NYMEX Natural Gas Future April 2013
Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.821 |
3.864 |
0.043 |
1.1% |
3.963 |
High |
3.890 |
3.875 |
-0.015 |
-0.4% |
3.982 |
Low |
3.773 |
3.779 |
0.006 |
0.2% |
3.773 |
Close |
3.857 |
3.806 |
-0.051 |
-1.3% |
3.806 |
Range |
0.117 |
0.096 |
-0.021 |
-17.9% |
0.209 |
ATR |
0.094 |
0.094 |
0.000 |
0.1% |
0.000 |
Volume |
18,558 |
23,980 |
5,422 |
29.2% |
108,705 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.108 |
4.053 |
3.859 |
|
R3 |
4.012 |
3.957 |
3.832 |
|
R2 |
3.916 |
3.916 |
3.824 |
|
R1 |
3.861 |
3.861 |
3.815 |
3.841 |
PP |
3.820 |
3.820 |
3.820 |
3.810 |
S1 |
3.765 |
3.765 |
3.797 |
3.745 |
S2 |
3.724 |
3.724 |
3.788 |
|
S3 |
3.628 |
3.669 |
3.780 |
|
S4 |
3.532 |
3.573 |
3.753 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.481 |
4.352 |
3.921 |
|
R3 |
4.272 |
4.143 |
3.863 |
|
R2 |
4.063 |
4.063 |
3.844 |
|
R1 |
3.934 |
3.934 |
3.825 |
3.894 |
PP |
3.854 |
3.854 |
3.854 |
3.834 |
S1 |
3.725 |
3.725 |
3.787 |
3.685 |
S2 |
3.645 |
3.645 |
3.768 |
|
S3 |
3.436 |
3.516 |
3.749 |
|
S4 |
3.227 |
3.307 |
3.691 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.982 |
3.773 |
0.209 |
5.5% |
0.109 |
2.9% |
16% |
False |
False |
21,741 |
10 |
3.984 |
3.773 |
0.211 |
5.5% |
0.095 |
2.5% |
16% |
False |
False |
23,099 |
20 |
3.984 |
3.700 |
0.284 |
7.5% |
0.094 |
2.5% |
37% |
False |
False |
26,998 |
40 |
3.984 |
3.224 |
0.760 |
20.0% |
0.089 |
2.3% |
77% |
False |
False |
21,637 |
60 |
3.984 |
3.205 |
0.779 |
20.5% |
0.089 |
2.3% |
77% |
False |
False |
17,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.283 |
2.618 |
4.126 |
1.618 |
4.030 |
1.000 |
3.971 |
0.618 |
3.934 |
HIGH |
3.875 |
0.618 |
3.838 |
0.500 |
3.827 |
0.382 |
3.816 |
LOW |
3.779 |
0.618 |
3.720 |
1.000 |
3.683 |
1.618 |
3.624 |
2.618 |
3.528 |
4.250 |
3.371 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.827 |
3.847 |
PP |
3.820 |
3.833 |
S1 |
3.813 |
3.820 |
|