NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.879 |
3.937 |
0.058 |
1.5% |
3.808 |
| High |
3.937 |
3.999 |
0.062 |
1.6% |
4.009 |
| Low |
3.859 |
3.862 |
0.003 |
0.1% |
3.764 |
| Close |
3.930 |
3.993 |
0.063 |
1.6% |
3.954 |
| Range |
0.078 |
0.137 |
0.059 |
75.6% |
0.245 |
| ATR |
0.095 |
0.098 |
0.003 |
3.2% |
0.000 |
| Volume |
12,316 |
16,656 |
4,340 |
35.2% |
135,108 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.362 |
4.315 |
4.068 |
|
| R3 |
4.225 |
4.178 |
4.031 |
|
| R2 |
4.088 |
4.088 |
4.018 |
|
| R1 |
4.041 |
4.041 |
4.006 |
4.065 |
| PP |
3.951 |
3.951 |
3.951 |
3.963 |
| S1 |
3.904 |
3.904 |
3.980 |
3.928 |
| S2 |
3.814 |
3.814 |
3.968 |
|
| S3 |
3.677 |
3.767 |
3.955 |
|
| S4 |
3.540 |
3.630 |
3.918 |
|
|
| 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 |
4.006 |
3.824 |
0.182 |
4.6% |
0.101 |
2.5% |
93% |
False |
False |
20,863 |
| 10 |
4.009 |
3.764 |
0.245 |
6.1% |
0.098 |
2.5% |
93% |
False |
False |
21,090 |
| 20 |
4.009 |
3.414 |
0.595 |
14.9% |
0.096 |
2.4% |
97% |
False |
False |
19,059 |
| 40 |
4.009 |
3.210 |
0.799 |
20.0% |
0.093 |
2.3% |
98% |
False |
False |
15,072 |
| 60 |
4.009 |
3.210 |
0.799 |
20.0% |
0.089 |
2.2% |
98% |
False |
False |
12,523 |
| 80 |
4.009 |
3.210 |
0.799 |
20.0% |
0.090 |
2.3% |
98% |
False |
False |
10,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.581 |
|
2.618 |
4.358 |
|
1.618 |
4.221 |
|
1.000 |
4.136 |
|
0.618 |
4.084 |
|
HIGH |
3.999 |
|
0.618 |
3.947 |
|
0.500 |
3.931 |
|
0.382 |
3.914 |
|
LOW |
3.862 |
|
0.618 |
3.777 |
|
1.000 |
3.725 |
|
1.618 |
3.640 |
|
2.618 |
3.503 |
|
4.250 |
3.280 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.972 |
3.967 |
| PP |
3.951 |
3.941 |
| S1 |
3.931 |
3.916 |
|