NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.879 |
3.879 |
0.000 |
0.0% |
3.808 |
| High |
3.905 |
3.937 |
0.032 |
0.8% |
4.009 |
| Low |
3.832 |
3.859 |
0.027 |
0.7% |
3.764 |
| Close |
3.871 |
3.930 |
0.059 |
1.5% |
3.954 |
| Range |
0.073 |
0.078 |
0.005 |
6.8% |
0.245 |
| ATR |
0.096 |
0.095 |
-0.001 |
-1.3% |
0.000 |
| Volume |
12,777 |
12,316 |
-461 |
-3.6% |
135,108 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.143 |
4.114 |
3.973 |
|
| R3 |
4.065 |
4.036 |
3.951 |
|
| R2 |
3.987 |
3.987 |
3.944 |
|
| R1 |
3.958 |
3.958 |
3.937 |
3.973 |
| PP |
3.909 |
3.909 |
3.909 |
3.916 |
| S1 |
3.880 |
3.880 |
3.923 |
3.895 |
| S2 |
3.831 |
3.831 |
3.916 |
|
| S3 |
3.753 |
3.802 |
3.909 |
|
| S4 |
3.675 |
3.724 |
3.887 |
|
|
| 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 |
4.7% |
0.094 |
2.4% |
57% |
False |
False |
21,629 |
| 10 |
4.009 |
3.751 |
0.258 |
6.6% |
0.094 |
2.4% |
69% |
False |
False |
21,292 |
| 20 |
4.009 |
3.397 |
0.612 |
15.6% |
0.092 |
2.3% |
87% |
False |
False |
18,744 |
| 40 |
4.009 |
3.210 |
0.799 |
20.3% |
0.091 |
2.3% |
90% |
False |
False |
14,846 |
| 60 |
4.009 |
3.210 |
0.799 |
20.3% |
0.088 |
2.2% |
90% |
False |
False |
12,324 |
| 80 |
4.009 |
3.210 |
0.799 |
20.3% |
0.089 |
2.3% |
90% |
False |
False |
10,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.269 |
|
2.618 |
4.141 |
|
1.618 |
4.063 |
|
1.000 |
4.015 |
|
0.618 |
3.985 |
|
HIGH |
3.937 |
|
0.618 |
3.907 |
|
0.500 |
3.898 |
|
0.382 |
3.889 |
|
LOW |
3.859 |
|
0.618 |
3.811 |
|
1.000 |
3.781 |
|
1.618 |
3.733 |
|
2.618 |
3.655 |
|
4.250 |
3.528 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.919 |
3.915 |
| PP |
3.909 |
3.901 |
| S1 |
3.898 |
3.886 |
|