NYMEX Natural Gas Future January 2013
| 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 |
3.927 |
4.037 |
0.110 |
2.8% |
3.830 |
| High |
4.048 |
4.042 |
-0.006 |
-0.1% |
4.048 |
| Low |
3.916 |
3.954 |
0.038 |
1.0% |
3.775 |
| Close |
4.030 |
3.995 |
-0.035 |
-0.9% |
3.995 |
| Range |
0.132 |
0.088 |
-0.044 |
-33.3% |
0.273 |
| ATR |
0.107 |
0.106 |
-0.001 |
-1.3% |
0.000 |
| Volume |
106,246 |
164,153 |
57,907 |
54.5% |
553,064 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.261 |
4.216 |
4.043 |
|
| R3 |
4.173 |
4.128 |
4.019 |
|
| R2 |
4.085 |
4.085 |
4.011 |
|
| R1 |
4.040 |
4.040 |
4.003 |
4.019 |
| PP |
3.997 |
3.997 |
3.997 |
3.986 |
| S1 |
3.952 |
3.952 |
3.987 |
3.931 |
| S2 |
3.909 |
3.909 |
3.979 |
|
| S3 |
3.821 |
3.864 |
3.971 |
|
| S4 |
3.733 |
3.776 |
3.947 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.758 |
4.650 |
4.145 |
|
| R3 |
4.485 |
4.377 |
4.070 |
|
| R2 |
4.212 |
4.212 |
4.045 |
|
| R1 |
4.104 |
4.104 |
4.020 |
4.158 |
| PP |
3.939 |
3.939 |
3.939 |
3.967 |
| S1 |
3.831 |
3.831 |
3.970 |
3.885 |
| S2 |
3.666 |
3.666 |
3.945 |
|
| S3 |
3.393 |
3.558 |
3.920 |
|
| S4 |
3.120 |
3.285 |
3.845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.048 |
3.775 |
0.273 |
6.8% |
0.108 |
2.7% |
81% |
False |
False |
110,612 |
| 10 |
4.048 |
3.753 |
0.295 |
7.4% |
0.114 |
2.9% |
82% |
False |
False |
91,525 |
| 20 |
4.048 |
3.359 |
0.689 |
17.2% |
0.101 |
2.5% |
92% |
False |
False |
65,193 |
| 40 |
4.048 |
3.200 |
0.848 |
21.2% |
0.102 |
2.5% |
94% |
False |
False |
48,466 |
| 60 |
4.048 |
3.200 |
0.848 |
21.2% |
0.100 |
2.5% |
94% |
False |
False |
41,249 |
| 80 |
4.048 |
3.200 |
0.848 |
21.2% |
0.102 |
2.6% |
94% |
False |
False |
35,688 |
| 100 |
4.048 |
3.114 |
0.934 |
23.4% |
0.101 |
2.5% |
94% |
False |
False |
32,172 |
| 120 |
4.048 |
3.114 |
0.934 |
23.4% |
0.099 |
2.5% |
94% |
False |
False |
29,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.416 |
|
2.618 |
4.272 |
|
1.618 |
4.184 |
|
1.000 |
4.130 |
|
0.618 |
4.096 |
|
HIGH |
4.042 |
|
0.618 |
4.008 |
|
0.500 |
3.998 |
|
0.382 |
3.988 |
|
LOW |
3.954 |
|
0.618 |
3.900 |
|
1.000 |
3.866 |
|
1.618 |
3.812 |
|
2.618 |
3.724 |
|
4.250 |
3.580 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.998 |
3.985 |
| PP |
3.997 |
3.974 |
| S1 |
3.996 |
3.964 |
|