NYMEX Natural Gas Future March 2013
Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.938 |
3.833 |
-0.105 |
-2.7% |
3.947 |
High |
3.969 |
3.927 |
-0.042 |
-1.1% |
4.044 |
Low |
3.852 |
3.810 |
-0.042 |
-1.1% |
3.824 |
Close |
3.875 |
3.890 |
0.015 |
0.4% |
4.026 |
Range |
0.117 |
0.117 |
0.000 |
0.0% |
0.220 |
ATR |
0.102 |
0.103 |
0.001 |
1.0% |
0.000 |
Volume |
15,577 |
15,072 |
-505 |
-3.2% |
80,138 |
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.227 |
4.175 |
3.954 |
|
R3 |
4.110 |
4.058 |
3.922 |
|
R2 |
3.993 |
3.993 |
3.911 |
|
R1 |
3.941 |
3.941 |
3.901 |
3.967 |
PP |
3.876 |
3.876 |
3.876 |
3.889 |
S1 |
3.824 |
3.824 |
3.879 |
3.850 |
S2 |
3.759 |
3.759 |
3.869 |
|
S3 |
3.642 |
3.707 |
3.858 |
|
S4 |
3.525 |
3.590 |
3.826 |
|
|
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 |
3.810 |
0.239 |
6.1% |
0.115 |
3.0% |
33% |
False |
True |
18,553 |
10 |
4.049 |
3.810 |
0.239 |
6.1% |
0.108 |
2.8% |
33% |
False |
True |
19,708 |
20 |
4.049 |
3.688 |
0.361 |
9.3% |
0.104 |
2.7% |
56% |
False |
False |
20,678 |
40 |
4.049 |
3.224 |
0.825 |
21.2% |
0.097 |
2.5% |
81% |
False |
False |
16,556 |
60 |
4.049 |
3.210 |
0.839 |
21.6% |
0.092 |
2.4% |
81% |
False |
False |
13,536 |
80 |
4.049 |
3.210 |
0.839 |
21.6% |
0.091 |
2.4% |
81% |
False |
False |
11,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.424 |
2.618 |
4.233 |
1.618 |
4.116 |
1.000 |
4.044 |
0.618 |
3.999 |
HIGH |
3.927 |
0.618 |
3.882 |
0.500 |
3.869 |
0.382 |
3.855 |
LOW |
3.810 |
0.618 |
3.738 |
1.000 |
3.693 |
1.618 |
3.621 |
2.618 |
3.504 |
4.250 |
3.313 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.883 |
3.890 |
PP |
3.876 |
3.890 |
S1 |
3.869 |
3.890 |
|