NYMEX Natural Gas Future April 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 |
3.864 |
3.811 |
-0.053 |
-1.4% |
3.963 |
| High |
3.875 |
3.919 |
0.044 |
1.1% |
3.982 |
| Low |
3.779 |
3.805 |
0.026 |
0.7% |
3.773 |
| Close |
3.806 |
3.873 |
0.067 |
1.8% |
3.806 |
| Range |
0.096 |
0.114 |
0.018 |
18.8% |
0.209 |
| ATR |
0.094 |
0.096 |
0.001 |
1.5% |
0.000 |
| Volume |
23,980 |
15,359 |
-8,621 |
-36.0% |
108,705 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.208 |
4.154 |
3.936 |
|
| R3 |
4.094 |
4.040 |
3.904 |
|
| R2 |
3.980 |
3.980 |
3.894 |
|
| R1 |
3.926 |
3.926 |
3.883 |
3.953 |
| PP |
3.866 |
3.866 |
3.866 |
3.879 |
| S1 |
3.812 |
3.812 |
3.863 |
3.839 |
| S2 |
3.752 |
3.752 |
3.852 |
|
| S3 |
3.638 |
3.698 |
3.842 |
|
| S4 |
3.524 |
3.584 |
3.810 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.481 |
4.352 |
3.921 |
|
| R3 |
4.272 |
4.143 |
3.863 |
|
| R2 |
4.063 |
4.063 |
3.844 |
|
| R1 |
3.934 |
3.934 |
3.825 |
3.894 |
| PP |
3.854 |
3.854 |
3.854 |
3.834 |
| S1 |
3.725 |
3.725 |
3.787 |
3.685 |
| S2 |
3.645 |
3.645 |
3.768 |
|
| S3 |
3.436 |
3.516 |
3.749 |
|
| S4 |
3.227 |
3.307 |
3.691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.921 |
3.773 |
0.148 |
3.8% |
0.102 |
2.6% |
68% |
False |
False |
20,157 |
| 10 |
3.984 |
3.773 |
0.211 |
5.4% |
0.096 |
2.5% |
47% |
False |
False |
21,731 |
| 20 |
3.984 |
3.700 |
0.284 |
7.3% |
0.096 |
2.5% |
61% |
False |
False |
26,438 |
| 40 |
3.984 |
3.224 |
0.760 |
19.6% |
0.090 |
2.3% |
85% |
False |
False |
21,808 |
| 60 |
3.984 |
3.205 |
0.779 |
20.1% |
0.089 |
2.3% |
86% |
False |
False |
17,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.404 |
|
2.618 |
4.217 |
|
1.618 |
4.103 |
|
1.000 |
4.033 |
|
0.618 |
3.989 |
|
HIGH |
3.919 |
|
0.618 |
3.875 |
|
0.500 |
3.862 |
|
0.382 |
3.849 |
|
LOW |
3.805 |
|
0.618 |
3.735 |
|
1.000 |
3.691 |
|
1.618 |
3.621 |
|
2.618 |
3.507 |
|
4.250 |
3.321 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.869 |
3.864 |
| PP |
3.866 |
3.855 |
| S1 |
3.862 |
3.846 |
|