NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.768 |
3.850 |
0.082 |
2.2% |
3.866 |
| High |
3.876 |
3.880 |
0.004 |
0.1% |
3.970 |
| Low |
3.766 |
3.758 |
-0.008 |
-0.2% |
3.727 |
| Close |
3.861 |
3.776 |
-0.085 |
-2.2% |
3.947 |
| Range |
0.110 |
0.122 |
0.012 |
10.9% |
0.243 |
| ATR |
0.120 |
0.121 |
0.000 |
0.1% |
0.000 |
| Volume |
96,723 |
89,746 |
-6,977 |
-7.2% |
491,989 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.171 |
4.095 |
3.843 |
|
| R3 |
4.049 |
3.973 |
3.810 |
|
| R2 |
3.927 |
3.927 |
3.798 |
|
| R1 |
3.851 |
3.851 |
3.787 |
3.828 |
| PP |
3.805 |
3.805 |
3.805 |
3.793 |
| S1 |
3.729 |
3.729 |
3.765 |
3.706 |
| S2 |
3.683 |
3.683 |
3.754 |
|
| S3 |
3.561 |
3.607 |
3.742 |
|
| S4 |
3.439 |
3.485 |
3.709 |
|
|
| 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 |
6.3% |
0.144 |
3.8% |
18% |
False |
False |
96,983 |
| 10 |
3.970 |
3.727 |
0.243 |
6.4% |
0.127 |
3.4% |
20% |
False |
False |
97,534 |
| 20 |
3.970 |
3.466 |
0.504 |
13.3% |
0.123 |
3.2% |
62% |
False |
False |
82,720 |
| 40 |
3.970 |
3.055 |
0.915 |
24.2% |
0.113 |
3.0% |
79% |
False |
False |
60,824 |
| 60 |
3.970 |
3.055 |
0.915 |
24.2% |
0.113 |
3.0% |
79% |
False |
False |
48,746 |
| 80 |
3.970 |
3.055 |
0.915 |
24.2% |
0.111 |
2.9% |
79% |
False |
False |
40,576 |
| 100 |
3.970 |
2.962 |
1.008 |
26.7% |
0.110 |
2.9% |
81% |
False |
False |
35,533 |
| 120 |
3.970 |
2.962 |
1.008 |
26.7% |
0.107 |
2.8% |
81% |
False |
False |
31,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.399 |
|
2.618 |
4.199 |
|
1.618 |
4.077 |
|
1.000 |
4.002 |
|
0.618 |
3.955 |
|
HIGH |
3.880 |
|
0.618 |
3.833 |
|
0.500 |
3.819 |
|
0.382 |
3.805 |
|
LOW |
3.758 |
|
0.618 |
3.683 |
|
1.000 |
3.636 |
|
1.618 |
3.561 |
|
2.618 |
3.439 |
|
4.250 |
3.240 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.819 |
3.859 |
| PP |
3.805 |
3.831 |
| S1 |
3.790 |
3.804 |
|