NYMEX Natural Gas Future July 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 |
3.970 |
3.974 |
0.004 |
0.1% |
3.976 |
| High |
4.008 |
4.015 |
0.007 |
0.2% |
4.071 |
| Low |
3.951 |
3.909 |
-0.042 |
-1.1% |
3.887 |
| Close |
4.003 |
3.935 |
-0.068 |
-1.7% |
4.052 |
| Range |
0.057 |
0.106 |
0.049 |
86.0% |
0.184 |
| ATR |
|
|
|
|
|
| Volume |
1,476 |
1,170 |
-306 |
-20.7% |
16,019 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.271 |
4.209 |
3.993 |
|
| R3 |
4.165 |
4.103 |
3.964 |
|
| R2 |
4.059 |
4.059 |
3.954 |
|
| R1 |
3.997 |
3.997 |
3.945 |
3.975 |
| PP |
3.953 |
3.953 |
3.953 |
3.942 |
| S1 |
3.891 |
3.891 |
3.925 |
3.869 |
| S2 |
3.847 |
3.847 |
3.916 |
|
| S3 |
3.741 |
3.785 |
3.906 |
|
| S4 |
3.635 |
3.679 |
3.877 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.555 |
4.488 |
4.153 |
|
| R3 |
4.371 |
4.304 |
4.103 |
|
| R2 |
4.187 |
4.187 |
4.086 |
|
| R1 |
4.120 |
4.120 |
4.069 |
4.154 |
| PP |
4.003 |
4.003 |
4.003 |
4.020 |
| S1 |
3.936 |
3.936 |
4.035 |
3.970 |
| S2 |
3.819 |
3.819 |
4.018 |
|
| S3 |
3.635 |
3.752 |
4.001 |
|
| S4 |
3.451 |
3.568 |
3.951 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.466 |
|
2.618 |
4.293 |
|
1.618 |
4.187 |
|
1.000 |
4.121 |
|
0.618 |
4.081 |
|
HIGH |
4.015 |
|
0.618 |
3.975 |
|
0.500 |
3.962 |
|
0.382 |
3.949 |
|
LOW |
3.909 |
|
0.618 |
3.843 |
|
1.000 |
3.803 |
|
1.618 |
3.737 |
|
2.618 |
3.631 |
|
4.250 |
3.459 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.962 |
3.988 |
| PP |
3.953 |
3.970 |
| S1 |
3.944 |
3.953 |
|