NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.483 |
3.611 |
0.128 |
3.7% |
3.380 |
| High |
3.634 |
3.638 |
0.004 |
0.1% |
3.638 |
| Low |
3.468 |
3.563 |
0.095 |
2.7% |
3.327 |
| Close |
3.604 |
3.611 |
0.007 |
0.2% |
3.611 |
| Range |
0.166 |
0.075 |
-0.091 |
-54.8% |
0.311 |
| ATR |
0.124 |
0.120 |
-0.003 |
-2.8% |
0.000 |
| Volume |
293,220 |
136,671 |
-156,549 |
-53.4% |
992,941 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.829 |
3.795 |
3.652 |
|
| R3 |
3.754 |
3.720 |
3.632 |
|
| R2 |
3.679 |
3.679 |
3.625 |
|
| R1 |
3.645 |
3.645 |
3.618 |
3.649 |
| PP |
3.604 |
3.604 |
3.604 |
3.606 |
| S1 |
3.570 |
3.570 |
3.604 |
3.574 |
| S2 |
3.529 |
3.529 |
3.597 |
|
| S3 |
3.454 |
3.495 |
3.590 |
|
| S4 |
3.379 |
3.420 |
3.570 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.458 |
4.346 |
3.782 |
|
| R3 |
4.147 |
4.035 |
3.697 |
|
| R2 |
3.836 |
3.836 |
3.668 |
|
| R1 |
3.724 |
3.724 |
3.640 |
3.780 |
| PP |
3.525 |
3.525 |
3.525 |
3.554 |
| S1 |
3.413 |
3.413 |
3.582 |
3.469 |
| S2 |
3.214 |
3.214 |
3.554 |
|
| S3 |
2.903 |
3.102 |
3.525 |
|
| S4 |
2.592 |
2.791 |
3.440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.638 |
3.327 |
0.311 |
8.6% |
0.119 |
3.3% |
91% |
True |
False |
198,588 |
| 10 |
3.638 |
3.325 |
0.313 |
8.7% |
0.129 |
3.6% |
91% |
True |
False |
193,541 |
| 20 |
3.638 |
2.923 |
0.715 |
19.8% |
0.117 |
3.2% |
96% |
True |
False |
158,607 |
| 40 |
3.638 |
2.790 |
0.848 |
23.5% |
0.117 |
3.2% |
97% |
True |
False |
108,898 |
| 60 |
3.638 |
2.790 |
0.848 |
23.5% |
0.118 |
3.3% |
97% |
True |
False |
90,967 |
| 80 |
3.638 |
2.790 |
0.848 |
23.5% |
0.118 |
3.3% |
97% |
True |
False |
74,921 |
| 100 |
3.638 |
2.650 |
0.988 |
27.4% |
0.115 |
3.2% |
97% |
True |
False |
63,783 |
| 120 |
3.638 |
2.634 |
1.004 |
27.8% |
0.112 |
3.1% |
97% |
True |
False |
55,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.957 |
|
2.618 |
3.834 |
|
1.618 |
3.759 |
|
1.000 |
3.713 |
|
0.618 |
3.684 |
|
HIGH |
3.638 |
|
0.618 |
3.609 |
|
0.500 |
3.601 |
|
0.382 |
3.592 |
|
LOW |
3.563 |
|
0.618 |
3.517 |
|
1.000 |
3.488 |
|
1.618 |
3.442 |
|
2.618 |
3.367 |
|
4.250 |
3.244 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.608 |
3.586 |
| PP |
3.604 |
3.560 |
| S1 |
3.601 |
3.535 |
|