NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.898 |
3.980 |
0.082 |
2.1% |
3.980 |
| High |
3.999 |
3.998 |
-0.001 |
0.0% |
4.087 |
| Low |
3.898 |
3.878 |
-0.020 |
-0.5% |
3.850 |
| Close |
3.983 |
3.900 |
-0.083 |
-2.1% |
4.069 |
| Range |
0.101 |
0.120 |
0.019 |
18.8% |
0.237 |
| ATR |
0.114 |
0.114 |
0.000 |
0.4% |
0.000 |
| Volume |
55,156 |
45,991 |
-9,165 |
-16.6% |
267,254 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.285 |
4.213 |
3.966 |
|
| R3 |
4.165 |
4.093 |
3.933 |
|
| R2 |
4.045 |
4.045 |
3.922 |
|
| R1 |
3.973 |
3.973 |
3.911 |
3.949 |
| PP |
3.925 |
3.925 |
3.925 |
3.914 |
| S1 |
3.853 |
3.853 |
3.889 |
3.829 |
| S2 |
3.805 |
3.805 |
3.878 |
|
| S3 |
3.685 |
3.733 |
3.867 |
|
| S4 |
3.565 |
3.613 |
3.834 |
|
|
| 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 |
5.4% |
0.134 |
3.4% |
10% |
False |
True |
50,094 |
| 10 |
4.088 |
3.850 |
0.238 |
6.1% |
0.121 |
3.1% |
21% |
False |
False |
68,519 |
| 20 |
4.088 |
3.617 |
0.471 |
12.1% |
0.116 |
3.0% |
60% |
False |
False |
72,026 |
| 40 |
4.088 |
3.200 |
0.888 |
22.8% |
0.107 |
2.8% |
79% |
False |
False |
53,400 |
| 60 |
4.088 |
3.200 |
0.888 |
22.8% |
0.105 |
2.7% |
79% |
False |
False |
44,932 |
| 80 |
4.088 |
3.200 |
0.888 |
22.8% |
0.105 |
2.7% |
79% |
False |
False |
38,741 |
| 100 |
4.088 |
3.114 |
0.974 |
25.0% |
0.104 |
2.7% |
81% |
False |
False |
34,889 |
| 120 |
4.088 |
3.114 |
0.974 |
25.0% |
0.101 |
2.6% |
81% |
False |
False |
31,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.508 |
|
2.618 |
4.312 |
|
1.618 |
4.192 |
|
1.000 |
4.118 |
|
0.618 |
4.072 |
|
HIGH |
3.998 |
|
0.618 |
3.952 |
|
0.500 |
3.938 |
|
0.382 |
3.924 |
|
LOW |
3.878 |
|
0.618 |
3.804 |
|
1.000 |
3.758 |
|
1.618 |
3.684 |
|
2.618 |
3.564 |
|
4.250 |
3.368 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.938 |
3.983 |
| PP |
3.925 |
3.955 |
| S1 |
3.913 |
3.928 |
|