NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.442 |
3.478 |
0.036 |
1.0% |
3.380 |
| High |
3.500 |
3.591 |
0.091 |
2.6% |
3.638 |
| Low |
3.398 |
3.401 |
0.003 |
0.1% |
3.327 |
| Close |
3.470 |
3.587 |
0.117 |
3.4% |
3.611 |
| Range |
0.102 |
0.190 |
0.088 |
86.3% |
0.311 |
| ATR |
0.121 |
0.126 |
0.005 |
4.1% |
0.000 |
| Volume |
156,496 |
205,527 |
49,031 |
31.3% |
992,941 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.096 |
4.032 |
3.692 |
|
| R3 |
3.906 |
3.842 |
3.639 |
|
| R2 |
3.716 |
3.716 |
3.622 |
|
| R1 |
3.652 |
3.652 |
3.604 |
3.684 |
| PP |
3.526 |
3.526 |
3.526 |
3.543 |
| S1 |
3.462 |
3.462 |
3.570 |
3.494 |
| S2 |
3.336 |
3.336 |
3.552 |
|
| S3 |
3.146 |
3.272 |
3.535 |
|
| S4 |
2.956 |
3.082 |
3.483 |
|
|
| 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 |
6.7% |
0.126 |
3.5% |
79% |
False |
False |
167,867 |
| 10 |
3.638 |
3.327 |
0.311 |
8.7% |
0.125 |
3.5% |
84% |
False |
False |
187,059 |
| 20 |
3.638 |
2.950 |
0.688 |
19.2% |
0.125 |
3.5% |
93% |
False |
False |
175,646 |
| 40 |
3.638 |
2.790 |
0.848 |
23.6% |
0.121 |
3.4% |
94% |
False |
False |
121,142 |
| 60 |
3.638 |
2.790 |
0.848 |
23.6% |
0.120 |
3.3% |
94% |
False |
False |
100,187 |
| 80 |
3.638 |
2.790 |
0.848 |
23.6% |
0.120 |
3.3% |
94% |
False |
False |
82,562 |
| 100 |
3.638 |
2.650 |
0.988 |
27.5% |
0.117 |
3.3% |
95% |
False |
False |
70,159 |
| 120 |
3.638 |
2.650 |
0.988 |
27.5% |
0.114 |
3.2% |
95% |
False |
False |
61,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.399 |
|
2.618 |
4.088 |
|
1.618 |
3.898 |
|
1.000 |
3.781 |
|
0.618 |
3.708 |
|
HIGH |
3.591 |
|
0.618 |
3.518 |
|
0.500 |
3.496 |
|
0.382 |
3.474 |
|
LOW |
3.401 |
|
0.618 |
3.284 |
|
1.000 |
3.211 |
|
1.618 |
3.094 |
|
2.618 |
2.904 |
|
4.250 |
2.594 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.557 |
3.556 |
| PP |
3.526 |
3.525 |
| S1 |
3.496 |
3.495 |
|