NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.584 |
3.617 |
0.033 |
0.9% |
3.593 |
| High |
3.647 |
3.648 |
0.001 |
0.0% |
3.647 |
| Low |
3.559 |
3.426 |
-0.133 |
-3.7% |
3.398 |
| Close |
3.617 |
3.452 |
-0.165 |
-4.6% |
3.617 |
| Range |
0.088 |
0.222 |
0.134 |
152.3% |
0.249 |
| ATR |
0.123 |
0.130 |
0.007 |
5.7% |
0.000 |
| Volume |
122,775 |
173,385 |
50,610 |
41.2% |
825,439 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.175 |
4.035 |
3.574 |
|
| R3 |
3.953 |
3.813 |
3.513 |
|
| R2 |
3.731 |
3.731 |
3.493 |
|
| R1 |
3.591 |
3.591 |
3.472 |
3.550 |
| PP |
3.509 |
3.509 |
3.509 |
3.488 |
| S1 |
3.369 |
3.369 |
3.432 |
3.328 |
| S2 |
3.287 |
3.287 |
3.411 |
|
| S3 |
3.065 |
3.147 |
3.391 |
|
| S4 |
2.843 |
2.925 |
3.330 |
|
|
| 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 |
3.648 |
3.398 |
0.250 |
7.2% |
0.143 |
4.1% |
22% |
True |
False |
168,860 |
| 10 |
3.648 |
3.346 |
0.302 |
8.7% |
0.136 |
3.9% |
35% |
True |
False |
184,833 |
| 20 |
3.648 |
3.042 |
0.606 |
17.6% |
0.130 |
3.8% |
68% |
True |
False |
179,974 |
| 40 |
3.648 |
2.790 |
0.858 |
24.9% |
0.121 |
3.5% |
77% |
True |
False |
125,805 |
| 60 |
3.648 |
2.790 |
0.858 |
24.9% |
0.122 |
3.5% |
77% |
True |
False |
104,045 |
| 80 |
3.648 |
2.790 |
0.858 |
24.9% |
0.120 |
3.5% |
77% |
True |
False |
85,597 |
| 100 |
3.648 |
2.650 |
0.998 |
28.9% |
0.118 |
3.4% |
80% |
True |
False |
72,799 |
| 120 |
3.648 |
2.650 |
0.998 |
28.9% |
0.115 |
3.3% |
80% |
True |
False |
63,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.592 |
|
2.618 |
4.229 |
|
1.618 |
4.007 |
|
1.000 |
3.870 |
|
0.618 |
3.785 |
|
HIGH |
3.648 |
|
0.618 |
3.563 |
|
0.500 |
3.537 |
|
0.382 |
3.511 |
|
LOW |
3.426 |
|
0.618 |
3.289 |
|
1.000 |
3.204 |
|
1.618 |
3.067 |
|
2.618 |
2.845 |
|
4.250 |
2.483 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.537 |
3.525 |
| PP |
3.509 |
3.500 |
| S1 |
3.480 |
3.476 |
|