NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.773 |
3.775 |
0.002 |
0.1% |
3.940 |
| High |
3.835 |
3.795 |
-0.040 |
-1.0% |
3.965 |
| Low |
3.712 |
3.693 |
-0.019 |
-0.5% |
3.693 |
| Close |
3.781 |
3.724 |
-0.057 |
-1.5% |
3.724 |
| Range |
0.123 |
0.102 |
-0.021 |
-17.1% |
0.272 |
| ATR |
0.121 |
0.119 |
-0.001 |
-1.1% |
0.000 |
| Volume |
125,235 |
93,091 |
-32,144 |
-25.7% |
513,154 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.043 |
3.986 |
3.780 |
|
| R3 |
3.941 |
3.884 |
3.752 |
|
| R2 |
3.839 |
3.839 |
3.743 |
|
| R1 |
3.782 |
3.782 |
3.733 |
3.760 |
| PP |
3.737 |
3.737 |
3.737 |
3.726 |
| S1 |
3.680 |
3.680 |
3.715 |
3.658 |
| S2 |
3.635 |
3.635 |
3.705 |
|
| S3 |
3.533 |
3.578 |
3.696 |
|
| S4 |
3.431 |
3.476 |
3.668 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.610 |
4.439 |
3.874 |
|
| R3 |
4.338 |
4.167 |
3.799 |
|
| R2 |
4.066 |
4.066 |
3.774 |
|
| R1 |
3.895 |
3.895 |
3.749 |
3.845 |
| PP |
3.794 |
3.794 |
3.794 |
3.769 |
| S1 |
3.623 |
3.623 |
3.699 |
3.573 |
| S2 |
3.522 |
3.522 |
3.674 |
|
| S3 |
3.250 |
3.351 |
3.649 |
|
| S4 |
2.978 |
3.079 |
3.574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.965 |
3.693 |
0.272 |
7.3% |
0.134 |
3.6% |
11% |
False |
True |
102,630 |
| 10 |
3.970 |
3.693 |
0.277 |
7.4% |
0.127 |
3.4% |
11% |
False |
True |
100,514 |
| 20 |
3.970 |
3.609 |
0.361 |
9.7% |
0.124 |
3.3% |
32% |
False |
False |
86,231 |
| 40 |
3.970 |
3.055 |
0.915 |
24.6% |
0.114 |
3.1% |
73% |
False |
False |
64,705 |
| 60 |
3.970 |
3.055 |
0.915 |
24.6% |
0.111 |
3.0% |
73% |
False |
False |
51,600 |
| 80 |
3.970 |
3.055 |
0.915 |
24.6% |
0.111 |
3.0% |
73% |
False |
False |
43,056 |
| 100 |
3.970 |
2.962 |
1.008 |
27.1% |
0.110 |
3.0% |
76% |
False |
False |
37,569 |
| 120 |
3.970 |
2.962 |
1.008 |
27.1% |
0.107 |
2.9% |
76% |
False |
False |
33,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.229 |
|
2.618 |
4.062 |
|
1.618 |
3.960 |
|
1.000 |
3.897 |
|
0.618 |
3.858 |
|
HIGH |
3.795 |
|
0.618 |
3.756 |
|
0.500 |
3.744 |
|
0.382 |
3.732 |
|
LOW |
3.693 |
|
0.618 |
3.630 |
|
1.000 |
3.591 |
|
1.618 |
3.528 |
|
2.618 |
3.426 |
|
4.250 |
3.260 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.744 |
3.787 |
| PP |
3.737 |
3.766 |
| S1 |
3.731 |
3.745 |
|