NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.898 |
3.935 |
0.037 |
0.9% |
3.899 |
| High |
3.938 |
3.940 |
0.002 |
0.1% |
4.000 |
| Low |
3.882 |
3.835 |
-0.047 |
-1.2% |
3.804 |
| Close |
3.930 |
3.860 |
-0.070 |
-1.8% |
3.983 |
| Range |
0.056 |
0.105 |
0.049 |
87.5% |
0.196 |
| ATR |
0.081 |
0.083 |
0.002 |
2.1% |
0.000 |
| Volume |
6,941 |
2,757 |
-4,184 |
-60.3% |
29,087 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.193 |
4.132 |
3.918 |
|
| R3 |
4.088 |
4.027 |
3.889 |
|
| R2 |
3.983 |
3.983 |
3.879 |
|
| R1 |
3.922 |
3.922 |
3.870 |
3.900 |
| PP |
3.878 |
3.878 |
3.878 |
3.868 |
| S1 |
3.817 |
3.817 |
3.850 |
3.795 |
| S2 |
3.773 |
3.773 |
3.841 |
|
| S3 |
3.668 |
3.712 |
3.831 |
|
| S4 |
3.563 |
3.607 |
3.802 |
|
|
| 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 |
3.835 |
0.165 |
4.3% |
0.086 |
2.2% |
15% |
False |
True |
5,112 |
| 10 |
4.000 |
3.804 |
0.196 |
5.1% |
0.080 |
2.1% |
29% |
False |
False |
6,354 |
| 20 |
4.000 |
3.653 |
0.347 |
9.0% |
0.080 |
2.1% |
60% |
False |
False |
6,334 |
| 40 |
4.000 |
3.250 |
0.750 |
19.4% |
0.076 |
2.0% |
81% |
False |
False |
4,697 |
| 60 |
4.000 |
3.250 |
0.750 |
19.4% |
0.075 |
1.9% |
81% |
False |
False |
3,640 |
| 80 |
4.000 |
3.250 |
0.750 |
19.4% |
0.073 |
1.9% |
81% |
False |
False |
2,977 |
| 100 |
4.000 |
3.170 |
0.830 |
21.5% |
0.071 |
1.8% |
83% |
False |
False |
2,590 |
| 120 |
4.000 |
3.170 |
0.830 |
21.5% |
0.070 |
1.8% |
83% |
False |
False |
2,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.386 |
|
2.618 |
4.215 |
|
1.618 |
4.110 |
|
1.000 |
4.045 |
|
0.618 |
4.005 |
|
HIGH |
3.940 |
|
0.618 |
3.900 |
|
0.500 |
3.888 |
|
0.382 |
3.875 |
|
LOW |
3.835 |
|
0.618 |
3.770 |
|
1.000 |
3.730 |
|
1.618 |
3.665 |
|
2.618 |
3.560 |
|
4.250 |
3.389 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.888 |
3.915 |
| PP |
3.878 |
3.897 |
| S1 |
3.869 |
3.878 |
|