NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.890 |
3.917 |
0.027 |
0.7% |
4.070 |
| High |
3.959 |
3.929 |
-0.030 |
-0.8% |
4.088 |
| Low |
3.839 |
3.828 |
-0.011 |
-0.3% |
3.828 |
| Close |
3.910 |
3.855 |
-0.055 |
-1.4% |
3.855 |
| Range |
0.120 |
0.101 |
-0.019 |
-15.8% |
0.260 |
| ATR |
0.115 |
0.114 |
-0.001 |
-0.9% |
0.000 |
| Volume |
39,634 |
63,358 |
23,724 |
59.9% |
250,538 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.174 |
4.115 |
3.911 |
|
| R3 |
4.073 |
4.014 |
3.883 |
|
| R2 |
3.972 |
3.972 |
3.874 |
|
| R1 |
3.913 |
3.913 |
3.864 |
3.892 |
| PP |
3.871 |
3.871 |
3.871 |
3.860 |
| S1 |
3.812 |
3.812 |
3.846 |
3.791 |
| S2 |
3.770 |
3.770 |
3.836 |
|
| S3 |
3.669 |
3.711 |
3.827 |
|
| S4 |
3.568 |
3.610 |
3.799 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.704 |
4.539 |
3.998 |
|
| R3 |
4.444 |
4.279 |
3.927 |
|
| R2 |
4.184 |
4.184 |
3.903 |
|
| R1 |
4.019 |
4.019 |
3.879 |
3.972 |
| PP |
3.924 |
3.924 |
3.924 |
3.900 |
| S1 |
3.759 |
3.759 |
3.831 |
3.712 |
| S2 |
3.664 |
3.664 |
3.807 |
|
| S3 |
3.404 |
3.499 |
3.784 |
|
| S4 |
3.144 |
3.239 |
3.712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.088 |
3.828 |
0.260 |
6.7% |
0.129 |
3.3% |
10% |
False |
True |
50,107 |
| 10 |
4.088 |
3.828 |
0.260 |
6.7% |
0.121 |
3.1% |
10% |
False |
True |
51,779 |
| 20 |
4.088 |
3.753 |
0.335 |
8.7% |
0.118 |
3.1% |
30% |
False |
False |
71,652 |
| 40 |
4.088 |
3.200 |
0.888 |
23.0% |
0.108 |
2.8% |
74% |
False |
False |
54,666 |
| 60 |
4.088 |
3.200 |
0.888 |
23.0% |
0.104 |
2.7% |
74% |
False |
False |
45,707 |
| 80 |
4.088 |
3.200 |
0.888 |
23.0% |
0.105 |
2.7% |
74% |
False |
False |
39,782 |
| 100 |
4.088 |
3.114 |
0.974 |
25.3% |
0.104 |
2.7% |
76% |
False |
False |
35,708 |
| 120 |
4.088 |
3.114 |
0.974 |
25.3% |
0.101 |
2.6% |
76% |
False |
False |
32,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.358 |
|
2.618 |
4.193 |
|
1.618 |
4.092 |
|
1.000 |
4.030 |
|
0.618 |
3.991 |
|
HIGH |
3.929 |
|
0.618 |
3.890 |
|
0.500 |
3.879 |
|
0.382 |
3.867 |
|
LOW |
3.828 |
|
0.618 |
3.766 |
|
1.000 |
3.727 |
|
1.618 |
3.665 |
|
2.618 |
3.564 |
|
4.250 |
3.399 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.879 |
3.913 |
| PP |
3.871 |
3.894 |
| S1 |
3.863 |
3.874 |
|