NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.904 |
3.898 |
-0.006 |
-0.2% |
3.830 |
| High |
3.935 |
3.967 |
0.032 |
0.8% |
4.048 |
| Low |
3.855 |
3.880 |
0.025 |
0.6% |
3.775 |
| Close |
3.894 |
3.956 |
0.062 |
1.6% |
3.995 |
| Range |
0.080 |
0.087 |
0.007 |
8.8% |
0.273 |
| ATR |
0.107 |
0.106 |
-0.001 |
-1.3% |
0.000 |
| Volume |
53,217 |
44,372 |
-8,845 |
-16.6% |
553,064 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
4.163 |
4.004 |
|
| R3 |
4.108 |
4.076 |
3.980 |
|
| R2 |
4.021 |
4.021 |
3.972 |
|
| R1 |
3.989 |
3.989 |
3.964 |
4.005 |
| PP |
3.934 |
3.934 |
3.934 |
3.943 |
| S1 |
3.902 |
3.902 |
3.948 |
3.918 |
| S2 |
3.847 |
3.847 |
3.940 |
|
| S3 |
3.760 |
3.815 |
3.932 |
|
| S4 |
3.673 |
3.728 |
3.908 |
|
|
| 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 |
5.0% |
0.108 |
2.7% |
54% |
False |
False |
86,945 |
| 10 |
4.048 |
3.759 |
0.289 |
7.3% |
0.106 |
2.7% |
68% |
False |
False |
83,650 |
| 20 |
4.048 |
3.370 |
0.678 |
17.1% |
0.104 |
2.6% |
86% |
False |
False |
68,388 |
| 40 |
4.048 |
3.200 |
0.848 |
21.4% |
0.103 |
2.6% |
89% |
False |
False |
50,827 |
| 60 |
4.048 |
3.200 |
0.848 |
21.4% |
0.101 |
2.6% |
89% |
False |
False |
42,565 |
| 80 |
4.048 |
3.200 |
0.848 |
21.4% |
0.103 |
2.6% |
89% |
False |
False |
36,965 |
| 100 |
4.048 |
3.114 |
0.934 |
23.6% |
0.101 |
2.6% |
90% |
False |
False |
33,196 |
| 120 |
4.048 |
3.114 |
0.934 |
23.6% |
0.099 |
2.5% |
90% |
False |
False |
30,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.337 |
|
2.618 |
4.195 |
|
1.618 |
4.108 |
|
1.000 |
4.054 |
|
0.618 |
4.021 |
|
HIGH |
3.967 |
|
0.618 |
3.934 |
|
0.500 |
3.924 |
|
0.382 |
3.913 |
|
LOW |
3.880 |
|
0.618 |
3.826 |
|
1.000 |
3.793 |
|
1.618 |
3.739 |
|
2.618 |
3.652 |
|
4.250 |
3.510 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.945 |
3.946 |
| PP |
3.934 |
3.936 |
| S1 |
3.924 |
3.926 |
|