NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.593 |
3.490 |
-0.103 |
-2.9% |
3.380 |
| High |
3.600 |
3.519 |
-0.081 |
-2.3% |
3.638 |
| Low |
3.447 |
3.408 |
-0.039 |
-1.1% |
3.327 |
| Close |
3.486 |
3.437 |
-0.049 |
-1.4% |
3.611 |
| Range |
0.153 |
0.111 |
-0.042 |
-27.5% |
0.311 |
| ATR |
0.123 |
0.122 |
-0.001 |
-0.7% |
0.000 |
| Volume |
154,521 |
186,120 |
31,599 |
20.4% |
992,941 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.788 |
3.723 |
3.498 |
|
| R3 |
3.677 |
3.612 |
3.468 |
|
| R2 |
3.566 |
3.566 |
3.457 |
|
| R1 |
3.501 |
3.501 |
3.447 |
3.478 |
| PP |
3.455 |
3.455 |
3.455 |
3.443 |
| S1 |
3.390 |
3.390 |
3.427 |
3.367 |
| S2 |
3.344 |
3.344 |
3.417 |
|
| S3 |
3.233 |
3.279 |
3.406 |
|
| S4 |
3.122 |
3.168 |
3.376 |
|
|
| 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 |
3.408 |
0.230 |
6.7% |
0.118 |
3.4% |
13% |
False |
True |
196,361 |
| 10 |
3.638 |
3.327 |
0.311 |
9.0% |
0.124 |
3.6% |
35% |
False |
False |
187,103 |
| 20 |
3.638 |
2.923 |
0.715 |
20.8% |
0.118 |
3.4% |
72% |
False |
False |
167,167 |
| 40 |
3.638 |
2.790 |
0.848 |
24.7% |
0.119 |
3.5% |
76% |
False |
False |
114,697 |
| 60 |
3.638 |
2.790 |
0.848 |
24.7% |
0.118 |
3.4% |
76% |
False |
False |
95,031 |
| 80 |
3.638 |
2.790 |
0.848 |
24.7% |
0.119 |
3.5% |
76% |
False |
False |
78,502 |
| 100 |
3.638 |
2.650 |
0.988 |
28.7% |
0.116 |
3.4% |
80% |
False |
False |
66,855 |
| 120 |
3.638 |
2.650 |
0.988 |
28.7% |
0.113 |
3.3% |
80% |
False |
False |
58,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.991 |
|
2.618 |
3.810 |
|
1.618 |
3.699 |
|
1.000 |
3.630 |
|
0.618 |
3.588 |
|
HIGH |
3.519 |
|
0.618 |
3.477 |
|
0.500 |
3.464 |
|
0.382 |
3.450 |
|
LOW |
3.408 |
|
0.618 |
3.339 |
|
1.000 |
3.297 |
|
1.618 |
3.228 |
|
2.618 |
3.117 |
|
4.250 |
2.936 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.464 |
3.523 |
| PP |
3.455 |
3.494 |
| S1 |
3.446 |
3.466 |
|