NYMEX Natural Gas Future February 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 |
3.838 |
3.831 |
-0.007 |
-0.2% |
4.065 |
| High |
3.909 |
3.874 |
-0.035 |
-0.9% |
4.090 |
| Low |
3.823 |
3.783 |
-0.040 |
-1.0% |
3.840 |
| Close |
3.827 |
3.825 |
-0.002 |
-0.1% |
3.867 |
| Range |
0.086 |
0.091 |
0.005 |
5.8% |
0.250 |
| ATR |
0.109 |
0.108 |
-0.001 |
-1.2% |
0.000 |
| Volume |
14,312 |
19,484 |
5,172 |
36.1% |
86,889 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.100 |
4.054 |
3.875 |
|
| R3 |
4.009 |
3.963 |
3.850 |
|
| R2 |
3.918 |
3.918 |
3.842 |
|
| R1 |
3.872 |
3.872 |
3.833 |
3.850 |
| PP |
3.827 |
3.827 |
3.827 |
3.816 |
| S1 |
3.781 |
3.781 |
3.817 |
3.759 |
| S2 |
3.736 |
3.736 |
3.808 |
|
| S3 |
3.645 |
3.690 |
3.800 |
|
| S4 |
3.554 |
3.599 |
3.775 |
|
|
| 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 |
3.783 |
0.207 |
5.4% |
0.111 |
2.9% |
20% |
False |
True |
19,500 |
| 10 |
4.090 |
3.783 |
0.307 |
8.0% |
0.116 |
3.0% |
14% |
False |
True |
17,883 |
| 20 |
4.090 |
3.783 |
0.307 |
8.0% |
0.110 |
2.9% |
14% |
False |
True |
17,459 |
| 40 |
4.090 |
3.241 |
0.849 |
22.2% |
0.102 |
2.7% |
69% |
False |
False |
15,404 |
| 60 |
4.090 |
3.222 |
0.868 |
22.7% |
0.096 |
2.5% |
69% |
False |
False |
12,135 |
| 80 |
4.090 |
3.222 |
0.868 |
22.7% |
0.094 |
2.5% |
69% |
False |
False |
10,211 |
| 100 |
4.090 |
3.150 |
0.940 |
24.6% |
0.095 |
2.5% |
72% |
False |
False |
8,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.261 |
|
2.618 |
4.112 |
|
1.618 |
4.021 |
|
1.000 |
3.965 |
|
0.618 |
3.930 |
|
HIGH |
3.874 |
|
0.618 |
3.839 |
|
0.500 |
3.829 |
|
0.382 |
3.818 |
|
LOW |
3.783 |
|
0.618 |
3.727 |
|
1.000 |
3.692 |
|
1.618 |
3.636 |
|
2.618 |
3.545 |
|
4.250 |
3.396 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.829 |
3.864 |
| PP |
3.827 |
3.851 |
| S1 |
3.826 |
3.838 |
|