NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 15-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.924 |
3.880 |
-0.044 |
-1.1% |
3.780 |
High |
3.948 |
3.880 |
-0.068 |
-1.7% |
3.954 |
Low |
3.859 |
3.780 |
-0.079 |
-2.0% |
3.733 |
Close |
3.895 |
3.820 |
-0.075 |
-1.9% |
3.895 |
Range |
0.089 |
0.100 |
0.011 |
12.4% |
0.221 |
ATR |
0.090 |
0.092 |
0.002 |
1.9% |
0.000 |
Volume |
58,808 |
29,034 |
-29,774 |
-50.6% |
143,169 |
|
Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.127 |
4.073 |
3.875 |
|
R3 |
4.027 |
3.973 |
3.848 |
|
R2 |
3.927 |
3.927 |
3.838 |
|
R1 |
3.873 |
3.873 |
3.829 |
3.850 |
PP |
3.827 |
3.827 |
3.827 |
3.815 |
S1 |
3.773 |
3.773 |
3.811 |
3.750 |
S2 |
3.727 |
3.727 |
3.802 |
|
S3 |
3.627 |
3.673 |
3.793 |
|
S4 |
3.527 |
3.573 |
3.765 |
|
|
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 |
3.768 |
0.186 |
4.9% |
0.091 |
2.4% |
28% |
False |
False |
30,653 |
10 |
3.954 |
3.700 |
0.254 |
6.6% |
0.097 |
2.5% |
47% |
False |
False |
31,145 |
20 |
3.954 |
3.390 |
0.564 |
14.8% |
0.084 |
2.2% |
76% |
False |
False |
24,384 |
40 |
3.954 |
3.205 |
0.749 |
19.6% |
0.088 |
2.3% |
82% |
False |
False |
18,405 |
60 |
3.954 |
3.205 |
0.749 |
19.6% |
0.088 |
2.3% |
82% |
False |
False |
15,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.305 |
2.618 |
4.142 |
1.618 |
4.042 |
1.000 |
3.980 |
0.618 |
3.942 |
HIGH |
3.880 |
0.618 |
3.842 |
0.500 |
3.830 |
0.382 |
3.818 |
LOW |
3.780 |
0.618 |
3.718 |
1.000 |
3.680 |
1.618 |
3.618 |
2.618 |
3.518 |
4.250 |
3.355 |
|
|
Fisher Pivots for day following 15-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.830 |
3.867 |
PP |
3.827 |
3.851 |
S1 |
3.823 |
3.836 |
|