NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.886 |
3.973 |
0.087 |
2.2% |
3.899 |
| High |
3.964 |
4.000 |
0.036 |
0.9% |
4.000 |
| Low |
3.873 |
3.959 |
0.086 |
2.2% |
3.804 |
| Close |
3.960 |
3.983 |
0.023 |
0.6% |
3.983 |
| Range |
0.091 |
0.041 |
-0.050 |
-54.9% |
0.196 |
| ATR |
0.080 |
0.077 |
-0.003 |
-3.5% |
0.000 |
| Volume |
6,075 |
5,402 |
-673 |
-11.1% |
29,087 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.104 |
4.084 |
4.006 |
|
| R3 |
4.063 |
4.043 |
3.994 |
|
| R2 |
4.022 |
4.022 |
3.991 |
|
| R1 |
4.002 |
4.002 |
3.987 |
4.012 |
| PP |
3.981 |
3.981 |
3.981 |
3.986 |
| S1 |
3.961 |
3.961 |
3.979 |
3.971 |
| S2 |
3.940 |
3.940 |
3.975 |
|
| S3 |
3.899 |
3.920 |
3.972 |
|
| S4 |
3.858 |
3.879 |
3.960 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.517 |
4.446 |
4.091 |
|
| R3 |
4.321 |
4.250 |
4.037 |
|
| R2 |
4.125 |
4.125 |
4.019 |
|
| R1 |
4.054 |
4.054 |
4.001 |
4.090 |
| PP |
3.929 |
3.929 |
3.929 |
3.947 |
| S1 |
3.858 |
3.858 |
3.965 |
3.894 |
| S2 |
3.733 |
3.733 |
3.947 |
|
| S3 |
3.537 |
3.662 |
3.929 |
|
| S4 |
3.341 |
3.466 |
3.875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.000 |
3.804 |
0.196 |
4.9% |
0.067 |
1.7% |
91% |
True |
False |
5,817 |
| 10 |
4.000 |
3.764 |
0.236 |
5.9% |
0.075 |
1.9% |
93% |
True |
False |
6,732 |
| 20 |
4.000 |
3.494 |
0.506 |
12.7% |
0.075 |
1.9% |
97% |
True |
False |
6,119 |
| 40 |
4.000 |
3.250 |
0.750 |
18.8% |
0.075 |
1.9% |
98% |
True |
False |
4,469 |
| 60 |
4.000 |
3.250 |
0.750 |
18.8% |
0.073 |
1.8% |
98% |
True |
False |
3,458 |
| 80 |
4.000 |
3.250 |
0.750 |
18.8% |
0.072 |
1.8% |
98% |
True |
False |
2,872 |
| 100 |
4.000 |
3.170 |
0.830 |
20.8% |
0.070 |
1.8% |
98% |
True |
False |
2,482 |
| 120 |
4.000 |
3.170 |
0.830 |
20.8% |
0.069 |
1.7% |
98% |
True |
False |
2,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.174 |
|
2.618 |
4.107 |
|
1.618 |
4.066 |
|
1.000 |
4.041 |
|
0.618 |
4.025 |
|
HIGH |
4.000 |
|
0.618 |
3.984 |
|
0.500 |
3.980 |
|
0.382 |
3.975 |
|
LOW |
3.959 |
|
0.618 |
3.934 |
|
1.000 |
3.918 |
|
1.618 |
3.893 |
|
2.618 |
3.852 |
|
4.250 |
3.785 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.982 |
3.964 |
| PP |
3.981 |
3.945 |
| S1 |
3.980 |
3.927 |
|