NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.980 |
3.904 |
-0.076 |
-1.9% |
3.830 |
| High |
4.002 |
3.935 |
-0.067 |
-1.7% |
4.048 |
| Low |
3.850 |
3.855 |
0.005 |
0.1% |
3.775 |
| Close |
3.896 |
3.894 |
-0.002 |
-0.1% |
3.995 |
| Range |
0.152 |
0.080 |
-0.072 |
-47.4% |
0.273 |
| ATR |
0.109 |
0.107 |
-0.002 |
-1.9% |
0.000 |
| Volume |
66,737 |
53,217 |
-13,520 |
-20.3% |
553,064 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.135 |
4.094 |
3.938 |
|
| R3 |
4.055 |
4.014 |
3.916 |
|
| R2 |
3.975 |
3.975 |
3.909 |
|
| R1 |
3.934 |
3.934 |
3.901 |
3.915 |
| PP |
3.895 |
3.895 |
3.895 |
3.885 |
| S1 |
3.854 |
3.854 |
3.887 |
3.835 |
| S2 |
3.815 |
3.815 |
3.879 |
|
| S3 |
3.735 |
3.774 |
3.872 |
|
| S4 |
3.655 |
3.694 |
3.850 |
|
|
| 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 |
3.850 |
0.198 |
5.1% |
0.108 |
2.8% |
22% |
False |
False |
98,805 |
| 10 |
4.048 |
3.753 |
0.295 |
7.6% |
0.111 |
2.8% |
48% |
False |
False |
87,249 |
| 20 |
4.048 |
3.359 |
0.689 |
17.7% |
0.104 |
2.7% |
78% |
False |
False |
68,201 |
| 40 |
4.048 |
3.200 |
0.848 |
21.8% |
0.104 |
2.7% |
82% |
False |
False |
50,191 |
| 60 |
4.048 |
3.200 |
0.848 |
21.8% |
0.101 |
2.6% |
82% |
False |
False |
42,205 |
| 80 |
4.048 |
3.200 |
0.848 |
21.8% |
0.103 |
2.6% |
82% |
False |
False |
36,597 |
| 100 |
4.048 |
3.114 |
0.934 |
24.0% |
0.101 |
2.6% |
84% |
False |
False |
32,939 |
| 120 |
4.048 |
3.114 |
0.934 |
24.0% |
0.099 |
2.5% |
84% |
False |
False |
30,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.275 |
|
2.618 |
4.144 |
|
1.618 |
4.064 |
|
1.000 |
4.015 |
|
0.618 |
3.984 |
|
HIGH |
3.935 |
|
0.618 |
3.904 |
|
0.500 |
3.895 |
|
0.382 |
3.886 |
|
LOW |
3.855 |
|
0.618 |
3.806 |
|
1.000 |
3.775 |
|
1.618 |
3.726 |
|
2.618 |
3.646 |
|
4.250 |
3.515 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.895 |
3.946 |
| PP |
3.895 |
3.929 |
| S1 |
3.894 |
3.911 |
|