NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.490 |
3.442 |
-0.048 |
-1.4% |
3.380 |
| High |
3.519 |
3.500 |
-0.019 |
-0.5% |
3.638 |
| Low |
3.408 |
3.398 |
-0.010 |
-0.3% |
3.327 |
| Close |
3.437 |
3.470 |
0.033 |
1.0% |
3.611 |
| Range |
0.111 |
0.102 |
-0.009 |
-8.1% |
0.311 |
| ATR |
0.122 |
0.121 |
-0.001 |
-1.2% |
0.000 |
| Volume |
186,120 |
156,496 |
-29,624 |
-15.9% |
992,941 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.762 |
3.718 |
3.526 |
|
| R3 |
3.660 |
3.616 |
3.498 |
|
| R2 |
3.558 |
3.558 |
3.489 |
|
| R1 |
3.514 |
3.514 |
3.479 |
3.536 |
| PP |
3.456 |
3.456 |
3.456 |
3.467 |
| S1 |
3.412 |
3.412 |
3.461 |
3.434 |
| S2 |
3.354 |
3.354 |
3.451 |
|
| S3 |
3.252 |
3.310 |
3.442 |
|
| S4 |
3.150 |
3.208 |
3.414 |
|
|
| 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 |
3.398 |
0.240 |
6.9% |
0.121 |
3.5% |
30% |
False |
True |
185,405 |
| 10 |
3.638 |
3.327 |
0.311 |
9.0% |
0.117 |
3.4% |
46% |
False |
False |
185,124 |
| 20 |
3.638 |
2.923 |
0.715 |
20.6% |
0.118 |
3.4% |
77% |
False |
False |
170,202 |
| 40 |
3.638 |
2.790 |
0.848 |
24.4% |
0.119 |
3.4% |
80% |
False |
False |
117,669 |
| 60 |
3.638 |
2.790 |
0.848 |
24.4% |
0.119 |
3.4% |
80% |
False |
False |
97,195 |
| 80 |
3.638 |
2.790 |
0.848 |
24.4% |
0.119 |
3.4% |
80% |
False |
False |
80,264 |
| 100 |
3.638 |
2.650 |
0.988 |
28.5% |
0.116 |
3.3% |
83% |
False |
False |
68,238 |
| 120 |
3.638 |
2.650 |
0.988 |
28.5% |
0.113 |
3.3% |
83% |
False |
False |
59,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.934 |
|
2.618 |
3.767 |
|
1.618 |
3.665 |
|
1.000 |
3.602 |
|
0.618 |
3.563 |
|
HIGH |
3.500 |
|
0.618 |
3.461 |
|
0.500 |
3.449 |
|
0.382 |
3.437 |
|
LOW |
3.398 |
|
0.618 |
3.335 |
|
1.000 |
3.296 |
|
1.618 |
3.233 |
|
2.618 |
3.131 |
|
4.250 |
2.965 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.463 |
3.499 |
| PP |
3.456 |
3.489 |
| S1 |
3.449 |
3.480 |
|