NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.769 |
3.820 |
0.051 |
1.4% |
3.672 |
| High |
3.840 |
3.909 |
0.069 |
1.8% |
3.919 |
| Low |
3.746 |
3.733 |
-0.013 |
-0.3% |
3.622 |
| Close |
3.820 |
3.904 |
0.084 |
2.2% |
3.877 |
| Range |
0.094 |
0.176 |
0.082 |
87.2% |
0.297 |
| ATR |
0.111 |
0.115 |
0.005 |
4.2% |
0.000 |
| Volume |
112,346 |
112,445 |
99 |
0.1% |
385,489 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.377 |
4.316 |
4.001 |
|
| R3 |
4.201 |
4.140 |
3.952 |
|
| R2 |
4.025 |
4.025 |
3.936 |
|
| R1 |
3.964 |
3.964 |
3.920 |
3.995 |
| PP |
3.849 |
3.849 |
3.849 |
3.864 |
| S1 |
3.788 |
3.788 |
3.888 |
3.819 |
| S2 |
3.673 |
3.673 |
3.872 |
|
| S3 |
3.497 |
3.612 |
3.856 |
|
| S4 |
3.321 |
3.436 |
3.807 |
|
|
| 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 |
3.915 |
3.727 |
0.188 |
4.8% |
0.117 |
3.0% |
94% |
False |
False |
98,239 |
| 10 |
3.919 |
3.622 |
0.297 |
7.6% |
0.115 |
2.9% |
95% |
False |
False |
85,234 |
| 20 |
3.919 |
3.240 |
0.679 |
17.4% |
0.116 |
3.0% |
98% |
False |
False |
71,030 |
| 40 |
3.919 |
3.055 |
0.864 |
22.1% |
0.111 |
2.8% |
98% |
False |
False |
54,030 |
| 60 |
3.919 |
3.055 |
0.864 |
22.1% |
0.110 |
2.8% |
98% |
False |
False |
43,737 |
| 80 |
3.919 |
3.055 |
0.864 |
22.1% |
0.110 |
2.8% |
98% |
False |
False |
36,924 |
| 100 |
3.919 |
2.962 |
0.957 |
24.5% |
0.108 |
2.8% |
98% |
False |
False |
32,306 |
| 120 |
3.919 |
2.962 |
0.957 |
24.5% |
0.105 |
2.7% |
98% |
False |
False |
28,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.657 |
|
2.618 |
4.370 |
|
1.618 |
4.194 |
|
1.000 |
4.085 |
|
0.618 |
4.018 |
|
HIGH |
3.909 |
|
0.618 |
3.842 |
|
0.500 |
3.821 |
|
0.382 |
3.800 |
|
LOW |
3.733 |
|
0.618 |
3.624 |
|
1.000 |
3.557 |
|
1.618 |
3.448 |
|
2.618 |
3.272 |
|
4.250 |
2.985 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.876 |
3.875 |
| PP |
3.849 |
3.847 |
| S1 |
3.821 |
3.818 |
|