NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
4.037 |
3.980 |
-0.057 |
-1.4% |
3.830 |
| High |
4.042 |
4.002 |
-0.040 |
-1.0% |
4.048 |
| Low |
3.954 |
3.850 |
-0.104 |
-2.6% |
3.775 |
| Close |
3.995 |
3.896 |
-0.099 |
-2.5% |
3.995 |
| Range |
0.088 |
0.152 |
0.064 |
72.7% |
0.273 |
| ATR |
0.106 |
0.109 |
0.003 |
3.1% |
0.000 |
| Volume |
164,153 |
66,737 |
-97,416 |
-59.3% |
553,064 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.372 |
4.286 |
3.980 |
|
| R3 |
4.220 |
4.134 |
3.938 |
|
| R2 |
4.068 |
4.068 |
3.924 |
|
| R1 |
3.982 |
3.982 |
3.910 |
3.949 |
| PP |
3.916 |
3.916 |
3.916 |
3.900 |
| S1 |
3.830 |
3.830 |
3.882 |
3.797 |
| S2 |
3.764 |
3.764 |
3.868 |
|
| S3 |
3.612 |
3.678 |
3.854 |
|
| S4 |
3.460 |
3.526 |
3.812 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.758 |
4.650 |
4.145 |
|
| R3 |
4.485 |
4.377 |
4.070 |
|
| R2 |
4.212 |
4.212 |
4.045 |
|
| R1 |
4.104 |
4.104 |
4.020 |
4.158 |
| PP |
3.939 |
3.939 |
3.939 |
3.967 |
| S1 |
3.831 |
3.831 |
3.970 |
3.885 |
| S2 |
3.666 |
3.666 |
3.945 |
|
| S3 |
3.393 |
3.558 |
3.920 |
|
| S4 |
3.120 |
3.285 |
3.845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.048 |
3.802 |
0.246 |
6.3% |
0.120 |
3.1% |
38% |
False |
False |
103,553 |
| 10 |
4.048 |
3.753 |
0.295 |
7.6% |
0.118 |
3.0% |
48% |
False |
False |
91,007 |
| 20 |
4.048 |
3.359 |
0.689 |
17.7% |
0.104 |
2.7% |
78% |
False |
False |
66,780 |
| 40 |
4.048 |
3.200 |
0.848 |
21.8% |
0.104 |
2.7% |
82% |
False |
False |
49,341 |
| 60 |
4.048 |
3.200 |
0.848 |
21.8% |
0.102 |
2.6% |
82% |
False |
False |
41,800 |
| 80 |
4.048 |
3.200 |
0.848 |
21.8% |
0.103 |
2.6% |
82% |
False |
False |
36,265 |
| 100 |
4.048 |
3.114 |
0.934 |
24.0% |
0.101 |
2.6% |
84% |
False |
False |
32,637 |
| 120 |
4.048 |
3.114 |
0.934 |
24.0% |
0.099 |
2.5% |
84% |
False |
False |
29,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.648 |
|
2.618 |
4.400 |
|
1.618 |
4.248 |
|
1.000 |
4.154 |
|
0.618 |
4.096 |
|
HIGH |
4.002 |
|
0.618 |
3.944 |
|
0.500 |
3.926 |
|
0.382 |
3.908 |
|
LOW |
3.850 |
|
0.618 |
3.756 |
|
1.000 |
3.698 |
|
1.618 |
3.604 |
|
2.618 |
3.452 |
|
4.250 |
3.204 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.926 |
3.949 |
| PP |
3.916 |
3.931 |
| S1 |
3.906 |
3.914 |
|