NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.903 |
3.866 |
-0.037 |
-0.9% |
3.672 |
| High |
3.915 |
3.875 |
-0.040 |
-1.0% |
3.919 |
| Low |
3.834 |
3.728 |
-0.106 |
-2.8% |
3.622 |
| Close |
3.877 |
3.774 |
-0.103 |
-2.7% |
3.877 |
| Range |
0.081 |
0.147 |
0.066 |
81.5% |
0.297 |
| ATR |
0.111 |
0.114 |
0.003 |
2.4% |
0.000 |
| Volume |
76,852 |
82,801 |
5,949 |
7.7% |
385,489 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.233 |
4.151 |
3.855 |
|
| R3 |
4.086 |
4.004 |
3.814 |
|
| R2 |
3.939 |
3.939 |
3.801 |
|
| R1 |
3.857 |
3.857 |
3.787 |
3.825 |
| PP |
3.792 |
3.792 |
3.792 |
3.776 |
| S1 |
3.710 |
3.710 |
3.761 |
3.678 |
| S2 |
3.645 |
3.645 |
3.747 |
|
| S3 |
3.498 |
3.563 |
3.734 |
|
| S4 |
3.351 |
3.416 |
3.693 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.697 |
4.584 |
4.040 |
|
| R3 |
4.400 |
4.287 |
3.959 |
|
| R2 |
4.103 |
4.103 |
3.931 |
|
| R1 |
3.990 |
3.990 |
3.904 |
4.047 |
| PP |
3.806 |
3.806 |
3.806 |
3.834 |
| S1 |
3.693 |
3.693 |
3.850 |
3.750 |
| S2 |
3.509 |
3.509 |
3.823 |
|
| S3 |
3.212 |
3.396 |
3.795 |
|
| S4 |
2.915 |
3.099 |
3.714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.919 |
3.650 |
0.269 |
7.1% |
0.121 |
3.2% |
46% |
False |
False |
81,537 |
| 10 |
3.919 |
3.609 |
0.310 |
8.2% |
0.121 |
3.2% |
53% |
False |
False |
72,757 |
| 20 |
3.919 |
3.210 |
0.709 |
18.8% |
0.110 |
2.9% |
80% |
False |
False |
60,631 |
| 40 |
3.919 |
3.055 |
0.864 |
22.9% |
0.109 |
2.9% |
83% |
False |
False |
47,285 |
| 60 |
3.919 |
3.055 |
0.864 |
22.9% |
0.109 |
2.9% |
83% |
False |
False |
39,186 |
| 80 |
3.919 |
3.055 |
0.864 |
22.9% |
0.109 |
2.9% |
83% |
False |
False |
33,390 |
| 100 |
3.919 |
2.962 |
0.957 |
25.4% |
0.107 |
2.8% |
85% |
False |
False |
29,333 |
| 120 |
3.919 |
2.962 |
0.957 |
25.4% |
0.105 |
2.8% |
85% |
False |
False |
26,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.500 |
|
2.618 |
4.260 |
|
1.618 |
4.113 |
|
1.000 |
4.022 |
|
0.618 |
3.966 |
|
HIGH |
3.875 |
|
0.618 |
3.819 |
|
0.500 |
3.802 |
|
0.382 |
3.784 |
|
LOW |
3.728 |
|
0.618 |
3.637 |
|
1.000 |
3.581 |
|
1.618 |
3.490 |
|
2.618 |
3.343 |
|
4.250 |
3.103 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.802 |
3.824 |
| PP |
3.792 |
3.807 |
| S1 |
3.783 |
3.791 |
|