NYMEX Natural Gas Future February 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 |
3.831 |
3.804 |
-0.027 |
-0.7% |
3.875 |
| High |
3.874 |
3.814 |
-0.060 |
-1.5% |
3.990 |
| Low |
3.783 |
3.668 |
-0.115 |
-3.0% |
3.668 |
| Close |
3.825 |
3.687 |
-0.138 |
-3.6% |
3.687 |
| Range |
0.091 |
0.146 |
0.055 |
60.4% |
0.322 |
| ATR |
0.108 |
0.112 |
0.003 |
3.2% |
0.000 |
| Volume |
19,484 |
17,640 |
-1,844 |
-9.5% |
91,801 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.161 |
4.070 |
3.767 |
|
| R3 |
4.015 |
3.924 |
3.727 |
|
| R2 |
3.869 |
3.869 |
3.714 |
|
| R1 |
3.778 |
3.778 |
3.700 |
3.751 |
| PP |
3.723 |
3.723 |
3.723 |
3.709 |
| S1 |
3.632 |
3.632 |
3.674 |
3.605 |
| S2 |
3.577 |
3.577 |
3.660 |
|
| S3 |
3.431 |
3.486 |
3.647 |
|
| S4 |
3.285 |
3.340 |
3.607 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.748 |
4.539 |
3.864 |
|
| R3 |
4.426 |
4.217 |
3.776 |
|
| R2 |
4.104 |
4.104 |
3.746 |
|
| R1 |
3.895 |
3.895 |
3.717 |
3.839 |
| PP |
3.782 |
3.782 |
3.782 |
3.753 |
| S1 |
3.573 |
3.573 |
3.657 |
3.517 |
| S2 |
3.460 |
3.460 |
3.628 |
|
| S3 |
3.138 |
3.251 |
3.598 |
|
| S4 |
2.816 |
2.929 |
3.510 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.990 |
3.668 |
0.322 |
8.7% |
0.120 |
3.3% |
6% |
False |
True |
18,360 |
| 10 |
4.090 |
3.668 |
0.422 |
11.4% |
0.122 |
3.3% |
5% |
False |
True |
17,869 |
| 20 |
4.090 |
3.668 |
0.422 |
11.4% |
0.113 |
3.1% |
5% |
False |
True |
17,568 |
| 40 |
4.090 |
3.241 |
0.849 |
23.0% |
0.104 |
2.8% |
53% |
False |
False |
15,628 |
| 60 |
4.090 |
3.222 |
0.868 |
23.5% |
0.096 |
2.6% |
54% |
False |
False |
12,329 |
| 80 |
4.090 |
3.222 |
0.868 |
23.5% |
0.094 |
2.6% |
54% |
False |
False |
10,396 |
| 100 |
4.090 |
3.150 |
0.940 |
25.5% |
0.096 |
2.6% |
57% |
False |
False |
9,020 |
| 120 |
4.090 |
3.150 |
0.940 |
25.5% |
0.092 |
2.5% |
57% |
False |
False |
7,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.435 |
|
2.618 |
4.196 |
|
1.618 |
4.050 |
|
1.000 |
3.960 |
|
0.618 |
3.904 |
|
HIGH |
3.814 |
|
0.618 |
3.758 |
|
0.500 |
3.741 |
|
0.382 |
3.724 |
|
LOW |
3.668 |
|
0.618 |
3.578 |
|
1.000 |
3.522 |
|
1.618 |
3.432 |
|
2.618 |
3.286 |
|
4.250 |
3.048 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.741 |
3.789 |
| PP |
3.723 |
3.755 |
| S1 |
3.705 |
3.721 |
|