NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.913 |
3.978 |
0.065 |
1.7% |
3.989 |
| High |
4.000 |
4.006 |
0.006 |
0.2% |
4.090 |
| Low |
3.913 |
3.888 |
-0.025 |
-0.6% |
3.862 |
| Close |
3.989 |
3.910 |
-0.079 |
-2.0% |
4.073 |
| Range |
0.087 |
0.118 |
0.031 |
35.6% |
0.228 |
| ATR |
0.106 |
0.107 |
0.001 |
0.8% |
0.000 |
| Volume |
17,520 |
15,435 |
-2,085 |
-11.9% |
73,614 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.289 |
4.217 |
3.975 |
|
| R3 |
4.171 |
4.099 |
3.942 |
|
| R2 |
4.053 |
4.053 |
3.932 |
|
| R1 |
3.981 |
3.981 |
3.921 |
3.958 |
| PP |
3.935 |
3.935 |
3.935 |
3.923 |
| S1 |
3.863 |
3.863 |
3.899 |
3.840 |
| S2 |
3.817 |
3.817 |
3.888 |
|
| S3 |
3.699 |
3.745 |
3.878 |
|
| S4 |
3.581 |
3.627 |
3.845 |
|
|
| 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 |
3.888 |
0.202 |
5.2% |
0.128 |
3.3% |
11% |
False |
True |
16,242 |
| 10 |
4.090 |
3.862 |
0.228 |
5.8% |
0.116 |
3.0% |
21% |
False |
False |
17,525 |
| 20 |
4.090 |
3.651 |
0.439 |
11.2% |
0.108 |
2.8% |
59% |
False |
False |
17,883 |
| 40 |
4.090 |
3.222 |
0.868 |
22.2% |
0.098 |
2.5% |
79% |
False |
False |
13,350 |
| 60 |
4.090 |
3.222 |
0.868 |
22.2% |
0.095 |
2.4% |
79% |
False |
False |
10,783 |
| 80 |
4.090 |
3.222 |
0.868 |
22.2% |
0.093 |
2.4% |
79% |
False |
False |
9,067 |
| 100 |
4.090 |
3.150 |
0.940 |
24.0% |
0.092 |
2.4% |
81% |
False |
False |
7,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.508 |
|
2.618 |
4.315 |
|
1.618 |
4.197 |
|
1.000 |
4.124 |
|
0.618 |
4.079 |
|
HIGH |
4.006 |
|
0.618 |
3.961 |
|
0.500 |
3.947 |
|
0.382 |
3.933 |
|
LOW |
3.888 |
|
0.618 |
3.815 |
|
1.000 |
3.770 |
|
1.618 |
3.697 |
|
2.618 |
3.579 |
|
4.250 |
3.387 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.947 |
3.989 |
| PP |
3.935 |
3.963 |
| S1 |
3.922 |
3.936 |
|