NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 11-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.900 |
3.870 |
-0.030 |
-0.8% |
3.787 |
High |
3.900 |
3.954 |
0.054 |
1.4% |
3.870 |
Low |
3.840 |
3.862 |
0.022 |
0.6% |
3.700 |
Close |
3.870 |
3.940 |
0.070 |
1.8% |
3.780 |
Range |
0.060 |
0.092 |
0.032 |
53.3% |
0.170 |
ATR |
0.090 |
0.091 |
0.000 |
0.1% |
0.000 |
Volume |
28,146 |
19,392 |
-8,754 |
-31.1% |
165,810 |
|
Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.195 |
4.159 |
3.991 |
|
R3 |
4.103 |
4.067 |
3.965 |
|
R2 |
4.011 |
4.011 |
3.957 |
|
R1 |
3.975 |
3.975 |
3.948 |
3.993 |
PP |
3.919 |
3.919 |
3.919 |
3.928 |
S1 |
3.883 |
3.883 |
3.932 |
3.901 |
S2 |
3.827 |
3.827 |
3.923 |
|
S3 |
3.735 |
3.791 |
3.915 |
|
S4 |
3.643 |
3.699 |
3.889 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.293 |
4.207 |
3.874 |
|
R3 |
4.123 |
4.037 |
3.827 |
|
R2 |
3.953 |
3.953 |
3.811 |
|
R1 |
3.867 |
3.867 |
3.796 |
3.825 |
PP |
3.783 |
3.783 |
3.783 |
3.763 |
S1 |
3.697 |
3.697 |
3.764 |
3.655 |
S2 |
3.613 |
3.613 |
3.749 |
|
S3 |
3.443 |
3.527 |
3.733 |
|
S4 |
3.273 |
3.357 |
3.687 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.954 |
3.733 |
0.221 |
5.6% |
0.087 |
2.2% |
94% |
True |
False |
21,676 |
10 |
3.954 |
3.668 |
0.286 |
7.3% |
0.091 |
2.3% |
95% |
True |
False |
28,146 |
20 |
3.954 |
3.390 |
0.564 |
14.3% |
0.084 |
2.1% |
98% |
True |
False |
21,535 |
40 |
3.954 |
3.205 |
0.749 |
19.0% |
0.087 |
2.2% |
98% |
True |
False |
16,584 |
60 |
3.954 |
3.205 |
0.749 |
19.0% |
0.087 |
2.2% |
98% |
True |
False |
14,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.345 |
2.618 |
4.195 |
1.618 |
4.103 |
1.000 |
4.046 |
0.618 |
4.011 |
HIGH |
3.954 |
0.618 |
3.919 |
0.500 |
3.908 |
0.382 |
3.897 |
LOW |
3.862 |
0.618 |
3.805 |
1.000 |
3.770 |
1.618 |
3.713 |
2.618 |
3.621 |
4.250 |
3.471 |
|
|
Fisher Pivots for day following 11-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.929 |
3.914 |
PP |
3.919 |
3.887 |
S1 |
3.908 |
3.861 |
|