NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
4.023 |
4.070 |
0.047 |
1.2% |
3.980 |
| High |
4.087 |
4.088 |
0.001 |
0.0% |
4.087 |
| Low |
3.994 |
3.886 |
-0.108 |
-2.7% |
3.850 |
| Close |
4.069 |
3.901 |
-0.168 |
-4.1% |
4.069 |
| Range |
0.093 |
0.202 |
0.109 |
117.2% |
0.237 |
| ATR |
0.108 |
0.115 |
0.007 |
6.2% |
0.000 |
| Volume |
52,551 |
46,399 |
-6,152 |
-11.7% |
267,254 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.564 |
4.435 |
4.012 |
|
| R3 |
4.362 |
4.233 |
3.957 |
|
| R2 |
4.160 |
4.160 |
3.938 |
|
| R1 |
4.031 |
4.031 |
3.920 |
3.995 |
| PP |
3.958 |
3.958 |
3.958 |
3.940 |
| S1 |
3.829 |
3.829 |
3.882 |
3.793 |
| S2 |
3.756 |
3.756 |
3.864 |
|
| S3 |
3.554 |
3.627 |
3.845 |
|
| S4 |
3.352 |
3.425 |
3.790 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.713 |
4.628 |
4.199 |
|
| R3 |
4.476 |
4.391 |
4.134 |
|
| R2 |
4.239 |
4.239 |
4.112 |
|
| R1 |
4.154 |
4.154 |
4.091 |
4.197 |
| PP |
4.002 |
4.002 |
4.002 |
4.023 |
| S1 |
3.917 |
3.917 |
4.047 |
3.960 |
| S2 |
3.765 |
3.765 |
4.026 |
|
| S3 |
3.528 |
3.680 |
4.004 |
|
| S4 |
3.291 |
3.443 |
3.939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.088 |
3.855 |
0.233 |
6.0% |
0.124 |
3.2% |
20% |
True |
False |
49,383 |
| 10 |
4.088 |
3.802 |
0.286 |
7.3% |
0.122 |
3.1% |
35% |
True |
False |
76,468 |
| 20 |
4.088 |
3.490 |
0.598 |
15.3% |
0.114 |
2.9% |
69% |
True |
False |
70,495 |
| 40 |
4.088 |
3.200 |
0.888 |
22.8% |
0.106 |
2.7% |
79% |
True |
False |
52,081 |
| 60 |
4.088 |
3.200 |
0.888 |
22.8% |
0.105 |
2.7% |
79% |
True |
False |
43,989 |
| 80 |
4.088 |
3.200 |
0.888 |
22.8% |
0.104 |
2.7% |
79% |
True |
False |
38,015 |
| 100 |
4.088 |
3.114 |
0.974 |
25.0% |
0.103 |
2.6% |
81% |
True |
False |
34,277 |
| 120 |
4.088 |
3.114 |
0.974 |
25.0% |
0.101 |
2.6% |
81% |
True |
False |
31,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.947 |
|
2.618 |
4.617 |
|
1.618 |
4.415 |
|
1.000 |
4.290 |
|
0.618 |
4.213 |
|
HIGH |
4.088 |
|
0.618 |
4.011 |
|
0.500 |
3.987 |
|
0.382 |
3.963 |
|
LOW |
3.886 |
|
0.618 |
3.761 |
|
1.000 |
3.684 |
|
1.618 |
3.559 |
|
2.618 |
3.357 |
|
4.250 |
3.028 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.987 |
3.983 |
| PP |
3.958 |
3.956 |
| S1 |
3.930 |
3.928 |
|