NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.872 |
3.924 |
0.052 |
1.3% |
4.065 |
| High |
3.964 |
3.940 |
-0.024 |
-0.6% |
4.090 |
| Low |
3.850 |
3.840 |
-0.010 |
-0.3% |
3.840 |
| Close |
3.922 |
3.867 |
-0.055 |
-1.4% |
3.867 |
| Range |
0.114 |
0.100 |
-0.014 |
-12.3% |
0.250 |
| ATR |
0.107 |
0.107 |
-0.001 |
-0.5% |
0.000 |
| Volume |
14,113 |
23,340 |
9,227 |
65.4% |
86,889 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.182 |
4.125 |
3.922 |
|
| R3 |
4.082 |
4.025 |
3.895 |
|
| R2 |
3.982 |
3.982 |
3.885 |
|
| R1 |
3.925 |
3.925 |
3.876 |
3.904 |
| PP |
3.882 |
3.882 |
3.882 |
3.872 |
| S1 |
3.825 |
3.825 |
3.858 |
3.804 |
| S2 |
3.782 |
3.782 |
3.849 |
|
| S3 |
3.682 |
3.725 |
3.840 |
|
| S4 |
3.582 |
3.625 |
3.812 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.682 |
4.525 |
4.005 |
|
| R3 |
4.432 |
4.275 |
3.936 |
|
| R2 |
4.182 |
4.182 |
3.913 |
|
| R1 |
4.025 |
4.025 |
3.890 |
3.979 |
| PP |
3.932 |
3.932 |
3.932 |
3.909 |
| S1 |
3.775 |
3.775 |
3.844 |
3.729 |
| S2 |
3.682 |
3.682 |
3.821 |
|
| S3 |
3.432 |
3.525 |
3.798 |
|
| S4 |
3.182 |
3.275 |
3.730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.090 |
3.840 |
0.250 |
6.5% |
0.123 |
3.2% |
11% |
False |
True |
17,377 |
| 10 |
4.090 |
3.840 |
0.250 |
6.5% |
0.116 |
3.0% |
11% |
False |
True |
16,050 |
| 20 |
4.090 |
3.765 |
0.325 |
8.4% |
0.110 |
2.8% |
31% |
False |
False |
18,056 |
| 40 |
4.090 |
3.241 |
0.849 |
22.0% |
0.100 |
2.6% |
74% |
False |
False |
13,997 |
| 60 |
4.090 |
3.222 |
0.868 |
22.4% |
0.095 |
2.4% |
74% |
False |
False |
11,197 |
| 80 |
4.090 |
3.222 |
0.868 |
22.4% |
0.094 |
2.4% |
74% |
False |
False |
9,485 |
| 100 |
4.090 |
3.150 |
0.940 |
24.3% |
0.093 |
2.4% |
76% |
False |
False |
8,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.365 |
|
2.618 |
4.202 |
|
1.618 |
4.102 |
|
1.000 |
4.040 |
|
0.618 |
4.002 |
|
HIGH |
3.940 |
|
0.618 |
3.902 |
|
0.500 |
3.890 |
|
0.382 |
3.878 |
|
LOW |
3.840 |
|
0.618 |
3.778 |
|
1.000 |
3.740 |
|
1.618 |
3.678 |
|
2.618 |
3.578 |
|
4.250 |
3.415 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.890 |
3.923 |
| PP |
3.882 |
3.904 |
| S1 |
3.875 |
3.886 |
|