NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.891 |
3.941 |
0.050 |
1.3% |
3.880 |
High |
3.945 |
3.984 |
0.039 |
1.0% |
3.984 |
Low |
3.837 |
3.930 |
0.093 |
2.4% |
3.780 |
Close |
3.941 |
3.966 |
0.025 |
0.6% |
3.966 |
Range |
0.108 |
0.054 |
-0.054 |
-50.0% |
0.204 |
ATR |
0.090 |
0.088 |
-0.003 |
-2.9% |
0.000 |
Volume |
23,616 |
27,229 |
3,613 |
15.3% |
122,287 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.122 |
4.098 |
3.996 |
|
R3 |
4.068 |
4.044 |
3.981 |
|
R2 |
4.014 |
4.014 |
3.976 |
|
R1 |
3.990 |
3.990 |
3.971 |
4.002 |
PP |
3.960 |
3.960 |
3.960 |
3.966 |
S1 |
3.936 |
3.936 |
3.961 |
3.948 |
S2 |
3.906 |
3.906 |
3.956 |
|
S3 |
3.852 |
3.882 |
3.951 |
|
S4 |
3.798 |
3.828 |
3.936 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.522 |
4.448 |
4.078 |
|
R3 |
4.318 |
4.244 |
4.022 |
|
R2 |
4.114 |
4.114 |
4.003 |
|
R1 |
4.040 |
4.040 |
3.985 |
4.077 |
PP |
3.910 |
3.910 |
3.910 |
3.929 |
S1 |
3.836 |
3.836 |
3.947 |
3.873 |
S2 |
3.706 |
3.706 |
3.929 |
|
S3 |
3.502 |
3.632 |
3.910 |
|
S4 |
3.298 |
3.428 |
3.854 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.984 |
3.780 |
0.204 |
5.1% |
0.080 |
2.0% |
91% |
True |
False |
24,457 |
10 |
3.984 |
3.733 |
0.251 |
6.3% |
0.085 |
2.1% |
93% |
True |
False |
26,545 |
20 |
3.984 |
3.453 |
0.531 |
13.4% |
0.084 |
2.1% |
97% |
True |
False |
26,637 |
40 |
3.984 |
3.205 |
0.779 |
19.6% |
0.087 |
2.2% |
98% |
True |
False |
20,024 |
60 |
3.984 |
3.205 |
0.779 |
19.6% |
0.088 |
2.2% |
98% |
True |
False |
16,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.214 |
2.618 |
4.125 |
1.618 |
4.071 |
1.000 |
4.038 |
0.618 |
4.017 |
HIGH |
3.984 |
0.618 |
3.963 |
0.500 |
3.957 |
0.382 |
3.951 |
LOW |
3.930 |
0.618 |
3.897 |
1.000 |
3.876 |
1.618 |
3.843 |
2.618 |
3.789 |
4.250 |
3.701 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.963 |
3.945 |
PP |
3.960 |
3.924 |
S1 |
3.957 |
3.903 |
|