NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.478 |
3.584 |
0.106 |
3.0% |
3.593 |
| High |
3.591 |
3.647 |
0.056 |
1.6% |
3.647 |
| Low |
3.401 |
3.559 |
0.158 |
4.6% |
3.398 |
| Close |
3.587 |
3.617 |
0.030 |
0.8% |
3.617 |
| Range |
0.190 |
0.088 |
-0.102 |
-53.7% |
0.249 |
| ATR |
0.126 |
0.123 |
-0.003 |
-2.1% |
0.000 |
| Volume |
205,527 |
122,775 |
-82,752 |
-40.3% |
825,439 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.872 |
3.832 |
3.665 |
|
| R3 |
3.784 |
3.744 |
3.641 |
|
| R2 |
3.696 |
3.696 |
3.633 |
|
| R1 |
3.656 |
3.656 |
3.625 |
3.676 |
| PP |
3.608 |
3.608 |
3.608 |
3.618 |
| S1 |
3.568 |
3.568 |
3.609 |
3.588 |
| S2 |
3.520 |
3.520 |
3.601 |
|
| S3 |
3.432 |
3.480 |
3.593 |
|
| S4 |
3.344 |
3.392 |
3.569 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.301 |
4.208 |
3.754 |
|
| R3 |
4.052 |
3.959 |
3.685 |
|
| R2 |
3.803 |
3.803 |
3.663 |
|
| R1 |
3.710 |
3.710 |
3.640 |
3.757 |
| PP |
3.554 |
3.554 |
3.554 |
3.577 |
| S1 |
3.461 |
3.461 |
3.594 |
3.508 |
| S2 |
3.305 |
3.305 |
3.571 |
|
| S3 |
3.056 |
3.212 |
3.549 |
|
| S4 |
2.807 |
2.963 |
3.480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.647 |
3.398 |
0.249 |
6.9% |
0.129 |
3.6% |
88% |
True |
False |
165,087 |
| 10 |
3.647 |
3.327 |
0.320 |
8.8% |
0.124 |
3.4% |
91% |
True |
False |
181,838 |
| 20 |
3.647 |
3.000 |
0.647 |
17.9% |
0.123 |
3.4% |
95% |
True |
False |
176,046 |
| 40 |
3.647 |
2.790 |
0.857 |
23.7% |
0.120 |
3.3% |
96% |
True |
False |
123,204 |
| 60 |
3.647 |
2.790 |
0.857 |
23.7% |
0.120 |
3.3% |
96% |
True |
False |
101,658 |
| 80 |
3.647 |
2.790 |
0.857 |
23.7% |
0.119 |
3.3% |
96% |
True |
False |
83,842 |
| 100 |
3.647 |
2.650 |
0.997 |
27.6% |
0.117 |
3.2% |
97% |
True |
False |
71,244 |
| 120 |
3.647 |
2.650 |
0.997 |
27.6% |
0.114 |
3.1% |
97% |
True |
False |
62,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.021 |
|
2.618 |
3.877 |
|
1.618 |
3.789 |
|
1.000 |
3.735 |
|
0.618 |
3.701 |
|
HIGH |
3.647 |
|
0.618 |
3.613 |
|
0.500 |
3.603 |
|
0.382 |
3.593 |
|
LOW |
3.559 |
|
0.618 |
3.505 |
|
1.000 |
3.471 |
|
1.618 |
3.417 |
|
2.618 |
3.329 |
|
4.250 |
3.185 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.612 |
3.586 |
| PP |
3.608 |
3.554 |
| S1 |
3.603 |
3.523 |
|