NYMEX Natural Gas Future December 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 |
3.903 |
3.940 |
0.037 |
0.9% |
3.866 |
| High |
3.970 |
3.965 |
-0.005 |
-0.1% |
3.970 |
| Low |
3.871 |
3.752 |
-0.119 |
-3.1% |
3.727 |
| Close |
3.947 |
3.768 |
-0.179 |
-4.5% |
3.947 |
| Range |
0.099 |
0.213 |
0.114 |
115.2% |
0.243 |
| ATR |
0.114 |
0.121 |
0.007 |
6.2% |
0.000 |
| Volume |
77,646 |
108,359 |
30,713 |
39.6% |
491,989 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.467 |
4.331 |
3.885 |
|
| R3 |
4.254 |
4.118 |
3.827 |
|
| R2 |
4.041 |
4.041 |
3.807 |
|
| R1 |
3.905 |
3.905 |
3.788 |
3.867 |
| PP |
3.828 |
3.828 |
3.828 |
3.809 |
| S1 |
3.692 |
3.692 |
3.748 |
3.654 |
| S2 |
3.615 |
3.615 |
3.729 |
|
| S3 |
3.402 |
3.479 |
3.709 |
|
| S4 |
3.189 |
3.266 |
3.651 |
|
|
| 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 |
6.4% |
0.134 |
3.6% |
17% |
False |
False |
103,509 |
| 10 |
3.970 |
3.650 |
0.320 |
8.5% |
0.128 |
3.4% |
37% |
False |
False |
92,523 |
| 20 |
3.970 |
3.327 |
0.643 |
17.1% |
0.121 |
3.2% |
69% |
False |
False |
76,489 |
| 40 |
3.970 |
3.055 |
0.915 |
24.3% |
0.112 |
3.0% |
78% |
False |
False |
57,286 |
| 60 |
3.970 |
3.055 |
0.915 |
24.3% |
0.112 |
3.0% |
78% |
False |
False |
46,219 |
| 80 |
3.970 |
3.055 |
0.915 |
24.3% |
0.110 |
2.9% |
78% |
False |
False |
38,834 |
| 100 |
3.970 |
2.962 |
1.008 |
26.8% |
0.109 |
2.9% |
80% |
False |
False |
33,982 |
| 120 |
3.970 |
2.962 |
1.008 |
26.8% |
0.106 |
2.8% |
80% |
False |
False |
30,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.870 |
|
2.618 |
4.523 |
|
1.618 |
4.310 |
|
1.000 |
4.178 |
|
0.618 |
4.097 |
|
HIGH |
3.965 |
|
0.618 |
3.884 |
|
0.500 |
3.859 |
|
0.382 |
3.833 |
|
LOW |
3.752 |
|
0.618 |
3.620 |
|
1.000 |
3.539 |
|
1.618 |
3.407 |
|
2.618 |
3.194 |
|
4.250 |
2.847 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.859 |
3.852 |
| PP |
3.828 |
3.824 |
| S1 |
3.798 |
3.796 |
|