NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.924 |
3.875 |
-0.049 |
-1.2% |
4.065 |
| High |
3.940 |
3.990 |
0.050 |
1.3% |
4.090 |
| Low |
3.840 |
3.863 |
0.023 |
0.6% |
3.840 |
| Close |
3.867 |
3.935 |
0.068 |
1.8% |
3.867 |
| Range |
0.100 |
0.127 |
0.027 |
27.0% |
0.250 |
| ATR |
0.107 |
0.108 |
0.001 |
1.4% |
0.000 |
| Volume |
23,340 |
14,178 |
-9,162 |
-39.3% |
86,889 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.310 |
4.250 |
4.005 |
|
| R3 |
4.183 |
4.123 |
3.970 |
|
| R2 |
4.056 |
4.056 |
3.958 |
|
| R1 |
3.996 |
3.996 |
3.947 |
4.026 |
| PP |
3.929 |
3.929 |
3.929 |
3.945 |
| S1 |
3.869 |
3.869 |
3.923 |
3.899 |
| S2 |
3.802 |
3.802 |
3.912 |
|
| S3 |
3.675 |
3.742 |
3.900 |
|
| S4 |
3.548 |
3.615 |
3.865 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.682 |
4.525 |
4.005 |
|
| R3 |
4.432 |
4.275 |
3.936 |
|
| R2 |
4.182 |
4.182 |
3.913 |
|
| R1 |
4.025 |
4.025 |
3.890 |
3.979 |
| PP |
3.932 |
3.932 |
3.932 |
3.909 |
| S1 |
3.775 |
3.775 |
3.844 |
3.729 |
| S2 |
3.682 |
3.682 |
3.821 |
|
| S3 |
3.432 |
3.525 |
3.798 |
|
| S4 |
3.182 |
3.275 |
3.730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.006 |
3.840 |
0.166 |
4.2% |
0.109 |
2.8% |
57% |
False |
False |
16,917 |
| 10 |
4.090 |
3.840 |
0.250 |
6.4% |
0.114 |
2.9% |
38% |
False |
False |
15,753 |
| 20 |
4.090 |
3.765 |
0.325 |
8.3% |
0.111 |
2.8% |
52% |
False |
False |
17,970 |
| 40 |
4.090 |
3.241 |
0.849 |
21.6% |
0.101 |
2.6% |
82% |
False |
False |
14,214 |
| 60 |
4.090 |
3.222 |
0.868 |
22.1% |
0.095 |
2.4% |
82% |
False |
False |
11,337 |
| 80 |
4.090 |
3.222 |
0.868 |
22.1% |
0.093 |
2.4% |
82% |
False |
False |
9,627 |
| 100 |
4.090 |
3.150 |
0.940 |
23.9% |
0.094 |
2.4% |
84% |
False |
False |
8,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.530 |
|
2.618 |
4.322 |
|
1.618 |
4.195 |
|
1.000 |
4.117 |
|
0.618 |
4.068 |
|
HIGH |
3.990 |
|
0.618 |
3.941 |
|
0.500 |
3.927 |
|
0.382 |
3.912 |
|
LOW |
3.863 |
|
0.618 |
3.785 |
|
1.000 |
3.736 |
|
1.618 |
3.658 |
|
2.618 |
3.531 |
|
4.250 |
3.323 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.932 |
3.928 |
| PP |
3.929 |
3.922 |
| S1 |
3.927 |
3.915 |
|