NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.833 |
3.898 |
0.065 |
1.7% |
4.045 |
| High |
3.927 |
3.909 |
-0.018 |
-0.5% |
4.049 |
| Low |
3.810 |
3.810 |
0.000 |
0.0% |
3.810 |
| Close |
3.890 |
3.838 |
-0.052 |
-1.3% |
3.838 |
| Range |
0.117 |
0.099 |
-0.018 |
-15.4% |
0.239 |
| ATR |
0.103 |
0.103 |
0.000 |
-0.3% |
0.000 |
| Volume |
15,072 |
21,272 |
6,200 |
41.1% |
91,643 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.149 |
4.093 |
3.892 |
|
| R3 |
4.050 |
3.994 |
3.865 |
|
| R2 |
3.951 |
3.951 |
3.856 |
|
| R1 |
3.895 |
3.895 |
3.847 |
3.874 |
| PP |
3.852 |
3.852 |
3.852 |
3.842 |
| S1 |
3.796 |
3.796 |
3.829 |
3.775 |
| S2 |
3.753 |
3.753 |
3.820 |
|
| S3 |
3.654 |
3.697 |
3.811 |
|
| S4 |
3.555 |
3.598 |
3.784 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.616 |
4.466 |
3.969 |
|
| R3 |
4.377 |
4.227 |
3.904 |
|
| R2 |
4.138 |
4.138 |
3.882 |
|
| R1 |
3.988 |
3.988 |
3.860 |
3.944 |
| PP |
3.899 |
3.899 |
3.899 |
3.877 |
| S1 |
3.749 |
3.749 |
3.816 |
3.705 |
| S2 |
3.660 |
3.660 |
3.794 |
|
| S3 |
3.421 |
3.510 |
3.772 |
|
| S4 |
3.182 |
3.271 |
3.707 |
|
|
| 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 |
6.2% |
0.121 |
3.2% |
12% |
False |
True |
18,328 |
| 10 |
4.049 |
3.810 |
0.239 |
6.2% |
0.109 |
2.8% |
12% |
False |
True |
17,178 |
| 20 |
4.049 |
3.729 |
0.320 |
8.3% |
0.106 |
2.8% |
34% |
False |
False |
20,691 |
| 40 |
4.049 |
3.224 |
0.825 |
21.5% |
0.097 |
2.5% |
74% |
False |
False |
16,913 |
| 60 |
4.049 |
3.210 |
0.839 |
21.9% |
0.091 |
2.4% |
75% |
False |
False |
13,788 |
| 80 |
4.049 |
3.210 |
0.839 |
21.9% |
0.092 |
2.4% |
75% |
False |
False |
11,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.330 |
|
2.618 |
4.168 |
|
1.618 |
4.069 |
|
1.000 |
4.008 |
|
0.618 |
3.970 |
|
HIGH |
3.909 |
|
0.618 |
3.871 |
|
0.500 |
3.860 |
|
0.382 |
3.848 |
|
LOW |
3.810 |
|
0.618 |
3.749 |
|
1.000 |
3.711 |
|
1.618 |
3.650 |
|
2.618 |
3.551 |
|
4.250 |
3.389 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.860 |
3.890 |
| PP |
3.852 |
3.872 |
| S1 |
3.845 |
3.855 |
|