NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 12-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.870 |
3.924 |
0.054 |
1.4% |
3.780 |
High |
3.954 |
3.948 |
-0.006 |
-0.2% |
3.954 |
Low |
3.862 |
3.859 |
-0.003 |
-0.1% |
3.733 |
Close |
3.940 |
3.895 |
-0.045 |
-1.1% |
3.895 |
Range |
0.092 |
0.089 |
-0.003 |
-3.3% |
0.221 |
ATR |
0.091 |
0.090 |
0.000 |
-0.1% |
0.000 |
Volume |
19,392 |
58,808 |
39,416 |
203.3% |
143,169 |
|
Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.168 |
4.120 |
3.944 |
|
R3 |
4.079 |
4.031 |
3.919 |
|
R2 |
3.990 |
3.990 |
3.911 |
|
R1 |
3.942 |
3.942 |
3.903 |
3.922 |
PP |
3.901 |
3.901 |
3.901 |
3.890 |
S1 |
3.853 |
3.853 |
3.887 |
3.833 |
S2 |
3.812 |
3.812 |
3.879 |
|
S3 |
3.723 |
3.764 |
3.871 |
|
S4 |
3.634 |
3.675 |
3.846 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.524 |
4.430 |
4.017 |
|
R3 |
4.303 |
4.209 |
3.956 |
|
R2 |
4.082 |
4.082 |
3.936 |
|
R1 |
3.988 |
3.988 |
3.915 |
4.035 |
PP |
3.861 |
3.861 |
3.861 |
3.884 |
S1 |
3.767 |
3.767 |
3.875 |
3.814 |
S2 |
3.640 |
3.640 |
3.854 |
|
S3 |
3.419 |
3.546 |
3.834 |
|
S4 |
3.198 |
3.325 |
3.773 |
|
|
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 |
5.7% |
0.090 |
2.3% |
73% |
False |
False |
28,633 |
10 |
3.954 |
3.700 |
0.254 |
6.5% |
0.093 |
2.4% |
77% |
False |
False |
30,897 |
20 |
3.954 |
3.390 |
0.564 |
14.5% |
0.083 |
2.1% |
90% |
False |
False |
23,501 |
40 |
3.954 |
3.205 |
0.749 |
19.2% |
0.086 |
2.2% |
92% |
False |
False |
17,879 |
60 |
3.954 |
3.205 |
0.749 |
19.2% |
0.087 |
2.2% |
92% |
False |
False |
15,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.326 |
2.618 |
4.181 |
1.618 |
4.092 |
1.000 |
4.037 |
0.618 |
4.003 |
HIGH |
3.948 |
0.618 |
3.914 |
0.500 |
3.904 |
0.382 |
3.893 |
LOW |
3.859 |
0.618 |
3.804 |
1.000 |
3.770 |
1.618 |
3.715 |
2.618 |
3.626 |
4.250 |
3.481 |
|
|
Fisher Pivots for day following 12-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.904 |
3.897 |
PP |
3.901 |
3.896 |
S1 |
3.898 |
3.896 |
|