NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.866 |
3.774 |
-0.092 |
-2.4% |
3.672 |
| High |
3.875 |
3.814 |
-0.061 |
-1.6% |
3.919 |
| Low |
3.728 |
3.727 |
-0.001 |
0.0% |
3.622 |
| Close |
3.774 |
3.767 |
-0.007 |
-0.2% |
3.877 |
| Range |
0.147 |
0.087 |
-0.060 |
-40.8% |
0.297 |
| ATR |
0.114 |
0.112 |
-0.002 |
-1.7% |
0.000 |
| Volume |
82,801 |
106,751 |
23,950 |
28.9% |
385,489 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.030 |
3.986 |
3.815 |
|
| R3 |
3.943 |
3.899 |
3.791 |
|
| R2 |
3.856 |
3.856 |
3.783 |
|
| R1 |
3.812 |
3.812 |
3.775 |
3.791 |
| PP |
3.769 |
3.769 |
3.769 |
3.759 |
| S1 |
3.725 |
3.725 |
3.759 |
3.704 |
| S2 |
3.682 |
3.682 |
3.751 |
|
| S3 |
3.595 |
3.638 |
3.743 |
|
| S4 |
3.508 |
3.551 |
3.719 |
|
|
| 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 |
3.727 |
0.192 |
5.1% |
0.108 |
2.9% |
21% |
False |
True |
93,770 |
| 10 |
3.919 |
3.609 |
0.310 |
8.2% |
0.115 |
3.0% |
51% |
False |
False |
75,230 |
| 20 |
3.919 |
3.210 |
0.709 |
18.8% |
0.109 |
2.9% |
79% |
False |
False |
64,180 |
| 40 |
3.919 |
3.055 |
0.864 |
22.9% |
0.109 |
2.9% |
82% |
False |
False |
49,554 |
| 60 |
3.919 |
3.055 |
0.864 |
22.9% |
0.108 |
2.9% |
82% |
False |
False |
40,540 |
| 80 |
3.919 |
3.055 |
0.864 |
22.9% |
0.109 |
2.9% |
82% |
False |
False |
34,429 |
| 100 |
3.919 |
2.962 |
0.957 |
25.4% |
0.107 |
2.8% |
84% |
False |
False |
30,305 |
| 120 |
3.919 |
2.962 |
0.957 |
25.4% |
0.105 |
2.8% |
84% |
False |
False |
27,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.184 |
|
2.618 |
4.042 |
|
1.618 |
3.955 |
|
1.000 |
3.901 |
|
0.618 |
3.868 |
|
HIGH |
3.814 |
|
0.618 |
3.781 |
|
0.500 |
3.771 |
|
0.382 |
3.760 |
|
LOW |
3.727 |
|
0.618 |
3.673 |
|
1.000 |
3.640 |
|
1.618 |
3.586 |
|
2.618 |
3.499 |
|
4.250 |
3.357 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.771 |
3.821 |
| PP |
3.769 |
3.803 |
| S1 |
3.768 |
3.785 |
|