NYMEX Natural Gas Future May 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 |
3.836 |
3.768 |
-0.068 |
-1.8% |
3.863 |
| High |
3.836 |
3.771 |
-0.065 |
-1.7% |
3.944 |
| Low |
3.766 |
3.658 |
-0.108 |
-2.9% |
3.658 |
| Close |
3.806 |
3.681 |
-0.125 |
-3.3% |
3.681 |
| Range |
0.070 |
0.113 |
0.043 |
61.4% |
0.286 |
| ATR |
0.085 |
0.089 |
0.005 |
5.4% |
0.000 |
| Volume |
4,154 |
4,796 |
642 |
15.5% |
22,798 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.042 |
3.975 |
3.743 |
|
| R3 |
3.929 |
3.862 |
3.712 |
|
| R2 |
3.816 |
3.816 |
3.702 |
|
| R1 |
3.749 |
3.749 |
3.691 |
3.726 |
| PP |
3.703 |
3.703 |
3.703 |
3.692 |
| S1 |
3.636 |
3.636 |
3.671 |
3.613 |
| S2 |
3.590 |
3.590 |
3.660 |
|
| S3 |
3.477 |
3.523 |
3.650 |
|
| S4 |
3.364 |
3.410 |
3.619 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.619 |
4.436 |
3.838 |
|
| R3 |
4.333 |
4.150 |
3.760 |
|
| R2 |
4.047 |
4.047 |
3.733 |
|
| R1 |
3.864 |
3.864 |
3.707 |
3.813 |
| PP |
3.761 |
3.761 |
3.761 |
3.735 |
| S1 |
3.578 |
3.578 |
3.655 |
3.527 |
| S2 |
3.475 |
3.475 |
3.629 |
|
| S3 |
3.189 |
3.292 |
3.602 |
|
| S4 |
2.903 |
3.006 |
3.524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.944 |
3.658 |
0.286 |
7.8% |
0.092 |
2.5% |
8% |
False |
True |
4,559 |
| 10 |
3.995 |
3.658 |
0.337 |
9.2% |
0.093 |
2.5% |
7% |
False |
True |
4,655 |
| 20 |
4.000 |
3.658 |
0.342 |
9.3% |
0.084 |
2.3% |
7% |
False |
True |
5,694 |
| 40 |
4.000 |
3.277 |
0.723 |
19.6% |
0.081 |
2.2% |
56% |
False |
False |
5,180 |
| 60 |
4.000 |
3.250 |
0.750 |
20.4% |
0.074 |
2.0% |
57% |
False |
False |
4,025 |
| 80 |
4.000 |
3.250 |
0.750 |
20.4% |
0.074 |
2.0% |
57% |
False |
False |
3,294 |
| 100 |
4.000 |
3.170 |
0.830 |
22.5% |
0.074 |
2.0% |
62% |
False |
False |
2,861 |
| 120 |
4.000 |
3.170 |
0.830 |
22.5% |
0.071 |
1.9% |
62% |
False |
False |
2,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.251 |
|
2.618 |
4.067 |
|
1.618 |
3.954 |
|
1.000 |
3.884 |
|
0.618 |
3.841 |
|
HIGH |
3.771 |
|
0.618 |
3.728 |
|
0.500 |
3.715 |
|
0.382 |
3.701 |
|
LOW |
3.658 |
|
0.618 |
3.588 |
|
1.000 |
3.545 |
|
1.618 |
3.475 |
|
2.618 |
3.362 |
|
4.250 |
3.178 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.715 |
3.761 |
| PP |
3.703 |
3.734 |
| S1 |
3.692 |
3.708 |
|