NYMEX Natural Gas Future December 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 |
3.820 |
3.903 |
0.083 |
2.2% |
3.866 |
| High |
3.909 |
3.970 |
0.061 |
1.6% |
3.970 |
| Low |
3.733 |
3.871 |
0.138 |
3.7% |
3.727 |
| Close |
3.904 |
3.947 |
0.043 |
1.1% |
3.947 |
| Range |
0.176 |
0.099 |
-0.077 |
-43.8% |
0.243 |
| ATR |
0.115 |
0.114 |
-0.001 |
-1.0% |
0.000 |
| Volume |
112,445 |
77,646 |
-34,799 |
-30.9% |
491,989 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.226 |
4.186 |
4.001 |
|
| R3 |
4.127 |
4.087 |
3.974 |
|
| R2 |
4.028 |
4.028 |
3.965 |
|
| R1 |
3.988 |
3.988 |
3.956 |
4.008 |
| PP |
3.929 |
3.929 |
3.929 |
3.940 |
| S1 |
3.889 |
3.889 |
3.938 |
3.909 |
| S2 |
3.830 |
3.830 |
3.929 |
|
| S3 |
3.731 |
3.790 |
3.920 |
|
| S4 |
3.632 |
3.691 |
3.893 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.610 |
4.522 |
4.081 |
|
| R3 |
4.367 |
4.279 |
4.014 |
|
| R2 |
4.124 |
4.124 |
3.992 |
|
| R1 |
4.036 |
4.036 |
3.969 |
4.080 |
| PP |
3.881 |
3.881 |
3.881 |
3.904 |
| S1 |
3.793 |
3.793 |
3.925 |
3.837 |
| S2 |
3.638 |
3.638 |
3.902 |
|
| S3 |
3.395 |
3.550 |
3.880 |
|
| S4 |
3.152 |
3.307 |
3.813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.970 |
3.727 |
0.243 |
6.2% |
0.121 |
3.1% |
91% |
True |
False |
98,397 |
| 10 |
3.970 |
3.622 |
0.348 |
8.8% |
0.116 |
2.9% |
93% |
True |
False |
87,747 |
| 20 |
3.970 |
3.285 |
0.685 |
17.4% |
0.115 |
2.9% |
97% |
True |
False |
73,329 |
| 40 |
3.970 |
3.055 |
0.915 |
23.2% |
0.111 |
2.8% |
97% |
True |
False |
55,348 |
| 60 |
3.970 |
3.055 |
0.915 |
23.2% |
0.110 |
2.8% |
97% |
True |
False |
44,698 |
| 80 |
3.970 |
3.055 |
0.915 |
23.2% |
0.109 |
2.8% |
97% |
True |
False |
37,773 |
| 100 |
3.970 |
2.962 |
1.008 |
25.5% |
0.108 |
2.7% |
98% |
True |
False |
33,006 |
| 120 |
3.970 |
2.962 |
1.008 |
25.5% |
0.106 |
2.7% |
98% |
True |
False |
29,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.391 |
|
2.618 |
4.229 |
|
1.618 |
4.130 |
|
1.000 |
4.069 |
|
0.618 |
4.031 |
|
HIGH |
3.970 |
|
0.618 |
3.932 |
|
0.500 |
3.921 |
|
0.382 |
3.909 |
|
LOW |
3.871 |
|
0.618 |
3.810 |
|
1.000 |
3.772 |
|
1.618 |
3.711 |
|
2.618 |
3.612 |
|
4.250 |
3.450 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.938 |
3.915 |
| PP |
3.929 |
3.883 |
| S1 |
3.921 |
3.852 |
|