NYMEX Natural Gas Future May 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 |
3.872 |
3.863 |
-0.009 |
-0.2% |
3.995 |
| High |
3.872 |
3.944 |
0.072 |
1.9% |
3.995 |
| Low |
3.807 |
3.844 |
0.037 |
1.0% |
3.800 |
| Close |
3.834 |
3.897 |
0.063 |
1.6% |
3.834 |
| Range |
0.065 |
0.100 |
0.035 |
53.8% |
0.195 |
| ATR |
0.084 |
0.085 |
0.002 |
2.3% |
0.000 |
| Volume |
5,206 |
4,082 |
-1,124 |
-21.6% |
23,759 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
4.146 |
3.952 |
|
| R3 |
4.095 |
4.046 |
3.925 |
|
| R2 |
3.995 |
3.995 |
3.915 |
|
| R1 |
3.946 |
3.946 |
3.906 |
3.971 |
| PP |
3.895 |
3.895 |
3.895 |
3.907 |
| S1 |
3.846 |
3.846 |
3.888 |
3.871 |
| S2 |
3.795 |
3.795 |
3.879 |
|
| S3 |
3.695 |
3.746 |
3.870 |
|
| S4 |
3.595 |
3.646 |
3.842 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.461 |
4.343 |
3.941 |
|
| R3 |
4.266 |
4.148 |
3.888 |
|
| R2 |
4.071 |
4.071 |
3.870 |
|
| R1 |
3.953 |
3.953 |
3.852 |
3.915 |
| PP |
3.876 |
3.876 |
3.876 |
3.857 |
| S1 |
3.758 |
3.758 |
3.816 |
3.720 |
| S2 |
3.681 |
3.681 |
3.798 |
|
| S3 |
3.486 |
3.563 |
3.780 |
|
| S4 |
3.291 |
3.368 |
3.727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.944 |
3.800 |
0.144 |
3.7% |
0.086 |
2.2% |
67% |
True |
False |
4,690 |
| 10 |
4.000 |
3.800 |
0.200 |
5.1% |
0.081 |
2.1% |
49% |
False |
False |
4,834 |
| 20 |
4.000 |
3.730 |
0.270 |
6.9% |
0.083 |
2.1% |
62% |
False |
False |
6,095 |
| 40 |
4.000 |
3.275 |
0.725 |
18.6% |
0.077 |
2.0% |
86% |
False |
False |
4,908 |
| 60 |
4.000 |
3.250 |
0.750 |
19.2% |
0.075 |
1.9% |
86% |
False |
False |
3,790 |
| 80 |
4.000 |
3.250 |
0.750 |
19.2% |
0.073 |
1.9% |
86% |
False |
False |
3,122 |
| 100 |
4.000 |
3.170 |
0.830 |
21.3% |
0.073 |
1.9% |
88% |
False |
False |
2,710 |
| 120 |
4.000 |
3.170 |
0.830 |
21.3% |
0.071 |
1.8% |
88% |
False |
False |
2,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.369 |
|
2.618 |
4.206 |
|
1.618 |
4.106 |
|
1.000 |
4.044 |
|
0.618 |
4.006 |
|
HIGH |
3.944 |
|
0.618 |
3.906 |
|
0.500 |
3.894 |
|
0.382 |
3.882 |
|
LOW |
3.844 |
|
0.618 |
3.782 |
|
1.000 |
3.744 |
|
1.618 |
3.682 |
|
2.618 |
3.582 |
|
4.250 |
3.419 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.896 |
3.889 |
| PP |
3.895 |
3.880 |
| S1 |
3.894 |
3.872 |
|