NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.995 |
3.898 |
-0.097 |
-2.4% |
3.899 |
| High |
3.995 |
3.938 |
-0.057 |
-1.4% |
4.000 |
| Low |
3.857 |
3.882 |
0.025 |
0.6% |
3.804 |
| Close |
3.863 |
3.930 |
0.067 |
1.7% |
3.983 |
| Range |
0.138 |
0.056 |
-0.082 |
-59.4% |
0.196 |
| ATR |
0.081 |
0.081 |
0.000 |
-0.5% |
0.000 |
| Volume |
4,387 |
6,941 |
2,554 |
58.2% |
29,087 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.085 |
4.063 |
3.961 |
|
| R3 |
4.029 |
4.007 |
3.945 |
|
| R2 |
3.973 |
3.973 |
3.940 |
|
| R1 |
3.951 |
3.951 |
3.935 |
3.962 |
| PP |
3.917 |
3.917 |
3.917 |
3.922 |
| S1 |
3.895 |
3.895 |
3.925 |
3.906 |
| S2 |
3.861 |
3.861 |
3.920 |
|
| S3 |
3.805 |
3.839 |
3.915 |
|
| S4 |
3.749 |
3.783 |
3.899 |
|
|
| 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 |
3.853 |
0.147 |
3.7% |
0.077 |
2.0% |
52% |
False |
False |
5,184 |
| 10 |
4.000 |
3.804 |
0.196 |
5.0% |
0.076 |
1.9% |
64% |
False |
False |
6,773 |
| 20 |
4.000 |
3.592 |
0.408 |
10.4% |
0.080 |
2.0% |
83% |
False |
False |
6,296 |
| 40 |
4.000 |
3.250 |
0.750 |
19.1% |
0.074 |
1.9% |
91% |
False |
False |
4,664 |
| 60 |
4.000 |
3.250 |
0.750 |
19.1% |
0.074 |
1.9% |
91% |
False |
False |
3,622 |
| 80 |
4.000 |
3.250 |
0.750 |
19.1% |
0.072 |
1.8% |
91% |
False |
False |
2,953 |
| 100 |
4.000 |
3.170 |
0.830 |
21.1% |
0.070 |
1.8% |
92% |
False |
False |
2,571 |
| 120 |
4.000 |
3.170 |
0.830 |
21.1% |
0.069 |
1.8% |
92% |
False |
False |
2,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.176 |
|
2.618 |
4.085 |
|
1.618 |
4.029 |
|
1.000 |
3.994 |
|
0.618 |
3.973 |
|
HIGH |
3.938 |
|
0.618 |
3.917 |
|
0.500 |
3.910 |
|
0.382 |
3.903 |
|
LOW |
3.882 |
|
0.618 |
3.847 |
|
1.000 |
3.826 |
|
1.618 |
3.791 |
|
2.618 |
3.735 |
|
4.250 |
3.644 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.923 |
3.930 |
| PP |
3.917 |
3.929 |
| S1 |
3.910 |
3.929 |
|