NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.941 |
3.963 |
0.022 |
0.6% |
3.880 |
High |
3.984 |
3.982 |
-0.002 |
-0.1% |
3.984 |
Low |
3.930 |
3.829 |
-0.101 |
-2.6% |
3.780 |
Close |
3.966 |
3.841 |
-0.125 |
-3.2% |
3.966 |
Range |
0.054 |
0.153 |
0.099 |
183.3% |
0.204 |
ATR |
0.088 |
0.092 |
0.005 |
5.3% |
0.000 |
Volume |
27,229 |
23,278 |
-3,951 |
-14.5% |
122,287 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.343 |
4.245 |
3.925 |
|
R3 |
4.190 |
4.092 |
3.883 |
|
R2 |
4.037 |
4.037 |
3.869 |
|
R1 |
3.939 |
3.939 |
3.855 |
3.912 |
PP |
3.884 |
3.884 |
3.884 |
3.870 |
S1 |
3.786 |
3.786 |
3.827 |
3.759 |
S2 |
3.731 |
3.731 |
3.813 |
|
S3 |
3.578 |
3.633 |
3.799 |
|
S4 |
3.425 |
3.480 |
3.757 |
|
|
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 |
3.791 |
0.193 |
5.0% |
0.090 |
2.4% |
26% |
False |
False |
23,306 |
10 |
3.984 |
3.768 |
0.216 |
5.6% |
0.091 |
2.4% |
34% |
False |
False |
26,980 |
20 |
3.984 |
3.505 |
0.479 |
12.5% |
0.089 |
2.3% |
70% |
False |
False |
27,082 |
40 |
3.984 |
3.205 |
0.779 |
20.3% |
0.087 |
2.3% |
82% |
False |
False |
20,354 |
60 |
3.984 |
3.205 |
0.779 |
20.3% |
0.090 |
2.3% |
82% |
False |
False |
16,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.632 |
2.618 |
4.383 |
1.618 |
4.230 |
1.000 |
4.135 |
0.618 |
4.077 |
HIGH |
3.982 |
0.618 |
3.924 |
0.500 |
3.906 |
0.382 |
3.887 |
LOW |
3.829 |
0.618 |
3.734 |
1.000 |
3.676 |
1.618 |
3.581 |
2.618 |
3.428 |
4.250 |
3.179 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.906 |
3.907 |
PP |
3.884 |
3.885 |
S1 |
3.863 |
3.863 |
|