NYMEX Natural Gas Future March 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 |
3.947 |
3.879 |
-0.068 |
-1.7% |
3.808 |
| High |
3.948 |
3.905 |
-0.043 |
-1.1% |
4.009 |
| Low |
3.824 |
3.832 |
0.008 |
0.2% |
3.764 |
| Close |
3.868 |
3.871 |
0.003 |
0.1% |
3.954 |
| Range |
0.124 |
0.073 |
-0.051 |
-41.1% |
0.245 |
| ATR |
0.098 |
0.096 |
-0.002 |
-1.8% |
0.000 |
| Volume |
15,995 |
12,777 |
-3,218 |
-20.1% |
135,108 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.088 |
4.053 |
3.911 |
|
| R3 |
4.015 |
3.980 |
3.891 |
|
| R2 |
3.942 |
3.942 |
3.884 |
|
| R1 |
3.907 |
3.907 |
3.878 |
3.888 |
| PP |
3.869 |
3.869 |
3.869 |
3.860 |
| S1 |
3.834 |
3.834 |
3.864 |
3.815 |
| S2 |
3.796 |
3.796 |
3.858 |
|
| S3 |
3.723 |
3.761 |
3.851 |
|
| S4 |
3.650 |
3.688 |
3.831 |
|
|
| 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 |
3.824 |
0.185 |
4.8% |
0.094 |
2.4% |
25% |
False |
False |
24,492 |
| 10 |
4.009 |
3.729 |
0.280 |
7.2% |
0.099 |
2.6% |
51% |
False |
False |
22,485 |
| 20 |
4.009 |
3.383 |
0.626 |
16.2% |
0.091 |
2.4% |
78% |
False |
False |
18,672 |
| 40 |
4.009 |
3.210 |
0.799 |
20.6% |
0.092 |
2.4% |
83% |
False |
False |
14,632 |
| 60 |
4.009 |
3.210 |
0.799 |
20.6% |
0.088 |
2.3% |
83% |
False |
False |
12,271 |
| 80 |
4.009 |
3.210 |
0.799 |
20.6% |
0.089 |
2.3% |
83% |
False |
False |
10,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.215 |
|
2.618 |
4.096 |
|
1.618 |
4.023 |
|
1.000 |
3.978 |
|
0.618 |
3.950 |
|
HIGH |
3.905 |
|
0.618 |
3.877 |
|
0.500 |
3.869 |
|
0.382 |
3.860 |
|
LOW |
3.832 |
|
0.618 |
3.787 |
|
1.000 |
3.759 |
|
1.618 |
3.714 |
|
2.618 |
3.641 |
|
4.250 |
3.522 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.870 |
3.915 |
| PP |
3.869 |
3.900 |
| S1 |
3.869 |
3.886 |
|