NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 12-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.888 |
3.936 |
0.048 |
1.2% |
3.831 |
High |
3.962 |
3.963 |
0.001 |
0.0% |
3.963 |
Low |
3.883 |
3.879 |
-0.004 |
-0.1% |
3.764 |
Close |
3.959 |
3.913 |
-0.046 |
-1.2% |
3.913 |
Range |
0.079 |
0.084 |
0.005 |
6.3% |
0.199 |
ATR |
0.080 |
0.080 |
0.000 |
0.3% |
0.000 |
Volume |
5,274 |
15,098 |
9,824 |
186.3% |
38,240 |
|
Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.170 |
4.126 |
3.959 |
|
R3 |
4.086 |
4.042 |
3.936 |
|
R2 |
4.002 |
4.002 |
3.928 |
|
R1 |
3.958 |
3.958 |
3.921 |
3.938 |
PP |
3.918 |
3.918 |
3.918 |
3.909 |
S1 |
3.874 |
3.874 |
3.905 |
3.854 |
S2 |
3.834 |
3.834 |
3.898 |
|
S3 |
3.750 |
3.790 |
3.890 |
|
S4 |
3.666 |
3.706 |
3.867 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.477 |
4.394 |
4.022 |
|
R3 |
4.278 |
4.195 |
3.968 |
|
R2 |
4.079 |
4.079 |
3.949 |
|
R1 |
3.996 |
3.996 |
3.931 |
4.038 |
PP |
3.880 |
3.880 |
3.880 |
3.901 |
S1 |
3.797 |
3.797 |
3.895 |
3.839 |
S2 |
3.681 |
3.681 |
3.877 |
|
S3 |
3.482 |
3.598 |
3.858 |
|
S4 |
3.283 |
3.399 |
3.804 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.963 |
3.764 |
0.199 |
5.1% |
0.083 |
2.1% |
75% |
True |
False |
7,648 |
10 |
3.963 |
3.730 |
0.233 |
6.0% |
0.083 |
2.1% |
79% |
True |
False |
6,960 |
20 |
3.963 |
3.450 |
0.513 |
13.1% |
0.072 |
1.8% |
90% |
True |
False |
5,138 |
40 |
3.963 |
3.250 |
0.713 |
18.2% |
0.075 |
1.9% |
93% |
True |
False |
3,922 |
60 |
3.963 |
3.250 |
0.713 |
18.2% |
0.072 |
1.8% |
93% |
True |
False |
3,046 |
80 |
3.963 |
3.250 |
0.713 |
18.2% |
0.072 |
1.8% |
93% |
True |
False |
2,551 |
100 |
3.963 |
3.170 |
0.793 |
20.3% |
0.069 |
1.8% |
94% |
True |
False |
2,249 |
120 |
3.963 |
3.155 |
0.808 |
20.6% |
0.069 |
1.8% |
94% |
True |
False |
2,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.320 |
2.618 |
4.183 |
1.618 |
4.099 |
1.000 |
4.047 |
0.618 |
4.015 |
HIGH |
3.963 |
0.618 |
3.931 |
0.500 |
3.921 |
0.382 |
3.911 |
LOW |
3.879 |
0.618 |
3.827 |
1.000 |
3.795 |
1.618 |
3.743 |
2.618 |
3.659 |
4.250 |
3.522 |
|
|
Fisher Pivots for day following 12-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.921 |
3.913 |
PP |
3.918 |
3.913 |
S1 |
3.916 |
3.913 |
|