NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 17-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.845 |
3.829 |
-0.016 |
-0.4% |
3.780 |
High |
3.855 |
3.894 |
0.039 |
1.0% |
3.954 |
Low |
3.791 |
3.821 |
0.030 |
0.8% |
3.733 |
Close |
3.829 |
3.888 |
0.059 |
1.5% |
3.895 |
Range |
0.064 |
0.073 |
0.009 |
14.1% |
0.221 |
ATR |
0.090 |
0.089 |
-0.001 |
-1.4% |
0.000 |
Volume |
23,653 |
18,755 |
-4,898 |
-20.7% |
143,169 |
|
Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.087 |
4.060 |
3.928 |
|
R3 |
4.014 |
3.987 |
3.908 |
|
R2 |
3.941 |
3.941 |
3.901 |
|
R1 |
3.914 |
3.914 |
3.895 |
3.928 |
PP |
3.868 |
3.868 |
3.868 |
3.874 |
S1 |
3.841 |
3.841 |
3.881 |
3.855 |
S2 |
3.795 |
3.795 |
3.875 |
|
S3 |
3.722 |
3.768 |
3.868 |
|
S4 |
3.649 |
3.695 |
3.848 |
|
|
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% |
0.084 |
2.2% |
62% |
False |
False |
29,928 |
10 |
3.954 |
3.717 |
0.237 |
6.1% |
0.086 |
2.2% |
72% |
False |
False |
26,453 |
20 |
3.954 |
3.390 |
0.564 |
14.5% |
0.084 |
2.2% |
88% |
False |
False |
25,243 |
40 |
3.954 |
3.205 |
0.749 |
19.3% |
0.087 |
2.2% |
91% |
False |
False |
19,204 |
60 |
3.954 |
3.205 |
0.749 |
19.3% |
0.088 |
2.3% |
91% |
False |
False |
15,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.204 |
2.618 |
4.085 |
1.618 |
4.012 |
1.000 |
3.967 |
0.618 |
3.939 |
HIGH |
3.894 |
0.618 |
3.866 |
0.500 |
3.858 |
0.382 |
3.849 |
LOW |
3.821 |
0.618 |
3.776 |
1.000 |
3.748 |
1.618 |
3.703 |
2.618 |
3.630 |
4.250 |
3.511 |
|
|
Fisher Pivots for day following 17-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.878 |
3.871 |
PP |
3.868 |
3.854 |
S1 |
3.858 |
3.837 |
|