736 |
4.529 |
3.857 |
|
| R3 |
4.415 |
4.208 |
3.768 |
|
| R2 |
4.094 |
4.094 |
3.739 |
|
| R1 |
3.887 |
3.887 |
3.709 |
3.830 |
| PP |
3.773 |
3.773 |
3.773 |
3.745 |
| S1 |
3.566 |
3.566 |
3.651 |
3.509 |
| S2 |
3.452 |
3.452 |
3.621 |
|
| S3 |
3.131 |
3.245 |
3.592 |
|
| S4 |
2.810 |
2.924 |
3.503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.980 |
3.659 |
0.321 |
8.7% |
0.127 |
3.5% |
7% |
False |
True |
45,168 |
| 10 |
4.088 |
3.659 |
0.429 |
11.7% |
0.128 |
3.5% |
5% |
False |
True |
47,637 |
| 20 |
4.088 |
3.659 |
0.429 |
11.7% |
0.119 |
3.2% |
5% |
False |
True |
64,834 |
| 40 |
4.088 |
3.200 |
0.888 |
24.1% |
0.113 |
3.1% |
54% |
False |
False |
56,622 |
| 60 |
4.088 |
3.200 |
0.888 |
24.1% |
0.105 |
2.9% |
54% |
False |
False |
47,204 |
| 80 |
4.088 |
3.200 |
0.888 |
24.1% |
0.105 |
2.8% |
54% |
False |
False |
41,373 |
| 100 |
4.088 |
3.114 |
0.974 |
26.5% |
0.107 |
2.9% |
58% |
False |
False |
37,107 |
| 120 |
4.088 |
3.114 |
0.974 |
26.5% |
0.103 |
2.8% |
58% |
False |
False |
33,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.436 |
|
2.618 |
4.194 |
|
1.618 |
4.046 |
|
1.000 |
3.955 |
|
0.618 |
3.898 |
|
HIGH |
3.807 |
|
0.618 |
3.750 |
|
0.500 |
3.733 |
|
0.382 |
3.716 |
|
LOW |
3.659 |
|
0.618 |
3.568 |
|
1.000 |
3.511 |
|
1.618 |
3.420 |
|
2.618 |
3.272 |
|
4.250 |
3.030 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.733 |
3.783 |
| PP |
3.715 |
3.749 |
| S1 |
3.698 |
3.714 |
|