NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.898 |
3.960 |
0.062 |
1.6% |
3.830 |
| High |
3.967 |
4.034 |
0.067 |
1.7% |
4.048 |
| Low |
3.880 |
3.878 |
-0.002 |
-0.1% |
3.775 |
| Close |
3.956 |
4.028 |
0.072 |
1.8% |
3.995 |
| Range |
0.087 |
0.156 |
0.069 |
79.3% |
0.273 |
| ATR |
0.106 |
0.109 |
0.004 |
3.4% |
0.000 |
| Volume |
44,372 |
50,377 |
6,005 |
13.5% |
553,064 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.448 |
4.394 |
4.114 |
|
| R3 |
4.292 |
4.238 |
4.071 |
|
| R2 |
4.136 |
4.136 |
4.057 |
|
| R1 |
4.082 |
4.082 |
4.042 |
4.109 |
| PP |
3.980 |
3.980 |
3.980 |
3.994 |
| S1 |
3.926 |
3.926 |
4.014 |
3.953 |
| S2 |
3.824 |
3.824 |
3.999 |
|
| S3 |
3.668 |
3.770 |
3.985 |
|
| S4 |
3.512 |
3.614 |
3.942 |
|
|
| 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 |
4.042 |
3.850 |
0.192 |
4.8% |
0.113 |
2.8% |
93% |
False |
False |
75,771 |
| 10 |
4.048 |
3.775 |
0.273 |
6.8% |
0.110 |
2.7% |
93% |
False |
False |
82,549 |
| 20 |
4.048 |
3.390 |
0.658 |
16.3% |
0.110 |
2.7% |
97% |
False |
False |
69,328 |
| 40 |
4.048 |
3.200 |
0.848 |
21.1% |
0.105 |
2.6% |
98% |
False |
False |
51,073 |
| 60 |
4.048 |
3.200 |
0.848 |
21.1% |
0.103 |
2.5% |
98% |
False |
False |
42,981 |
| 80 |
4.048 |
3.200 |
0.848 |
21.1% |
0.104 |
2.6% |
98% |
False |
False |
37,398 |
| 100 |
4.048 |
3.114 |
0.934 |
23.2% |
0.102 |
2.5% |
98% |
False |
False |
33,558 |
| 120 |
4.048 |
3.114 |
0.934 |
23.2% |
0.099 |
2.5% |
98% |
False |
False |
30,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.697 |
|
2.618 |
4.442 |
|
1.618 |
4.286 |
|
1.000 |
4.190 |
|
0.618 |
4.130 |
|
HIGH |
4.034 |
|
0.618 |
3.974 |
|
0.500 |
3.956 |
|
0.382 |
3.938 |
|
LOW |
3.878 |
|
0.618 |
3.782 |
|
1.000 |
3.722 |
|
1.618 |
3.626 |
|
2.618 |
3.470 |
|
4.250 |
3.215 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4.004 |
4.000 |
| PP |
3.980 |
3.972 |
| S1 |
3.956 |
3.945 |
|