NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.992 |
4.025 |
0.033 |
0.8% |
3.910 |
| High |
4.031 |
4.030 |
-0.001 |
0.0% |
4.031 |
| Low |
3.990 |
3.886 |
-0.104 |
-2.6% |
3.850 |
| Close |
4.015 |
3.899 |
-0.116 |
-2.9% |
4.015 |
| Range |
0.041 |
0.144 |
0.103 |
251.2% |
0.181 |
| ATR |
0.077 |
0.082 |
0.005 |
6.2% |
0.000 |
| Volume |
2,482 |
3,113 |
631 |
25.4% |
12,879 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.370 |
4.279 |
3.978 |
|
| R3 |
4.226 |
4.135 |
3.939 |
|
| R2 |
4.082 |
4.082 |
3.925 |
|
| R1 |
3.991 |
3.991 |
3.912 |
3.965 |
| PP |
3.938 |
3.938 |
3.938 |
3.925 |
| S1 |
3.847 |
3.847 |
3.886 |
3.821 |
| S2 |
3.794 |
3.794 |
3.873 |
|
| S3 |
3.650 |
3.703 |
3.859 |
|
| S4 |
3.506 |
3.559 |
3.820 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.508 |
4.443 |
4.115 |
|
| R3 |
4.327 |
4.262 |
4.065 |
|
| R2 |
4.146 |
4.146 |
4.048 |
|
| R1 |
4.081 |
4.081 |
4.032 |
4.114 |
| PP |
3.965 |
3.965 |
3.965 |
3.982 |
| S1 |
3.900 |
3.900 |
3.998 |
3.933 |
| S2 |
3.784 |
3.784 |
3.982 |
|
| S3 |
3.603 |
3.719 |
3.965 |
|
| S4 |
3.422 |
3.538 |
3.915 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.642 |
|
2.618 |
4.407 |
|
1.618 |
4.263 |
|
1.000 |
4.174 |
|
0.618 |
4.119 |
|
HIGH |
4.030 |
|
0.618 |
3.975 |
|
0.500 |
3.958 |
|
0.382 |
3.941 |
|
LOW |
3.886 |
|
0.618 |
3.797 |
|
1.000 |
3.742 |
|
1.618 |
3.653 |
|
2.618 |
3.509 |
|
4.250 |
3.274 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.958 |
3.959 |
| PP |
3.938 |
3.939 |
| S1 |
3.919 |
3.919 |
|