NYMEX Natural Gas Future June 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 |
3.922 |
3.955 |
0.033 |
0.8% |
3.910 |
| High |
3.968 |
3.980 |
0.012 |
0.3% |
4.031 |
| Low |
3.918 |
3.871 |
-0.047 |
-1.2% |
3.850 |
| Close |
3.964 |
3.896 |
-0.068 |
-1.7% |
4.015 |
| Range |
0.050 |
0.109 |
0.059 |
118.0% |
0.181 |
| ATR |
0.081 |
0.083 |
0.002 |
2.5% |
0.000 |
| Volume |
1,635 |
1,656 |
21 |
1.3% |
12,879 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.243 |
4.178 |
3.956 |
|
| R3 |
4.134 |
4.069 |
3.926 |
|
| R2 |
4.025 |
4.025 |
3.916 |
|
| R1 |
3.960 |
3.960 |
3.906 |
3.938 |
| PP |
3.916 |
3.916 |
3.916 |
3.905 |
| S1 |
3.851 |
3.851 |
3.886 |
3.829 |
| S2 |
3.807 |
3.807 |
3.876 |
|
| S3 |
3.698 |
3.742 |
3.866 |
|
| S4 |
3.589 |
3.633 |
3.836 |
|
|
| 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 |
4.443 |
|
2.618 |
4.265 |
|
1.618 |
4.156 |
|
1.000 |
4.089 |
|
0.618 |
4.047 |
|
HIGH |
3.980 |
|
0.618 |
3.938 |
|
0.500 |
3.926 |
|
0.382 |
3.913 |
|
LOW |
3.871 |
|
0.618 |
3.804 |
|
1.000 |
3.762 |
|
1.618 |
3.695 |
|
2.618 |
3.586 |
|
4.250 |
3.408 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.926 |
3.951 |
| PP |
3.916 |
3.932 |
| S1 |
3.906 |
3.914 |
|