NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.909 |
3.821 |
-0.088 |
-2.3% |
3.880 |
High |
3.921 |
3.890 |
-0.031 |
-0.8% |
3.984 |
Low |
3.814 |
3.773 |
-0.041 |
-1.1% |
3.780 |
Close |
3.837 |
3.857 |
0.020 |
0.5% |
3.966 |
Range |
0.107 |
0.117 |
0.010 |
9.3% |
0.204 |
ATR |
0.092 |
0.094 |
0.002 |
1.9% |
0.000 |
Volume |
17,187 |
18,558 |
1,371 |
8.0% |
122,287 |
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.191 |
4.141 |
3.921 |
|
R3 |
4.074 |
4.024 |
3.889 |
|
R2 |
3.957 |
3.957 |
3.878 |
|
R1 |
3.907 |
3.907 |
3.868 |
3.932 |
PP |
3.840 |
3.840 |
3.840 |
3.853 |
S1 |
3.790 |
3.790 |
3.846 |
3.815 |
S2 |
3.723 |
3.723 |
3.836 |
|
S3 |
3.606 |
3.673 |
3.825 |
|
S4 |
3.489 |
3.556 |
3.793 |
|
|
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 |
3.773 |
0.211 |
5.5% |
0.101 |
2.6% |
40% |
False |
True |
22,390 |
10 |
3.984 |
3.773 |
0.211 |
5.5% |
0.094 |
2.4% |
40% |
False |
True |
26,582 |
20 |
3.984 |
3.668 |
0.316 |
8.2% |
0.093 |
2.4% |
60% |
False |
False |
27,364 |
40 |
3.984 |
3.224 |
0.760 |
19.7% |
0.089 |
2.3% |
83% |
False |
False |
21,317 |
60 |
3.984 |
3.205 |
0.779 |
20.2% |
0.090 |
2.3% |
84% |
False |
False |
17,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.387 |
2.618 |
4.196 |
1.618 |
4.079 |
1.000 |
4.007 |
0.618 |
3.962 |
HIGH |
3.890 |
0.618 |
3.845 |
0.500 |
3.832 |
0.382 |
3.818 |
LOW |
3.773 |
0.618 |
3.701 |
1.000 |
3.656 |
1.618 |
3.584 |
2.618 |
3.467 |
4.250 |
3.276 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.849 |
3.854 |
PP |
3.840 |
3.850 |
S1 |
3.832 |
3.847 |
|