NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 16-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.880 |
3.845 |
-0.035 |
-0.9% |
3.780 |
High |
3.880 |
3.855 |
-0.025 |
-0.6% |
3.954 |
Low |
3.780 |
3.791 |
0.011 |
0.3% |
3.733 |
Close |
3.820 |
3.829 |
0.009 |
0.2% |
3.895 |
Range |
0.100 |
0.064 |
-0.036 |
-36.0% |
0.221 |
ATR |
0.092 |
0.090 |
-0.002 |
-2.2% |
0.000 |
Volume |
29,034 |
23,653 |
-5,381 |
-18.5% |
143,169 |
|
Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.017 |
3.987 |
3.864 |
|
R3 |
3.953 |
3.923 |
3.847 |
|
R2 |
3.889 |
3.889 |
3.841 |
|
R1 |
3.859 |
3.859 |
3.835 |
3.842 |
PP |
3.825 |
3.825 |
3.825 |
3.817 |
S1 |
3.795 |
3.795 |
3.823 |
3.778 |
S2 |
3.761 |
3.761 |
3.817 |
|
S3 |
3.697 |
3.731 |
3.811 |
|
S4 |
3.633 |
3.667 |
3.794 |
|
|
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 |
3.780 |
0.174 |
4.5% |
0.081 |
2.1% |
28% |
False |
False |
31,806 |
10 |
3.954 |
3.700 |
0.254 |
6.6% |
0.090 |
2.4% |
51% |
False |
False |
28,360 |
20 |
3.954 |
3.390 |
0.564 |
14.7% |
0.083 |
2.2% |
78% |
False |
False |
24,975 |
40 |
3.954 |
3.205 |
0.749 |
19.6% |
0.087 |
2.3% |
83% |
False |
False |
18,848 |
60 |
3.954 |
3.205 |
0.749 |
19.6% |
0.088 |
2.3% |
83% |
False |
False |
15,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.127 |
2.618 |
4.023 |
1.618 |
3.959 |
1.000 |
3.919 |
0.618 |
3.895 |
HIGH |
3.855 |
0.618 |
3.831 |
0.500 |
3.823 |
0.382 |
3.815 |
LOW |
3.791 |
0.618 |
3.751 |
1.000 |
3.727 |
1.618 |
3.687 |
2.618 |
3.623 |
4.250 |
3.519 |
|
|
Fisher Pivots for day following 16-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.827 |
3.864 |
PP |
3.825 |
3.852 |
S1 |
3.823 |
3.841 |
|