NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.774 |
3.769 |
-0.005 |
-0.1% |
3.672 |
| High |
3.814 |
3.840 |
0.026 |
0.7% |
3.919 |
| Low |
3.727 |
3.746 |
0.019 |
0.5% |
3.622 |
| Close |
3.767 |
3.820 |
0.053 |
1.4% |
3.877 |
| Range |
0.087 |
0.094 |
0.007 |
8.0% |
0.297 |
| ATR |
0.112 |
0.111 |
-0.001 |
-1.1% |
0.000 |
| Volume |
106,751 |
112,346 |
5,595 |
5.2% |
385,489 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.084 |
4.046 |
3.872 |
|
| R3 |
3.990 |
3.952 |
3.846 |
|
| R2 |
3.896 |
3.896 |
3.837 |
|
| R1 |
3.858 |
3.858 |
3.829 |
3.877 |
| PP |
3.802 |
3.802 |
3.802 |
3.812 |
| S1 |
3.764 |
3.764 |
3.811 |
3.783 |
| S2 |
3.708 |
3.708 |
3.803 |
|
| S3 |
3.614 |
3.670 |
3.794 |
|
| S4 |
3.520 |
3.576 |
3.768 |
|
|
| 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 |
5.0% |
0.110 |
2.9% |
48% |
False |
False |
98,085 |
| 10 |
3.919 |
3.621 |
0.298 |
7.8% |
0.109 |
2.8% |
67% |
False |
False |
79,673 |
| 20 |
3.919 |
3.210 |
0.709 |
18.6% |
0.110 |
2.9% |
86% |
False |
False |
67,390 |
| 40 |
3.919 |
3.055 |
0.864 |
22.6% |
0.108 |
2.8% |
89% |
False |
False |
52,006 |
| 60 |
3.919 |
3.055 |
0.864 |
22.6% |
0.108 |
2.8% |
89% |
False |
False |
42,137 |
| 80 |
3.919 |
3.055 |
0.864 |
22.6% |
0.109 |
2.9% |
89% |
False |
False |
35,714 |
| 100 |
3.919 |
2.962 |
0.957 |
25.1% |
0.107 |
2.8% |
90% |
False |
False |
31,286 |
| 120 |
3.919 |
2.962 |
0.957 |
25.1% |
0.105 |
2.7% |
90% |
False |
False |
27,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.240 |
|
2.618 |
4.086 |
|
1.618 |
3.992 |
|
1.000 |
3.934 |
|
0.618 |
3.898 |
|
HIGH |
3.840 |
|
0.618 |
3.804 |
|
0.500 |
3.793 |
|
0.382 |
3.782 |
|
LOW |
3.746 |
|
0.618 |
3.688 |
|
1.000 |
3.652 |
|
1.618 |
3.594 |
|
2.618 |
3.500 |
|
4.250 |
3.347 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.811 |
3.814 |
| PP |
3.802 |
3.807 |
| S1 |
3.793 |
3.801 |
|