NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.983 |
4.045 |
0.062 |
1.6% |
3.947 |
| High |
4.044 |
4.049 |
0.005 |
0.1% |
4.044 |
| Low |
3.975 |
3.861 |
-0.114 |
-2.9% |
3.824 |
| Close |
4.026 |
3.880 |
-0.146 |
-3.6% |
4.026 |
| Range |
0.069 |
0.188 |
0.119 |
172.5% |
0.220 |
| ATR |
0.096 |
0.102 |
0.007 |
6.9% |
0.000 |
| Volume |
22,394 |
21,659 |
-735 |
-3.3% |
80,138 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.494 |
4.375 |
3.983 |
|
| R3 |
4.306 |
4.187 |
3.932 |
|
| R2 |
4.118 |
4.118 |
3.914 |
|
| R1 |
3.999 |
3.999 |
3.897 |
3.965 |
| PP |
3.930 |
3.930 |
3.930 |
3.913 |
| S1 |
3.811 |
3.811 |
3.863 |
3.777 |
| S2 |
3.742 |
3.742 |
3.846 |
|
| S3 |
3.554 |
3.623 |
3.828 |
|
| S4 |
3.366 |
3.435 |
3.777 |
|
|
| 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 |
4.049 |
3.832 |
0.217 |
5.6% |
0.109 |
2.8% |
22% |
True |
False |
17,160 |
| 10 |
4.049 |
3.791 |
0.258 |
6.6% |
0.107 |
2.8% |
34% |
True |
False |
21,012 |
| 20 |
4.049 |
3.511 |
0.538 |
13.9% |
0.100 |
2.6% |
69% |
True |
False |
20,113 |
| 40 |
4.049 |
3.210 |
0.839 |
21.6% |
0.095 |
2.4% |
80% |
True |
False |
15,819 |
| 60 |
4.049 |
3.210 |
0.839 |
21.6% |
0.091 |
2.3% |
80% |
True |
False |
13,081 |
| 80 |
4.049 |
3.210 |
0.839 |
21.6% |
0.090 |
2.3% |
80% |
True |
False |
11,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.848 |
|
2.618 |
4.541 |
|
1.618 |
4.353 |
|
1.000 |
4.237 |
|
0.618 |
4.165 |
|
HIGH |
4.049 |
|
0.618 |
3.977 |
|
0.500 |
3.955 |
|
0.382 |
3.933 |
|
LOW |
3.861 |
|
0.618 |
3.745 |
|
1.000 |
3.673 |
|
1.618 |
3.557 |
|
2.618 |
3.369 |
|
4.250 |
3.062 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.955 |
3.955 |
| PP |
3.930 |
3.930 |
| S1 |
3.905 |
3.905 |
|