NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.980 |
3.890 |
-0.090 |
-2.3% |
3.980 |
| High |
3.998 |
3.959 |
-0.039 |
-1.0% |
4.087 |
| Low |
3.878 |
3.839 |
-0.039 |
-1.0% |
3.850 |
| Close |
3.900 |
3.910 |
0.010 |
0.3% |
4.069 |
| Range |
0.120 |
0.120 |
0.000 |
0.0% |
0.237 |
| ATR |
0.114 |
0.115 |
0.000 |
0.4% |
0.000 |
| Volume |
45,991 |
39,634 |
-6,357 |
-13.8% |
267,254 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.263 |
4.206 |
3.976 |
|
| R3 |
4.143 |
4.086 |
3.943 |
|
| R2 |
4.023 |
4.023 |
3.932 |
|
| R1 |
3.966 |
3.966 |
3.921 |
3.995 |
| PP |
3.903 |
3.903 |
3.903 |
3.917 |
| S1 |
3.846 |
3.846 |
3.899 |
3.875 |
| S2 |
3.783 |
3.783 |
3.888 |
|
| S3 |
3.663 |
3.726 |
3.877 |
|
| S4 |
3.543 |
3.606 |
3.844 |
|
|
| 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 |
3.839 |
0.249 |
6.4% |
0.127 |
3.3% |
29% |
False |
True |
47,946 |
| 10 |
4.088 |
3.839 |
0.249 |
6.4% |
0.120 |
3.1% |
29% |
False |
True |
61,858 |
| 20 |
4.088 |
3.698 |
0.390 |
10.0% |
0.117 |
3.0% |
54% |
False |
False |
72,107 |
| 40 |
4.088 |
3.200 |
0.888 |
22.7% |
0.108 |
2.8% |
80% |
False |
False |
53,787 |
| 60 |
4.088 |
3.200 |
0.888 |
22.7% |
0.106 |
2.7% |
80% |
False |
False |
45,070 |
| 80 |
4.088 |
3.200 |
0.888 |
22.7% |
0.105 |
2.7% |
80% |
False |
False |
39,113 |
| 100 |
4.088 |
3.114 |
0.974 |
24.9% |
0.104 |
2.7% |
82% |
False |
False |
35,183 |
| 120 |
4.088 |
3.114 |
0.974 |
24.9% |
0.102 |
2.6% |
82% |
False |
False |
32,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.469 |
|
2.618 |
4.273 |
|
1.618 |
4.153 |
|
1.000 |
4.079 |
|
0.618 |
4.033 |
|
HIGH |
3.959 |
|
0.618 |
3.913 |
|
0.500 |
3.899 |
|
0.382 |
3.885 |
|
LOW |
3.839 |
|
0.618 |
3.765 |
|
1.000 |
3.719 |
|
1.618 |
3.645 |
|
2.618 |
3.525 |
|
4.250 |
3.329 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.906 |
3.919 |
| PP |
3.903 |
3.916 |
| S1 |
3.899 |
3.913 |
|