NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.960 |
4.023 |
0.063 |
1.6% |
3.980 |
High |
4.034 |
4.087 |
0.053 |
1.3% |
4.087 |
Low |
3.878 |
3.994 |
0.116 |
3.0% |
3.850 |
Close |
4.028 |
4.069 |
0.041 |
1.0% |
4.069 |
Range |
0.156 |
0.093 |
-0.063 |
-40.4% |
0.237 |
ATR |
0.109 |
0.108 |
-0.001 |
-1.1% |
0.000 |
Volume |
50,377 |
52,551 |
2,174 |
4.3% |
267,254 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.329 |
4.292 |
4.120 |
|
R3 |
4.236 |
4.199 |
4.095 |
|
R2 |
4.143 |
4.143 |
4.086 |
|
R1 |
4.106 |
4.106 |
4.078 |
4.125 |
PP |
4.050 |
4.050 |
4.050 |
4.059 |
S1 |
4.013 |
4.013 |
4.060 |
4.032 |
S2 |
3.957 |
3.957 |
4.052 |
|
S3 |
3.864 |
3.920 |
4.043 |
|
S4 |
3.771 |
3.827 |
4.018 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.713 |
4.628 |
4.199 |
|
R3 |
4.476 |
4.391 |
4.134 |
|
R2 |
4.239 |
4.239 |
4.112 |
|
R1 |
4.154 |
4.154 |
4.091 |
4.197 |
PP |
4.002 |
4.002 |
4.002 |
4.023 |
S1 |
3.917 |
3.917 |
4.047 |
3.960 |
S2 |
3.765 |
3.765 |
4.026 |
|
S3 |
3.528 |
3.680 |
4.004 |
|
S4 |
3.291 |
3.443 |
3.939 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.087 |
3.850 |
0.237 |
5.8% |
0.114 |
2.8% |
92% |
True |
False |
53,450 |
10 |
4.087 |
3.775 |
0.312 |
7.7% |
0.111 |
2.7% |
94% |
True |
False |
82,031 |
20 |
4.087 |
3.438 |
0.649 |
15.9% |
0.108 |
2.7% |
97% |
True |
False |
70,121 |
40 |
4.087 |
3.200 |
0.887 |
21.8% |
0.104 |
2.6% |
98% |
True |
False |
51,785 |
60 |
4.087 |
3.200 |
0.887 |
21.8% |
0.103 |
2.5% |
98% |
True |
False |
43,536 |
80 |
4.087 |
3.200 |
0.887 |
21.8% |
0.103 |
2.5% |
98% |
True |
False |
37,874 |
100 |
4.087 |
3.114 |
0.973 |
23.9% |
0.102 |
2.5% |
98% |
True |
False |
33,963 |
120 |
4.087 |
3.114 |
0.973 |
23.9% |
0.100 |
2.5% |
98% |
True |
False |
30,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.482 |
2.618 |
4.330 |
1.618 |
4.237 |
1.000 |
4.180 |
0.618 |
4.144 |
HIGH |
4.087 |
0.618 |
4.051 |
0.500 |
4.041 |
0.382 |
4.030 |
LOW |
3.994 |
0.618 |
3.937 |
1.000 |
3.901 |
1.618 |
3.844 |
2.618 |
3.751 |
4.250 |
3.599 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4.060 |
4.040 |
PP |
4.050 |
4.011 |
S1 |
4.041 |
3.983 |
|