NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.973 |
3.995 |
0.022 |
0.6% |
3.899 |
| High |
4.000 |
3.995 |
-0.005 |
-0.1% |
4.000 |
| Low |
3.959 |
3.857 |
-0.102 |
-2.6% |
3.804 |
| Close |
3.983 |
3.863 |
-0.120 |
-3.0% |
3.983 |
| Range |
0.041 |
0.138 |
0.097 |
236.6% |
0.196 |
| ATR |
0.077 |
0.081 |
0.004 |
5.7% |
0.000 |
| Volume |
5,402 |
4,387 |
-1,015 |
-18.8% |
29,087 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.319 |
4.229 |
3.939 |
|
| R3 |
4.181 |
4.091 |
3.901 |
|
| R2 |
4.043 |
4.043 |
3.888 |
|
| R1 |
3.953 |
3.953 |
3.876 |
3.929 |
| PP |
3.905 |
3.905 |
3.905 |
3.893 |
| S1 |
3.815 |
3.815 |
3.850 |
3.791 |
| S2 |
3.767 |
3.767 |
3.838 |
|
| S3 |
3.629 |
3.677 |
3.825 |
|
| S4 |
3.491 |
3.539 |
3.787 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.517 |
4.446 |
4.091 |
|
| R3 |
4.321 |
4.250 |
4.037 |
|
| R2 |
4.125 |
4.125 |
4.019 |
|
| R1 |
4.054 |
4.054 |
4.001 |
4.090 |
| PP |
3.929 |
3.929 |
3.929 |
3.947 |
| S1 |
3.858 |
3.858 |
3.965 |
3.894 |
| S2 |
3.733 |
3.733 |
3.947 |
|
| S3 |
3.537 |
3.662 |
3.929 |
|
| S4 |
3.341 |
3.466 |
3.875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.000 |
3.816 |
0.184 |
4.8% |
0.076 |
2.0% |
26% |
False |
False |
4,979 |
| 10 |
4.000 |
3.796 |
0.204 |
5.3% |
0.080 |
2.1% |
33% |
False |
False |
6,587 |
| 20 |
4.000 |
3.550 |
0.450 |
11.6% |
0.079 |
2.0% |
70% |
False |
False |
6,044 |
| 40 |
4.000 |
3.250 |
0.750 |
19.4% |
0.075 |
1.9% |
82% |
False |
False |
4,525 |
| 60 |
4.000 |
3.250 |
0.750 |
19.4% |
0.075 |
1.9% |
82% |
False |
False |
3,518 |
| 80 |
4.000 |
3.250 |
0.750 |
19.4% |
0.072 |
1.9% |
82% |
False |
False |
2,901 |
| 100 |
4.000 |
3.170 |
0.830 |
21.5% |
0.070 |
1.8% |
83% |
False |
False |
2,513 |
| 120 |
4.000 |
3.170 |
0.830 |
21.5% |
0.069 |
1.8% |
83% |
False |
False |
2,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.582 |
|
2.618 |
4.356 |
|
1.618 |
4.218 |
|
1.000 |
4.133 |
|
0.618 |
4.080 |
|
HIGH |
3.995 |
|
0.618 |
3.942 |
|
0.500 |
3.926 |
|
0.382 |
3.910 |
|
LOW |
3.857 |
|
0.618 |
3.772 |
|
1.000 |
3.719 |
|
1.618 |
3.634 |
|
2.618 |
3.496 |
|
4.250 |
3.271 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.926 |
3.929 |
| PP |
3.905 |
3.907 |
| S1 |
3.884 |
3.885 |
|