NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
3.851 |
3.836 |
-0.015 |
-0.4% |
3.995 |
| High |
3.864 |
3.836 |
-0.028 |
-0.7% |
3.995 |
| Low |
3.799 |
3.766 |
-0.033 |
-0.9% |
3.800 |
| Close |
3.801 |
3.806 |
0.005 |
0.1% |
3.834 |
| Range |
0.065 |
0.070 |
0.005 |
7.7% |
0.195 |
| ATR |
0.086 |
0.085 |
-0.001 |
-1.3% |
0.000 |
| Volume |
5,401 |
4,154 |
-1,247 |
-23.1% |
23,759 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.013 |
3.979 |
3.845 |
|
| R3 |
3.943 |
3.909 |
3.825 |
|
| R2 |
3.873 |
3.873 |
3.819 |
|
| R1 |
3.839 |
3.839 |
3.812 |
3.821 |
| PP |
3.803 |
3.803 |
3.803 |
3.794 |
| S1 |
3.769 |
3.769 |
3.800 |
3.751 |
| S2 |
3.733 |
3.733 |
3.793 |
|
| S3 |
3.663 |
3.699 |
3.787 |
|
| S4 |
3.593 |
3.629 |
3.768 |
|
|
| 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 |
3.766 |
0.178 |
4.7% |
0.082 |
2.2% |
22% |
False |
True |
4,641 |
| 10 |
4.000 |
3.766 |
0.234 |
6.1% |
0.086 |
2.3% |
17% |
False |
True |
4,716 |
| 20 |
4.000 |
3.764 |
0.236 |
6.2% |
0.082 |
2.1% |
18% |
False |
False |
5,862 |
| 40 |
4.000 |
3.275 |
0.725 |
19.0% |
0.079 |
2.1% |
73% |
False |
False |
5,123 |
| 60 |
4.000 |
3.250 |
0.750 |
19.7% |
0.075 |
2.0% |
74% |
False |
False |
3,973 |
| 80 |
4.000 |
3.250 |
0.750 |
19.7% |
0.074 |
1.9% |
74% |
False |
False |
3,243 |
| 100 |
4.000 |
3.170 |
0.830 |
21.8% |
0.074 |
1.9% |
77% |
False |
False |
2,827 |
| 120 |
4.000 |
3.170 |
0.830 |
21.8% |
0.071 |
1.9% |
77% |
False |
False |
2,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.134 |
|
2.618 |
4.019 |
|
1.618 |
3.949 |
|
1.000 |
3.906 |
|
0.618 |
3.879 |
|
HIGH |
3.836 |
|
0.618 |
3.809 |
|
0.500 |
3.801 |
|
0.382 |
3.793 |
|
LOW |
3.766 |
|
0.618 |
3.723 |
|
1.000 |
3.696 |
|
1.618 |
3.653 |
|
2.618 |
3.583 |
|
4.250 |
3.469 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.804 |
3.836 |
| PP |
3.803 |
3.826 |
| S1 |
3.801 |
3.816 |
|