NYMEX Natural Gas Future February 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 |
4.031 |
3.989 |
-0.042 |
-1.0% |
3.845 |
High |
4.052 |
4.011 |
-0.041 |
-1.0% |
4.055 |
Low |
3.960 |
3.862 |
-0.098 |
-2.5% |
3.796 |
Close |
4.001 |
3.908 |
-0.093 |
-2.3% |
4.001 |
Range |
0.092 |
0.149 |
0.057 |
62.0% |
0.259 |
ATR |
0.097 |
0.101 |
0.004 |
3.9% |
0.000 |
Volume |
34,243 |
17,144 |
-17,099 |
-49.9% |
99,068 |
|
Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.374 |
4.290 |
3.990 |
|
R3 |
4.225 |
4.141 |
3.949 |
|
R2 |
4.076 |
4.076 |
3.935 |
|
R1 |
3.992 |
3.992 |
3.922 |
3.960 |
PP |
3.927 |
3.927 |
3.927 |
3.911 |
S1 |
3.843 |
3.843 |
3.894 |
3.811 |
S2 |
3.778 |
3.778 |
3.881 |
|
S3 |
3.629 |
3.694 |
3.867 |
|
S4 |
3.480 |
3.545 |
3.826 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.728 |
4.623 |
4.143 |
|
R3 |
4.469 |
4.364 |
4.072 |
|
R2 |
4.210 |
4.210 |
4.048 |
|
R1 |
4.105 |
4.105 |
4.025 |
4.158 |
PP |
3.951 |
3.951 |
3.951 |
3.977 |
S1 |
3.846 |
3.846 |
3.977 |
3.899 |
S2 |
3.692 |
3.692 |
3.954 |
|
S3 |
3.433 |
3.587 |
3.930 |
|
S4 |
3.174 |
3.328 |
3.859 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.055 |
3.819 |
0.236 |
6.0% |
0.113 |
2.9% |
38% |
False |
False |
20,187 |
10 |
4.055 |
3.765 |
0.290 |
7.4% |
0.108 |
2.8% |
49% |
False |
False |
20,186 |
20 |
4.055 |
3.400 |
0.655 |
16.8% |
0.094 |
2.4% |
78% |
False |
False |
15,758 |
40 |
4.055 |
3.222 |
0.833 |
21.3% |
0.094 |
2.4% |
82% |
False |
False |
11,637 |
60 |
4.055 |
3.222 |
0.833 |
21.3% |
0.092 |
2.3% |
82% |
False |
False |
9,530 |
80 |
4.055 |
3.222 |
0.833 |
21.3% |
0.092 |
2.3% |
82% |
False |
False |
8,111 |
100 |
4.055 |
3.150 |
0.905 |
23.2% |
0.089 |
2.3% |
84% |
False |
False |
6,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.644 |
2.618 |
4.401 |
1.618 |
4.252 |
1.000 |
4.160 |
0.618 |
4.103 |
HIGH |
4.011 |
0.618 |
3.954 |
0.500 |
3.937 |
0.382 |
3.919 |
LOW |
3.862 |
0.618 |
3.770 |
1.000 |
3.713 |
1.618 |
3.621 |
2.618 |
3.472 |
4.250 |
3.229 |
|
|
Fisher Pivots for day following 15-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.937 |
3.959 |
PP |
3.927 |
3.942 |
S1 |
3.918 |
3.925 |
|