NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.811 |
3.871 |
0.060 |
1.6% |
3.963 |
| High |
3.919 |
3.875 |
-0.044 |
-1.1% |
3.982 |
| Low |
3.805 |
3.741 |
-0.064 |
-1.7% |
3.773 |
| Close |
3.873 |
3.778 |
-0.095 |
-2.5% |
3.806 |
| Range |
0.114 |
0.134 |
0.020 |
17.5% |
0.209 |
| ATR |
0.096 |
0.098 |
0.003 |
2.9% |
0.000 |
| Volume |
15,359 |
21,352 |
5,993 |
39.0% |
108,705 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.200 |
4.123 |
3.852 |
|
| R3 |
4.066 |
3.989 |
3.815 |
|
| R2 |
3.932 |
3.932 |
3.803 |
|
| R1 |
3.855 |
3.855 |
3.790 |
3.827 |
| PP |
3.798 |
3.798 |
3.798 |
3.784 |
| S1 |
3.721 |
3.721 |
3.766 |
3.693 |
| S2 |
3.664 |
3.664 |
3.753 |
|
| S3 |
3.530 |
3.587 |
3.741 |
|
| S4 |
3.396 |
3.453 |
3.704 |
|
|
| 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 |
3.741 |
0.180 |
4.8% |
0.114 |
3.0% |
21% |
False |
True |
19,287 |
| 10 |
3.984 |
3.741 |
0.243 |
6.4% |
0.103 |
2.7% |
15% |
False |
True |
21,501 |
| 20 |
3.984 |
3.700 |
0.284 |
7.5% |
0.097 |
2.6% |
27% |
False |
False |
24,930 |
| 40 |
3.984 |
3.224 |
0.760 |
20.1% |
0.091 |
2.4% |
73% |
False |
False |
22,199 |
| 60 |
3.984 |
3.205 |
0.779 |
20.6% |
0.090 |
2.4% |
74% |
False |
False |
17,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.445 |
|
2.618 |
4.226 |
|
1.618 |
4.092 |
|
1.000 |
4.009 |
|
0.618 |
3.958 |
|
HIGH |
3.875 |
|
0.618 |
3.824 |
|
0.500 |
3.808 |
|
0.382 |
3.792 |
|
LOW |
3.741 |
|
0.618 |
3.658 |
|
1.000 |
3.607 |
|
1.618 |
3.524 |
|
2.618 |
3.390 |
|
4.250 |
3.172 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.808 |
3.830 |
| PP |
3.798 |
3.813 |
| S1 |
3.788 |
3.795 |
|