NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.913 |
3.939 |
0.026 |
0.7% |
3.866 |
| High |
3.950 |
3.994 |
0.044 |
1.1% |
3.998 |
| Low |
3.883 |
3.912 |
0.029 |
0.7% |
3.810 |
| Close |
3.943 |
3.993 |
0.050 |
1.3% |
3.949 |
| Range |
0.067 |
0.082 |
0.015 |
22.4% |
0.188 |
| ATR |
0.080 |
0.080 |
0.000 |
0.2% |
0.000 |
| Volume |
2,863 |
2,049 |
-814 |
-28.4% |
15,495 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.212 |
4.185 |
4.038 |
|
| R3 |
4.130 |
4.103 |
4.016 |
|
| R2 |
4.048 |
4.048 |
4.008 |
|
| R1 |
4.021 |
4.021 |
4.001 |
4.035 |
| PP |
3.966 |
3.966 |
3.966 |
3.973 |
| S1 |
3.939 |
3.939 |
3.985 |
3.953 |
| S2 |
3.884 |
3.884 |
3.978 |
|
| S3 |
3.802 |
3.857 |
3.970 |
|
| S4 |
3.720 |
3.775 |
3.948 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.483 |
4.404 |
4.052 |
|
| R3 |
4.295 |
4.216 |
4.001 |
|
| R2 |
4.107 |
4.107 |
3.983 |
|
| R1 |
4.028 |
4.028 |
3.966 |
4.068 |
| PP |
3.919 |
3.919 |
3.919 |
3.939 |
| S1 |
3.840 |
3.840 |
3.932 |
3.880 |
| S2 |
3.731 |
3.731 |
3.915 |
|
| S3 |
3.543 |
3.652 |
3.897 |
|
| S4 |
3.355 |
3.464 |
3.846 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.343 |
|
2.618 |
4.209 |
|
1.618 |
4.127 |
|
1.000 |
4.076 |
|
0.618 |
4.045 |
|
HIGH |
3.994 |
|
0.618 |
3.963 |
|
0.500 |
3.953 |
|
0.382 |
3.943 |
|
LOW |
3.912 |
|
0.618 |
3.861 |
|
1.000 |
3.830 |
|
1.618 |
3.779 |
|
2.618 |
3.697 |
|
4.250 |
3.564 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.980 |
3.972 |
| PP |
3.966 |
3.950 |
| S1 |
3.953 |
3.929 |
|