NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.611 |
3.593 |
-0.018 |
-0.5% |
3.380 |
| High |
3.638 |
3.600 |
-0.038 |
-1.0% |
3.638 |
| Low |
3.563 |
3.447 |
-0.116 |
-3.3% |
3.327 |
| Close |
3.611 |
3.486 |
-0.125 |
-3.5% |
3.611 |
| Range |
0.075 |
0.153 |
0.078 |
104.0% |
0.311 |
| ATR |
0.120 |
0.123 |
0.003 |
2.6% |
0.000 |
| Volume |
136,671 |
154,521 |
17,850 |
13.1% |
992,941 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.970 |
3.881 |
3.570 |
|
| R3 |
3.817 |
3.728 |
3.528 |
|
| R2 |
3.664 |
3.664 |
3.514 |
|
| R1 |
3.575 |
3.575 |
3.500 |
3.543 |
| PP |
3.511 |
3.511 |
3.511 |
3.495 |
| S1 |
3.422 |
3.422 |
3.472 |
3.390 |
| S2 |
3.358 |
3.358 |
3.458 |
|
| S3 |
3.205 |
3.269 |
3.444 |
|
| S4 |
3.052 |
3.116 |
3.402 |
|
|
| 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 |
3.346 |
0.292 |
8.4% |
0.129 |
3.7% |
48% |
False |
False |
200,806 |
| 10 |
3.638 |
3.327 |
0.311 |
8.9% |
0.128 |
3.7% |
51% |
False |
False |
187,968 |
| 20 |
3.638 |
2.923 |
0.715 |
20.5% |
0.119 |
3.4% |
79% |
False |
False |
162,779 |
| 40 |
3.638 |
2.790 |
0.848 |
24.3% |
0.119 |
3.4% |
82% |
False |
False |
111,009 |
| 60 |
3.638 |
2.790 |
0.848 |
24.3% |
0.118 |
3.4% |
82% |
False |
False |
92,850 |
| 80 |
3.638 |
2.790 |
0.848 |
24.3% |
0.119 |
3.4% |
82% |
False |
False |
76,600 |
| 100 |
3.638 |
2.650 |
0.988 |
28.3% |
0.116 |
3.3% |
85% |
False |
False |
65,175 |
| 120 |
3.638 |
2.650 |
0.988 |
28.3% |
0.113 |
3.2% |
85% |
False |
False |
56,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.250 |
|
2.618 |
4.001 |
|
1.618 |
3.848 |
|
1.000 |
3.753 |
|
0.618 |
3.695 |
|
HIGH |
3.600 |
|
0.618 |
3.542 |
|
0.500 |
3.524 |
|
0.382 |
3.505 |
|
LOW |
3.447 |
|
0.618 |
3.352 |
|
1.000 |
3.294 |
|
1.618 |
3.199 |
|
2.618 |
3.046 |
|
4.250 |
2.797 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.524 |
3.543 |
| PP |
3.511 |
3.524 |
| S1 |
3.499 |
3.505 |
|