NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.940 |
3.768 |
-0.172 |
-4.4% |
3.866 |
| High |
3.965 |
3.876 |
-0.089 |
-2.2% |
3.970 |
| Low |
3.752 |
3.766 |
0.014 |
0.4% |
3.727 |
| Close |
3.768 |
3.861 |
0.093 |
2.5% |
3.947 |
| Range |
0.213 |
0.110 |
-0.103 |
-48.4% |
0.243 |
| ATR |
0.121 |
0.120 |
-0.001 |
-0.7% |
0.000 |
| Volume |
108,359 |
96,723 |
-11,636 |
-10.7% |
491,989 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.164 |
4.123 |
3.922 |
|
| R3 |
4.054 |
4.013 |
3.891 |
|
| R2 |
3.944 |
3.944 |
3.881 |
|
| R1 |
3.903 |
3.903 |
3.871 |
3.924 |
| PP |
3.834 |
3.834 |
3.834 |
3.845 |
| S1 |
3.793 |
3.793 |
3.851 |
3.814 |
| S2 |
3.724 |
3.724 |
3.841 |
|
| S3 |
3.614 |
3.683 |
3.831 |
|
| S4 |
3.504 |
3.573 |
3.801 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.610 |
4.522 |
4.081 |
|
| R3 |
4.367 |
4.279 |
4.014 |
|
| R2 |
4.124 |
4.124 |
3.992 |
|
| R1 |
4.036 |
4.036 |
3.969 |
4.080 |
| PP |
3.881 |
3.881 |
3.881 |
3.904 |
| S1 |
3.793 |
3.793 |
3.925 |
3.837 |
| S2 |
3.638 |
3.638 |
3.902 |
|
| S3 |
3.395 |
3.550 |
3.880 |
|
| S4 |
3.152 |
3.307 |
3.813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.970 |
3.733 |
0.237 |
6.1% |
0.138 |
3.6% |
54% |
False |
False |
101,503 |
| 10 |
3.970 |
3.727 |
0.243 |
6.3% |
0.123 |
3.2% |
55% |
False |
False |
97,637 |
| 20 |
3.970 |
3.373 |
0.597 |
15.5% |
0.123 |
3.2% |
82% |
False |
False |
79,993 |
| 40 |
3.970 |
3.055 |
0.915 |
23.7% |
0.112 |
2.9% |
88% |
False |
False |
59,187 |
| 60 |
3.970 |
3.055 |
0.915 |
23.7% |
0.112 |
2.9% |
88% |
False |
False |
47,578 |
| 80 |
3.970 |
3.055 |
0.915 |
23.7% |
0.110 |
2.9% |
88% |
False |
False |
39,723 |
| 100 |
3.970 |
2.962 |
1.008 |
26.1% |
0.109 |
2.8% |
89% |
False |
False |
34,772 |
| 120 |
3.970 |
2.962 |
1.008 |
26.1% |
0.107 |
2.8% |
89% |
False |
False |
30,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.344 |
|
2.618 |
4.164 |
|
1.618 |
4.054 |
|
1.000 |
3.986 |
|
0.618 |
3.944 |
|
HIGH |
3.876 |
|
0.618 |
3.834 |
|
0.500 |
3.821 |
|
0.382 |
3.808 |
|
LOW |
3.766 |
|
0.618 |
3.698 |
|
1.000 |
3.656 |
|
1.618 |
3.588 |
|
2.618 |
3.478 |
|
4.250 |
3.299 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.848 |
3.861 |
| PP |
3.834 |
3.861 |
| S1 |
3.821 |
3.861 |
|