NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.867 |
3.880 |
0.013 |
0.3% |
3.831 |
| High |
3.867 |
3.912 |
0.045 |
1.2% |
3.963 |
| Low |
3.816 |
3.853 |
0.037 |
1.0% |
3.764 |
| Close |
3.852 |
3.908 |
0.056 |
1.5% |
3.913 |
| Range |
0.051 |
0.059 |
0.008 |
15.7% |
0.199 |
| ATR |
0.080 |
0.079 |
-0.001 |
-1.8% |
0.000 |
| Volume |
5,915 |
3,116 |
-2,799 |
-47.3% |
38,240 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.068 |
4.047 |
3.940 |
|
| R3 |
4.009 |
3.988 |
3.924 |
|
| R2 |
3.950 |
3.950 |
3.919 |
|
| R1 |
3.929 |
3.929 |
3.913 |
3.940 |
| PP |
3.891 |
3.891 |
3.891 |
3.896 |
| S1 |
3.870 |
3.870 |
3.903 |
3.881 |
| S2 |
3.832 |
3.832 |
3.897 |
|
| S3 |
3.773 |
3.811 |
3.892 |
|
| S4 |
3.714 |
3.752 |
3.876 |
|
|
| 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 |
3.804 |
0.159 |
4.1% |
0.074 |
1.9% |
65% |
False |
False |
7,596 |
| 10 |
3.963 |
3.759 |
0.204 |
5.2% |
0.075 |
1.9% |
73% |
False |
False |
6,894 |
| 20 |
3.963 |
3.453 |
0.510 |
13.1% |
0.075 |
1.9% |
89% |
False |
False |
5,754 |
| 40 |
3.963 |
3.250 |
0.713 |
18.2% |
0.075 |
1.9% |
92% |
False |
False |
4,267 |
| 60 |
3.963 |
3.250 |
0.713 |
18.2% |
0.073 |
1.9% |
92% |
False |
False |
3,294 |
| 80 |
3.963 |
3.250 |
0.713 |
18.2% |
0.072 |
1.8% |
92% |
False |
False |
2,743 |
| 100 |
3.963 |
3.170 |
0.793 |
20.3% |
0.070 |
1.8% |
93% |
False |
False |
2,394 |
| 120 |
3.963 |
3.170 |
0.793 |
20.3% |
0.069 |
1.8% |
93% |
False |
False |
2,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.163 |
|
2.618 |
4.066 |
|
1.618 |
4.007 |
|
1.000 |
3.971 |
|
0.618 |
3.948 |
|
HIGH |
3.912 |
|
0.618 |
3.889 |
|
0.500 |
3.883 |
|
0.382 |
3.876 |
|
LOW |
3.853 |
|
0.618 |
3.817 |
|
1.000 |
3.794 |
|
1.618 |
3.758 |
|
2.618 |
3.699 |
|
4.250 |
3.602 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.900 |
3.891 |
| PP |
3.891 |
3.875 |
| S1 |
3.883 |
3.858 |
|