NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.989 |
3.914 |
-0.075 |
-1.9% |
3.845 |
| High |
4.011 |
3.947 |
-0.064 |
-1.6% |
4.055 |
| Low |
3.862 |
3.872 |
0.010 |
0.3% |
3.796 |
| Close |
3.908 |
3.910 |
0.002 |
0.1% |
4.001 |
| Range |
0.149 |
0.075 |
-0.074 |
-49.7% |
0.259 |
| ATR |
0.101 |
0.099 |
-0.002 |
-1.8% |
0.000 |
| Volume |
17,144 |
12,396 |
-4,748 |
-27.7% |
99,068 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.135 |
4.097 |
3.951 |
|
| R3 |
4.060 |
4.022 |
3.931 |
|
| R2 |
3.985 |
3.985 |
3.924 |
|
| R1 |
3.947 |
3.947 |
3.917 |
3.929 |
| PP |
3.910 |
3.910 |
3.910 |
3.900 |
| S1 |
3.872 |
3.872 |
3.903 |
3.854 |
| S2 |
3.835 |
3.835 |
3.896 |
|
| S3 |
3.760 |
3.797 |
3.889 |
|
| S4 |
3.685 |
3.722 |
3.869 |
|
|
| 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 |
3.862 |
0.193 |
4.9% |
0.103 |
2.6% |
25% |
False |
False |
20,742 |
| 10 |
4.055 |
3.765 |
0.290 |
7.4% |
0.101 |
2.6% |
50% |
False |
False |
18,458 |
| 20 |
4.055 |
3.400 |
0.655 |
16.8% |
0.094 |
2.4% |
78% |
False |
False |
16,035 |
| 40 |
4.055 |
3.222 |
0.833 |
21.3% |
0.093 |
2.4% |
83% |
False |
False |
11,830 |
| 60 |
4.055 |
3.222 |
0.833 |
21.3% |
0.091 |
2.3% |
83% |
False |
False |
9,661 |
| 80 |
4.055 |
3.222 |
0.833 |
21.3% |
0.091 |
2.3% |
83% |
False |
False |
8,225 |
| 100 |
4.055 |
3.150 |
0.905 |
23.1% |
0.089 |
2.3% |
84% |
False |
False |
7,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.266 |
|
2.618 |
4.143 |
|
1.618 |
4.068 |
|
1.000 |
4.022 |
|
0.618 |
3.993 |
|
HIGH |
3.947 |
|
0.618 |
3.918 |
|
0.500 |
3.910 |
|
0.382 |
3.901 |
|
LOW |
3.872 |
|
0.618 |
3.826 |
|
1.000 |
3.797 |
|
1.618 |
3.751 |
|
2.618 |
3.676 |
|
4.250 |
3.553 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.910 |
3.957 |
| PP |
3.910 |
3.941 |
| S1 |
3.910 |
3.926 |
|