NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
4.045 |
3.878 |
-0.167 |
-4.1% |
3.947 |
| High |
4.049 |
3.964 |
-0.085 |
-2.1% |
4.044 |
| Low |
3.861 |
3.878 |
0.017 |
0.4% |
3.824 |
| Close |
3.880 |
3.952 |
0.072 |
1.9% |
4.026 |
| Range |
0.188 |
0.086 |
-0.102 |
-54.3% |
0.220 |
| ATR |
0.102 |
0.101 |
-0.001 |
-1.1% |
0.000 |
| Volume |
21,659 |
18,063 |
-3,596 |
-16.6% |
80,138 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.189 |
4.157 |
3.999 |
|
| R3 |
4.103 |
4.071 |
3.976 |
|
| R2 |
4.017 |
4.017 |
3.968 |
|
| R1 |
3.985 |
3.985 |
3.960 |
4.001 |
| PP |
3.931 |
3.931 |
3.931 |
3.940 |
| S1 |
3.899 |
3.899 |
3.944 |
3.915 |
| S2 |
3.845 |
3.845 |
3.936 |
|
| S3 |
3.759 |
3.813 |
3.928 |
|
| S4 |
3.673 |
3.727 |
3.905 |
|
|
| 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 |
3.859 |
0.190 |
4.8% |
0.112 |
2.8% |
49% |
False |
False |
18,217 |
| 10 |
4.049 |
3.824 |
0.225 |
5.7% |
0.103 |
2.6% |
57% |
False |
False |
21,355 |
| 20 |
4.049 |
3.557 |
0.492 |
12.4% |
0.102 |
2.6% |
80% |
False |
False |
20,481 |
| 40 |
4.049 |
3.210 |
0.839 |
21.2% |
0.094 |
2.4% |
88% |
False |
False |
16,123 |
| 60 |
4.049 |
3.210 |
0.839 |
21.2% |
0.091 |
2.3% |
88% |
False |
False |
13,290 |
| 80 |
4.049 |
3.210 |
0.839 |
21.2% |
0.090 |
2.3% |
88% |
False |
False |
11,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.330 |
|
2.618 |
4.189 |
|
1.618 |
4.103 |
|
1.000 |
4.050 |
|
0.618 |
4.017 |
|
HIGH |
3.964 |
|
0.618 |
3.931 |
|
0.500 |
3.921 |
|
0.382 |
3.911 |
|
LOW |
3.878 |
|
0.618 |
3.825 |
|
1.000 |
3.792 |
|
1.618 |
3.739 |
|
2.618 |
3.653 |
|
4.250 |
3.513 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.942 |
3.955 |
| PP |
3.931 |
3.954 |
| S1 |
3.921 |
3.953 |
|