NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.937 |
3.983 |
0.046 |
1.2% |
3.947 |
High |
3.999 |
4.044 |
0.045 |
1.1% |
4.044 |
Low |
3.862 |
3.975 |
0.113 |
2.9% |
3.824 |
Close |
3.993 |
4.026 |
0.033 |
0.8% |
4.026 |
Range |
0.137 |
0.069 |
-0.068 |
-49.6% |
0.220 |
ATR |
0.098 |
0.096 |
-0.002 |
-2.1% |
0.000 |
Volume |
16,656 |
22,394 |
5,738 |
34.5% |
80,138 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.222 |
4.193 |
4.064 |
|
R3 |
4.153 |
4.124 |
4.045 |
|
R2 |
4.084 |
4.084 |
4.039 |
|
R1 |
4.055 |
4.055 |
4.032 |
4.070 |
PP |
4.015 |
4.015 |
4.015 |
4.022 |
S1 |
3.986 |
3.986 |
4.020 |
4.001 |
S2 |
3.946 |
3.946 |
4.013 |
|
S3 |
3.877 |
3.917 |
4.007 |
|
S4 |
3.808 |
3.848 |
3.988 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.625 |
4.545 |
4.147 |
|
R3 |
4.405 |
4.325 |
4.087 |
|
R2 |
4.185 |
4.185 |
4.066 |
|
R1 |
4.105 |
4.105 |
4.046 |
4.145 |
PP |
3.965 |
3.965 |
3.965 |
3.985 |
S1 |
3.885 |
3.885 |
4.006 |
3.925 |
S2 |
3.745 |
3.745 |
3.986 |
|
S3 |
3.525 |
3.665 |
3.966 |
|
S4 |
3.305 |
3.445 |
3.905 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.044 |
3.824 |
0.220 |
5.5% |
0.096 |
2.4% |
92% |
True |
False |
16,027 |
10 |
4.044 |
3.764 |
0.280 |
7.0% |
0.097 |
2.4% |
94% |
True |
False |
21,524 |
20 |
4.044 |
3.458 |
0.586 |
14.6% |
0.094 |
2.3% |
97% |
True |
False |
19,678 |
40 |
4.044 |
3.210 |
0.834 |
20.7% |
0.092 |
2.3% |
98% |
True |
False |
15,526 |
60 |
4.044 |
3.210 |
0.834 |
20.7% |
0.089 |
2.2% |
98% |
True |
False |
12,808 |
80 |
4.044 |
3.210 |
0.834 |
20.7% |
0.089 |
2.2% |
98% |
True |
False |
11,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.337 |
2.618 |
4.225 |
1.618 |
4.156 |
1.000 |
4.113 |
0.618 |
4.087 |
HIGH |
4.044 |
0.618 |
4.018 |
0.500 |
4.010 |
0.382 |
4.001 |
LOW |
3.975 |
0.618 |
3.932 |
1.000 |
3.906 |
1.618 |
3.863 |
2.618 |
3.794 |
4.250 |
3.682 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
4.021 |
4.001 |
PP |
4.015 |
3.976 |
S1 |
4.010 |
3.952 |
|