NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.850 |
3.773 |
-0.077 |
-2.0% |
3.866 |
| High |
3.880 |
3.835 |
-0.045 |
-1.2% |
3.970 |
| Low |
3.758 |
3.712 |
-0.046 |
-1.2% |
3.727 |
| Close |
3.776 |
3.781 |
0.005 |
0.1% |
3.947 |
| Range |
0.122 |
0.123 |
0.001 |
0.8% |
0.243 |
| ATR |
0.121 |
0.121 |
0.000 |
0.1% |
0.000 |
| Volume |
89,746 |
125,235 |
35,489 |
39.5% |
491,989 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.145 |
4.086 |
3.849 |
|
| R3 |
4.022 |
3.963 |
3.815 |
|
| R2 |
3.899 |
3.899 |
3.804 |
|
| R1 |
3.840 |
3.840 |
3.792 |
3.870 |
| PP |
3.776 |
3.776 |
3.776 |
3.791 |
| S1 |
3.717 |
3.717 |
3.770 |
3.747 |
| S2 |
3.653 |
3.653 |
3.758 |
|
| S3 |
3.530 |
3.594 |
3.747 |
|
| S4 |
3.407 |
3.471 |
3.713 |
|
|
| 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 |
3.712 |
0.258 |
6.8% |
0.133 |
3.5% |
27% |
False |
True |
99,541 |
| 10 |
3.970 |
3.712 |
0.258 |
6.8% |
0.125 |
3.3% |
27% |
False |
True |
98,890 |
| 20 |
3.970 |
3.544 |
0.426 |
11.3% |
0.123 |
3.2% |
56% |
False |
False |
85,967 |
| 40 |
3.970 |
3.055 |
0.915 |
24.2% |
0.114 |
3.0% |
79% |
False |
False |
63,271 |
| 60 |
3.970 |
3.055 |
0.915 |
24.2% |
0.113 |
3.0% |
79% |
False |
False |
50,461 |
| 80 |
3.970 |
3.055 |
0.915 |
24.2% |
0.111 |
2.9% |
79% |
False |
False |
41,991 |
| 100 |
3.970 |
2.962 |
1.008 |
26.7% |
0.110 |
2.9% |
81% |
False |
False |
36,701 |
| 120 |
3.970 |
2.962 |
1.008 |
26.7% |
0.107 |
2.8% |
81% |
False |
False |
32,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.358 |
|
2.618 |
4.157 |
|
1.618 |
4.034 |
|
1.000 |
3.958 |
|
0.618 |
3.911 |
|
HIGH |
3.835 |
|
0.618 |
3.788 |
|
0.500 |
3.774 |
|
0.382 |
3.759 |
|
LOW |
3.712 |
|
0.618 |
3.636 |
|
1.000 |
3.589 |
|
1.618 |
3.513 |
|
2.618 |
3.390 |
|
4.250 |
3.189 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.779 |
3.796 |
| PP |
3.776 |
3.791 |
| S1 |
3.774 |
3.786 |
|