NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.963 |
3.846 |
-0.117 |
-3.0% |
3.880 |
High |
3.982 |
3.917 |
-0.065 |
-1.6% |
3.984 |
Low |
3.829 |
3.843 |
0.014 |
0.4% |
3.780 |
Close |
3.841 |
3.909 |
0.068 |
1.8% |
3.966 |
Range |
0.153 |
0.074 |
-0.079 |
-51.6% |
0.204 |
ATR |
0.092 |
0.091 |
-0.001 |
-1.3% |
0.000 |
Volume |
23,278 |
25,702 |
2,424 |
10.4% |
122,287 |
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.112 |
4.084 |
3.950 |
|
R3 |
4.038 |
4.010 |
3.929 |
|
R2 |
3.964 |
3.964 |
3.923 |
|
R1 |
3.936 |
3.936 |
3.916 |
3.950 |
PP |
3.890 |
3.890 |
3.890 |
3.897 |
S1 |
3.862 |
3.862 |
3.902 |
3.876 |
S2 |
3.816 |
3.816 |
3.895 |
|
S3 |
3.742 |
3.788 |
3.889 |
|
S4 |
3.668 |
3.714 |
3.868 |
|
|
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 |
3.821 |
0.163 |
4.2% |
0.092 |
2.4% |
54% |
False |
False |
23,716 |
10 |
3.984 |
3.780 |
0.204 |
5.2% |
0.087 |
2.2% |
63% |
False |
False |
27,761 |
20 |
3.984 |
3.550 |
0.434 |
11.1% |
0.090 |
2.3% |
83% |
False |
False |
27,864 |
40 |
3.984 |
3.205 |
0.779 |
19.9% |
0.087 |
2.2% |
90% |
False |
False |
20,810 |
60 |
3.984 |
3.205 |
0.779 |
19.9% |
0.089 |
2.3% |
90% |
False |
False |
16,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.232 |
2.618 |
4.111 |
1.618 |
4.037 |
1.000 |
3.991 |
0.618 |
3.963 |
HIGH |
3.917 |
0.618 |
3.889 |
0.500 |
3.880 |
0.382 |
3.871 |
LOW |
3.843 |
0.618 |
3.797 |
1.000 |
3.769 |
1.618 |
3.723 |
2.618 |
3.649 |
4.250 |
3.529 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.899 |
3.908 |
PP |
3.890 |
3.907 |
S1 |
3.880 |
3.907 |
|