NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 24-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.846 |
3.909 |
0.063 |
1.6% |
3.880 |
High |
3.917 |
3.921 |
0.004 |
0.1% |
3.984 |
Low |
3.843 |
3.814 |
-0.029 |
-0.8% |
3.780 |
Close |
3.909 |
3.837 |
-0.072 |
-1.8% |
3.966 |
Range |
0.074 |
0.107 |
0.033 |
44.6% |
0.204 |
ATR |
0.091 |
0.092 |
0.001 |
1.2% |
0.000 |
Volume |
25,702 |
17,187 |
-8,515 |
-33.1% |
122,287 |
|
Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.178 |
4.115 |
3.896 |
|
R3 |
4.071 |
4.008 |
3.866 |
|
R2 |
3.964 |
3.964 |
3.857 |
|
R1 |
3.901 |
3.901 |
3.847 |
3.879 |
PP |
3.857 |
3.857 |
3.857 |
3.847 |
S1 |
3.794 |
3.794 |
3.827 |
3.772 |
S2 |
3.750 |
3.750 |
3.817 |
|
S3 |
3.643 |
3.687 |
3.808 |
|
S4 |
3.536 |
3.580 |
3.778 |
|
|
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 |
3.814 |
0.170 |
4.4% |
0.099 |
2.6% |
14% |
False |
True |
23,402 |
10 |
3.984 |
3.780 |
0.204 |
5.3% |
0.091 |
2.4% |
28% |
False |
False |
26,665 |
20 |
3.984 |
3.622 |
0.362 |
9.4% |
0.090 |
2.4% |
59% |
False |
False |
27,734 |
40 |
3.984 |
3.205 |
0.779 |
20.3% |
0.088 |
2.3% |
81% |
False |
False |
21,038 |
60 |
3.984 |
3.205 |
0.779 |
20.3% |
0.090 |
2.3% |
81% |
False |
False |
17,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.376 |
2.618 |
4.201 |
1.618 |
4.094 |
1.000 |
4.028 |
0.618 |
3.987 |
HIGH |
3.921 |
0.618 |
3.880 |
0.500 |
3.868 |
0.382 |
3.855 |
LOW |
3.814 |
0.618 |
3.748 |
1.000 |
3.707 |
1.618 |
3.641 |
2.618 |
3.534 |
4.250 |
3.359 |
|
|
Fisher Pivots for day following 24-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.868 |
3.898 |
PP |
3.857 |
3.878 |
S1 |
3.847 |
3.857 |
|