NYMEX Natural Gas Future March 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 |
3.798 |
3.777 |
-0.021 |
-0.6% |
3.841 |
| High |
3.840 |
3.778 |
-0.062 |
-1.6% |
3.955 |
| Low |
3.754 |
3.641 |
-0.113 |
-3.0% |
3.641 |
| Close |
3.798 |
3.663 |
-0.135 |
-3.6% |
3.663 |
| Range |
0.086 |
0.137 |
0.051 |
59.3% |
0.314 |
| ATR |
0.104 |
0.108 |
0.004 |
3.6% |
0.000 |
| Volume |
18,107 |
21,757 |
3,650 |
20.2% |
87,903 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.105 |
4.021 |
3.738 |
|
| R3 |
3.968 |
3.884 |
3.701 |
|
| R2 |
3.831 |
3.831 |
3.688 |
|
| R1 |
3.747 |
3.747 |
3.676 |
3.721 |
| PP |
3.694 |
3.694 |
3.694 |
3.681 |
| S1 |
3.610 |
3.610 |
3.650 |
3.584 |
| S2 |
3.557 |
3.557 |
3.638 |
|
| S3 |
3.420 |
3.473 |
3.625 |
|
| S4 |
3.283 |
3.336 |
3.588 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.695 |
4.493 |
3.836 |
|
| R3 |
4.381 |
4.179 |
3.749 |
|
| R2 |
4.067 |
4.067 |
3.721 |
|
| R1 |
3.865 |
3.865 |
3.692 |
3.809 |
| PP |
3.753 |
3.753 |
3.753 |
3.725 |
| S1 |
3.551 |
3.551 |
3.634 |
3.495 |
| S2 |
3.439 |
3.439 |
3.605 |
|
| S3 |
3.125 |
3.237 |
3.577 |
|
| S4 |
2.811 |
2.923 |
3.490 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.955 |
3.641 |
0.314 |
8.6% |
0.114 |
3.1% |
7% |
False |
True |
17,580 |
| 10 |
4.049 |
3.641 |
0.408 |
11.1% |
0.118 |
3.2% |
5% |
False |
True |
17,954 |
| 20 |
4.049 |
3.641 |
0.408 |
11.1% |
0.108 |
2.9% |
5% |
False |
True |
19,739 |
| 40 |
4.049 |
3.224 |
0.825 |
22.5% |
0.101 |
2.8% |
53% |
False |
False |
18,253 |
| 60 |
4.049 |
3.210 |
0.839 |
22.9% |
0.093 |
2.5% |
54% |
False |
False |
14,667 |
| 80 |
4.049 |
3.210 |
0.839 |
22.9% |
0.091 |
2.5% |
54% |
False |
False |
12,629 |
| 100 |
4.049 |
3.129 |
0.920 |
25.1% |
0.093 |
2.5% |
58% |
False |
False |
11,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.360 |
|
2.618 |
4.137 |
|
1.618 |
4.000 |
|
1.000 |
3.915 |
|
0.618 |
3.863 |
|
HIGH |
3.778 |
|
0.618 |
3.726 |
|
0.500 |
3.710 |
|
0.382 |
3.693 |
|
LOW |
3.641 |
|
0.618 |
3.556 |
|
1.000 |
3.504 |
|
1.618 |
3.419 |
|
2.618 |
3.282 |
|
4.250 |
3.059 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.710 |
3.756 |
| PP |
3.694 |
3.725 |
| S1 |
3.679 |
3.694 |
|