NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.935 |
3.906 |
-0.029 |
-0.7% |
3.899 |
| High |
3.940 |
3.906 |
-0.034 |
-0.9% |
4.000 |
| Low |
3.835 |
3.800 |
-0.035 |
-0.9% |
3.804 |
| Close |
3.860 |
3.882 |
0.022 |
0.6% |
3.983 |
| Range |
0.105 |
0.106 |
0.001 |
1.0% |
0.196 |
| ATR |
0.083 |
0.084 |
0.002 |
2.0% |
0.000 |
| Volume |
2,757 |
4,468 |
1,711 |
62.1% |
29,087 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.181 |
4.137 |
3.940 |
|
| R3 |
4.075 |
4.031 |
3.911 |
|
| R2 |
3.969 |
3.969 |
3.901 |
|
| R1 |
3.925 |
3.925 |
3.892 |
3.894 |
| PP |
3.863 |
3.863 |
3.863 |
3.847 |
| S1 |
3.819 |
3.819 |
3.872 |
3.788 |
| S2 |
3.757 |
3.757 |
3.863 |
|
| S3 |
3.651 |
3.713 |
3.853 |
|
| S4 |
3.545 |
3.607 |
3.824 |
|
|
| 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 |
3.800 |
0.200 |
5.2% |
0.089 |
2.3% |
41% |
False |
True |
4,791 |
| 10 |
4.000 |
3.800 |
0.200 |
5.2% |
0.083 |
2.1% |
41% |
False |
True |
6,273 |
| 20 |
4.000 |
3.699 |
0.301 |
7.8% |
0.082 |
2.1% |
61% |
False |
False |
6,223 |
| 40 |
4.000 |
3.275 |
0.725 |
18.7% |
0.076 |
2.0% |
84% |
False |
False |
4,766 |
| 60 |
4.000 |
3.250 |
0.750 |
19.3% |
0.076 |
1.9% |
84% |
False |
False |
3,680 |
| 80 |
4.000 |
3.250 |
0.750 |
19.3% |
0.074 |
1.9% |
84% |
False |
False |
3,029 |
| 100 |
4.000 |
3.170 |
0.830 |
21.4% |
0.072 |
1.8% |
86% |
False |
False |
2,630 |
| 120 |
4.000 |
3.170 |
0.830 |
21.4% |
0.070 |
1.8% |
86% |
False |
False |
2,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.357 |
|
2.618 |
4.184 |
|
1.618 |
4.078 |
|
1.000 |
4.012 |
|
0.618 |
3.972 |
|
HIGH |
3.906 |
|
0.618 |
3.866 |
|
0.500 |
3.853 |
|
0.382 |
3.840 |
|
LOW |
3.800 |
|
0.618 |
3.734 |
|
1.000 |
3.694 |
|
1.618 |
3.628 |
|
2.618 |
3.522 |
|
4.250 |
3.350 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.872 |
3.878 |
| PP |
3.863 |
3.874 |
| S1 |
3.853 |
3.870 |
|