NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.937 |
3.838 |
-0.099 |
-2.5% |
4.065 |
| High |
3.944 |
3.909 |
-0.035 |
-0.9% |
4.090 |
| Low |
3.793 |
3.823 |
0.030 |
0.8% |
3.840 |
| Close |
3.830 |
3.827 |
-0.003 |
-0.1% |
3.867 |
| Range |
0.151 |
0.086 |
-0.065 |
-43.0% |
0.250 |
| ATR |
0.111 |
0.109 |
-0.002 |
-1.6% |
0.000 |
| Volume |
26,187 |
14,312 |
-11,875 |
-45.3% |
86,889 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.111 |
4.055 |
3.874 |
|
| R3 |
4.025 |
3.969 |
3.851 |
|
| R2 |
3.939 |
3.939 |
3.843 |
|
| R1 |
3.883 |
3.883 |
3.835 |
3.868 |
| PP |
3.853 |
3.853 |
3.853 |
3.846 |
| S1 |
3.797 |
3.797 |
3.819 |
3.782 |
| S2 |
3.767 |
3.767 |
3.811 |
|
| S3 |
3.681 |
3.711 |
3.803 |
|
| S4 |
3.595 |
3.625 |
3.780 |
|
|
| 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 |
3.990 |
3.793 |
0.197 |
5.1% |
0.116 |
3.0% |
17% |
False |
False |
18,426 |
| 10 |
4.090 |
3.793 |
0.297 |
7.8% |
0.122 |
3.2% |
11% |
False |
False |
17,334 |
| 20 |
4.090 |
3.793 |
0.297 |
7.8% |
0.109 |
2.9% |
11% |
False |
False |
17,504 |
| 40 |
4.090 |
3.241 |
0.849 |
22.2% |
0.103 |
2.7% |
69% |
False |
False |
15,021 |
| 60 |
4.090 |
3.222 |
0.868 |
22.7% |
0.096 |
2.5% |
70% |
False |
False |
11,880 |
| 80 |
4.090 |
3.222 |
0.868 |
22.7% |
0.094 |
2.5% |
70% |
False |
False |
10,029 |
| 100 |
4.090 |
3.150 |
0.940 |
24.6% |
0.095 |
2.5% |
72% |
False |
False |
8,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.275 |
|
2.618 |
4.134 |
|
1.618 |
4.048 |
|
1.000 |
3.995 |
|
0.618 |
3.962 |
|
HIGH |
3.909 |
|
0.618 |
3.876 |
|
0.500 |
3.866 |
|
0.382 |
3.856 |
|
LOW |
3.823 |
|
0.618 |
3.770 |
|
1.000 |
3.737 |
|
1.618 |
3.684 |
|
2.618 |
3.598 |
|
4.250 |
3.458 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.866 |
3.892 |
| PP |
3.853 |
3.870 |
| S1 |
3.840 |
3.849 |
|