NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.906 |
3.872 |
-0.034 |
-0.9% |
3.995 |
| High |
3.906 |
3.872 |
-0.034 |
-0.9% |
3.995 |
| Low |
3.800 |
3.807 |
0.007 |
0.2% |
3.800 |
| Close |
3.882 |
3.834 |
-0.048 |
-1.2% |
3.834 |
| Range |
0.106 |
0.065 |
-0.041 |
-38.7% |
0.195 |
| ATR |
0.084 |
0.084 |
-0.001 |
-0.8% |
0.000 |
| Volume |
4,468 |
5,206 |
738 |
16.5% |
23,759 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.033 |
3.998 |
3.870 |
|
| R3 |
3.968 |
3.933 |
3.852 |
|
| R2 |
3.903 |
3.903 |
3.846 |
|
| R1 |
3.868 |
3.868 |
3.840 |
3.853 |
| PP |
3.838 |
3.838 |
3.838 |
3.830 |
| S1 |
3.803 |
3.803 |
3.828 |
3.788 |
| S2 |
3.773 |
3.773 |
3.822 |
|
| S3 |
3.708 |
3.738 |
3.816 |
|
| S4 |
3.643 |
3.673 |
3.798 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.461 |
4.343 |
3.941 |
|
| R3 |
4.266 |
4.148 |
3.888 |
|
| R2 |
4.071 |
4.071 |
3.870 |
|
| R1 |
3.953 |
3.953 |
3.852 |
3.915 |
| PP |
3.876 |
3.876 |
3.876 |
3.857 |
| S1 |
3.758 |
3.758 |
3.816 |
3.720 |
| S2 |
3.681 |
3.681 |
3.798 |
|
| S3 |
3.486 |
3.563 |
3.780 |
|
| S4 |
3.291 |
3.368 |
3.727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.995 |
3.800 |
0.195 |
5.1% |
0.094 |
2.5% |
17% |
False |
False |
4,751 |
| 10 |
4.000 |
3.800 |
0.200 |
5.2% |
0.081 |
2.1% |
17% |
False |
False |
5,284 |
| 20 |
4.000 |
3.730 |
0.270 |
7.0% |
0.082 |
2.1% |
39% |
False |
False |
6,122 |
| 40 |
4.000 |
3.275 |
0.725 |
18.9% |
0.076 |
2.0% |
77% |
False |
False |
4,843 |
| 60 |
4.000 |
3.250 |
0.750 |
19.6% |
0.074 |
1.9% |
78% |
False |
False |
3,748 |
| 80 |
4.000 |
3.250 |
0.750 |
19.6% |
0.074 |
1.9% |
78% |
False |
False |
3,087 |
| 100 |
4.000 |
3.170 |
0.830 |
21.6% |
0.072 |
1.9% |
80% |
False |
False |
2,674 |
| 120 |
4.000 |
3.170 |
0.830 |
21.6% |
0.070 |
1.8% |
80% |
False |
False |
2,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.148 |
|
2.618 |
4.042 |
|
1.618 |
3.977 |
|
1.000 |
3.937 |
|
0.618 |
3.912 |
|
HIGH |
3.872 |
|
0.618 |
3.847 |
|
0.500 |
3.840 |
|
0.382 |
3.832 |
|
LOW |
3.807 |
|
0.618 |
3.767 |
|
1.000 |
3.742 |
|
1.618 |
3.702 |
|
2.618 |
3.637 |
|
4.250 |
3.531 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.840 |
3.870 |
| PP |
3.838 |
3.858 |
| S1 |
3.836 |
3.846 |
|