NYMEX Natural Gas Future February 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 |
3.982 |
4.022 |
0.040 |
1.0% |
3.989 |
High |
4.041 |
4.090 |
0.049 |
1.2% |
4.090 |
Low |
3.891 |
4.000 |
0.109 |
2.8% |
3.862 |
Close |
4.036 |
4.073 |
0.037 |
0.9% |
4.073 |
Range |
0.150 |
0.090 |
-0.060 |
-40.0% |
0.228 |
ATR |
0.101 |
0.100 |
-0.001 |
-0.8% |
0.000 |
Volume |
13,995 |
17,783 |
3,788 |
27.1% |
73,614 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.324 |
4.289 |
4.123 |
|
R3 |
4.234 |
4.199 |
4.098 |
|
R2 |
4.144 |
4.144 |
4.090 |
|
R1 |
4.109 |
4.109 |
4.081 |
4.127 |
PP |
4.054 |
4.054 |
4.054 |
4.063 |
S1 |
4.019 |
4.019 |
4.065 |
4.037 |
S2 |
3.964 |
3.964 |
4.057 |
|
S3 |
3.874 |
3.929 |
4.048 |
|
S4 |
3.784 |
3.839 |
4.024 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.692 |
4.611 |
4.198 |
|
R3 |
4.464 |
4.383 |
4.136 |
|
R2 |
4.236 |
4.236 |
4.115 |
|
R1 |
4.155 |
4.155 |
4.094 |
4.196 |
PP |
4.008 |
4.008 |
4.008 |
4.029 |
S1 |
3.927 |
3.927 |
4.052 |
3.968 |
S2 |
3.780 |
3.780 |
4.031 |
|
S3 |
3.552 |
3.699 |
4.010 |
|
S4 |
3.324 |
3.471 |
3.948 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.090 |
3.862 |
0.228 |
5.6% |
0.109 |
2.7% |
93% |
True |
False |
14,722 |
10 |
4.090 |
3.796 |
0.294 |
7.2% |
0.105 |
2.6% |
94% |
True |
False |
17,268 |
20 |
4.090 |
3.469 |
0.621 |
15.2% |
0.098 |
2.4% |
97% |
True |
False |
16,822 |
40 |
4.090 |
3.222 |
0.868 |
21.3% |
0.095 |
2.3% |
98% |
True |
False |
12,546 |
60 |
4.090 |
3.222 |
0.868 |
21.3% |
0.093 |
2.3% |
98% |
True |
False |
10,190 |
80 |
4.090 |
3.222 |
0.868 |
21.3% |
0.092 |
2.2% |
98% |
True |
False |
8,641 |
100 |
4.090 |
3.150 |
0.940 |
23.1% |
0.090 |
2.2% |
98% |
True |
False |
7,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.473 |
2.618 |
4.326 |
1.618 |
4.236 |
1.000 |
4.180 |
0.618 |
4.146 |
HIGH |
4.090 |
0.618 |
4.056 |
0.500 |
4.045 |
0.382 |
4.034 |
LOW |
4.000 |
0.618 |
3.944 |
1.000 |
3.910 |
1.618 |
3.854 |
2.618 |
3.764 |
4.250 |
3.618 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4.064 |
4.046 |
PP |
4.054 |
4.018 |
S1 |
4.045 |
3.991 |
|