NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
4.070 |
3.898 |
-0.172 |
-4.2% |
3.980 |
| High |
4.088 |
3.999 |
-0.089 |
-2.2% |
4.087 |
| Low |
3.886 |
3.898 |
0.012 |
0.3% |
3.850 |
| Close |
3.901 |
3.983 |
0.082 |
2.1% |
4.069 |
| Range |
0.202 |
0.101 |
-0.101 |
-50.0% |
0.237 |
| ATR |
0.115 |
0.114 |
-0.001 |
-0.9% |
0.000 |
| Volume |
46,399 |
55,156 |
8,757 |
18.9% |
267,254 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.263 |
4.224 |
4.039 |
|
| R3 |
4.162 |
4.123 |
4.011 |
|
| R2 |
4.061 |
4.061 |
4.002 |
|
| R1 |
4.022 |
4.022 |
3.992 |
4.042 |
| PP |
3.960 |
3.960 |
3.960 |
3.970 |
| S1 |
3.921 |
3.921 |
3.974 |
3.941 |
| S2 |
3.859 |
3.859 |
3.964 |
|
| S3 |
3.758 |
3.820 |
3.955 |
|
| S4 |
3.657 |
3.719 |
3.927 |
|
|
| 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 |
3.878 |
0.210 |
5.3% |
0.128 |
3.2% |
50% |
False |
False |
49,771 |
| 10 |
4.088 |
3.850 |
0.238 |
6.0% |
0.118 |
3.0% |
56% |
False |
False |
74,288 |
| 20 |
4.088 |
3.530 |
0.558 |
14.0% |
0.116 |
2.9% |
81% |
False |
False |
71,592 |
| 40 |
4.088 |
3.200 |
0.888 |
22.3% |
0.106 |
2.7% |
88% |
False |
False |
52,846 |
| 60 |
4.088 |
3.200 |
0.888 |
22.3% |
0.105 |
2.6% |
88% |
False |
False |
44,614 |
| 80 |
4.088 |
3.200 |
0.888 |
22.3% |
0.104 |
2.6% |
88% |
False |
False |
38,454 |
| 100 |
4.088 |
3.114 |
0.974 |
24.5% |
0.103 |
2.6% |
89% |
False |
False |
34,607 |
| 120 |
4.088 |
3.114 |
0.974 |
24.5% |
0.101 |
2.5% |
89% |
False |
False |
31,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.428 |
|
2.618 |
4.263 |
|
1.618 |
4.162 |
|
1.000 |
4.100 |
|
0.618 |
4.061 |
|
HIGH |
3.999 |
|
0.618 |
3.960 |
|
0.500 |
3.949 |
|
0.382 |
3.937 |
|
LOW |
3.898 |
|
0.618 |
3.836 |
|
1.000 |
3.797 |
|
1.618 |
3.735 |
|
2.618 |
3.634 |
|
4.250 |
3.469 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.972 |
3.987 |
| PP |
3.960 |
3.986 |
| S1 |
3.949 |
3.984 |
|