NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.793 |
3.903 |
0.110 |
2.9% |
3.672 |
| High |
3.919 |
3.915 |
-0.004 |
-0.1% |
3.919 |
| Low |
3.778 |
3.834 |
0.056 |
1.5% |
3.622 |
| Close |
3.900 |
3.877 |
-0.023 |
-0.6% |
3.877 |
| Range |
0.141 |
0.081 |
-0.060 |
-42.6% |
0.297 |
| ATR |
0.114 |
0.111 |
-0.002 |
-2.0% |
0.000 |
| Volume |
111,679 |
76,852 |
-34,827 |
-31.2% |
385,489 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.118 |
4.079 |
3.922 |
|
| R3 |
4.037 |
3.998 |
3.899 |
|
| R2 |
3.956 |
3.956 |
3.892 |
|
| R1 |
3.917 |
3.917 |
3.884 |
3.896 |
| PP |
3.875 |
3.875 |
3.875 |
3.865 |
| S1 |
3.836 |
3.836 |
3.870 |
3.815 |
| S2 |
3.794 |
3.794 |
3.862 |
|
| S3 |
3.713 |
3.755 |
3.855 |
|
| S4 |
3.632 |
3.674 |
3.832 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.697 |
4.584 |
4.040 |
|
| R3 |
4.400 |
4.287 |
3.959 |
|
| R2 |
4.103 |
4.103 |
3.931 |
|
| R1 |
3.990 |
3.990 |
3.904 |
4.047 |
| PP |
3.806 |
3.806 |
3.806 |
3.834 |
| S1 |
3.693 |
3.693 |
3.850 |
3.750 |
| S2 |
3.509 |
3.509 |
3.823 |
|
| S3 |
3.212 |
3.396 |
3.795 |
|
| S4 |
2.915 |
3.099 |
3.714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.919 |
3.622 |
0.297 |
7.7% |
0.112 |
2.9% |
86% |
False |
False |
77,097 |
| 10 |
3.919 |
3.609 |
0.310 |
8.0% |
0.120 |
3.1% |
86% |
False |
False |
71,947 |
| 20 |
3.919 |
3.210 |
0.709 |
18.3% |
0.107 |
2.8% |
94% |
False |
False |
58,508 |
| 40 |
3.919 |
3.055 |
0.864 |
22.3% |
0.107 |
2.8% |
95% |
False |
False |
45,876 |
| 60 |
3.919 |
3.055 |
0.864 |
22.3% |
0.108 |
2.8% |
95% |
False |
False |
38,258 |
| 80 |
3.919 |
3.055 |
0.864 |
22.3% |
0.109 |
2.8% |
95% |
False |
False |
32,594 |
| 100 |
3.919 |
2.962 |
0.957 |
24.7% |
0.106 |
2.7% |
96% |
False |
False |
28,616 |
| 120 |
3.919 |
2.962 |
0.957 |
24.7% |
0.104 |
2.7% |
96% |
False |
False |
25,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.259 |
|
2.618 |
4.127 |
|
1.618 |
4.046 |
|
1.000 |
3.996 |
|
0.618 |
3.965 |
|
HIGH |
3.915 |
|
0.618 |
3.884 |
|
0.500 |
3.875 |
|
0.382 |
3.865 |
|
LOW |
3.834 |
|
0.618 |
3.784 |
|
1.000 |
3.753 |
|
1.618 |
3.703 |
|
2.618 |
3.622 |
|
4.250 |
3.490 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.876 |
3.861 |
| PP |
3.875 |
3.844 |
| S1 |
3.875 |
3.828 |
|