NYMEX Natural Gas Future March 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 |
3.994 |
3.947 |
-0.047 |
-1.2% |
3.808 |
| High |
4.006 |
3.948 |
-0.058 |
-1.4% |
4.009 |
| Low |
3.914 |
3.824 |
-0.090 |
-2.3% |
3.764 |
| Close |
3.954 |
3.868 |
-0.086 |
-2.2% |
3.954 |
| Range |
0.092 |
0.124 |
0.032 |
34.8% |
0.245 |
| ATR |
0.095 |
0.098 |
0.002 |
2.6% |
0.000 |
| Volume |
46,573 |
15,995 |
-30,578 |
-65.7% |
135,108 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.252 |
4.184 |
3.936 |
|
| R3 |
4.128 |
4.060 |
3.902 |
|
| R2 |
4.004 |
4.004 |
3.891 |
|
| R1 |
3.936 |
3.936 |
3.879 |
3.908 |
| PP |
3.880 |
3.880 |
3.880 |
3.866 |
| S1 |
3.812 |
3.812 |
3.857 |
3.784 |
| S2 |
3.756 |
3.756 |
3.845 |
|
| S3 |
3.632 |
3.688 |
3.834 |
|
| S4 |
3.508 |
3.564 |
3.800 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.644 |
4.544 |
4.089 |
|
| R3 |
4.399 |
4.299 |
4.021 |
|
| R2 |
4.154 |
4.154 |
3.999 |
|
| R1 |
4.054 |
4.054 |
3.976 |
4.104 |
| PP |
3.909 |
3.909 |
3.909 |
3.934 |
| S1 |
3.809 |
3.809 |
3.932 |
3.859 |
| S2 |
3.664 |
3.664 |
3.909 |
|
| S3 |
3.419 |
3.564 |
3.887 |
|
| S4 |
3.174 |
3.319 |
3.819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.009 |
3.791 |
0.218 |
5.6% |
0.105 |
2.7% |
35% |
False |
False |
24,864 |
| 10 |
4.009 |
3.729 |
0.280 |
7.2% |
0.106 |
2.7% |
50% |
False |
False |
24,064 |
| 20 |
4.009 |
3.383 |
0.626 |
16.2% |
0.092 |
2.4% |
77% |
False |
False |
18,603 |
| 40 |
4.009 |
3.210 |
0.799 |
20.7% |
0.092 |
2.4% |
82% |
False |
False |
14,477 |
| 60 |
4.009 |
3.210 |
0.799 |
20.7% |
0.088 |
2.3% |
82% |
False |
False |
12,186 |
| 80 |
4.009 |
3.210 |
0.799 |
20.7% |
0.089 |
2.3% |
82% |
False |
False |
10,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.475 |
|
2.618 |
4.273 |
|
1.618 |
4.149 |
|
1.000 |
4.072 |
|
0.618 |
4.025 |
|
HIGH |
3.948 |
|
0.618 |
3.901 |
|
0.500 |
3.886 |
|
0.382 |
3.871 |
|
LOW |
3.824 |
|
0.618 |
3.747 |
|
1.000 |
3.700 |
|
1.618 |
3.623 |
|
2.618 |
3.499 |
|
4.250 |
3.297 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.886 |
3.917 |
| PP |
3.880 |
3.900 |
| S1 |
3.874 |
3.884 |
|