NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.945 |
4.031 |
0.086 |
2.2% |
3.845 |
| High |
4.055 |
4.052 |
-0.003 |
-0.1% |
4.055 |
| Low |
3.935 |
3.960 |
0.025 |
0.6% |
3.796 |
| Close |
4.040 |
4.001 |
-0.039 |
-1.0% |
4.001 |
| Range |
0.120 |
0.092 |
-0.028 |
-23.3% |
0.259 |
| ATR |
0.097 |
0.097 |
0.000 |
-0.4% |
0.000 |
| Volume |
17,959 |
34,243 |
16,284 |
90.7% |
99,068 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.280 |
4.233 |
4.052 |
|
| R3 |
4.188 |
4.141 |
4.026 |
|
| R2 |
4.096 |
4.096 |
4.018 |
|
| R1 |
4.049 |
4.049 |
4.009 |
4.027 |
| PP |
4.004 |
4.004 |
4.004 |
3.993 |
| S1 |
3.957 |
3.957 |
3.993 |
3.935 |
| S2 |
3.912 |
3.912 |
3.984 |
|
| S3 |
3.820 |
3.865 |
3.976 |
|
| S4 |
3.728 |
3.773 |
3.950 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.728 |
4.623 |
4.143 |
|
| R3 |
4.469 |
4.364 |
4.072 |
|
| R2 |
4.210 |
4.210 |
4.048 |
|
| R1 |
4.105 |
4.105 |
4.025 |
4.158 |
| PP |
3.951 |
3.951 |
3.951 |
3.977 |
| S1 |
3.846 |
3.846 |
3.977 |
3.899 |
| S2 |
3.692 |
3.692 |
3.954 |
|
| S3 |
3.433 |
3.587 |
3.930 |
|
| S4 |
3.174 |
3.328 |
3.859 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.055 |
3.796 |
0.259 |
6.5% |
0.101 |
2.5% |
79% |
False |
False |
19,813 |
| 10 |
4.055 |
3.765 |
0.290 |
7.2% |
0.104 |
2.6% |
81% |
False |
False |
20,062 |
| 20 |
4.055 |
3.400 |
0.655 |
16.4% |
0.091 |
2.3% |
92% |
False |
False |
15,370 |
| 40 |
4.055 |
3.222 |
0.833 |
20.8% |
0.091 |
2.3% |
94% |
False |
False |
11,428 |
| 60 |
4.055 |
3.222 |
0.833 |
20.8% |
0.090 |
2.2% |
94% |
False |
False |
9,332 |
| 80 |
4.055 |
3.222 |
0.833 |
20.8% |
0.091 |
2.3% |
94% |
False |
False |
7,915 |
| 100 |
4.055 |
3.150 |
0.905 |
22.6% |
0.089 |
2.2% |
94% |
False |
False |
6,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.443 |
|
2.618 |
4.293 |
|
1.618 |
4.201 |
|
1.000 |
4.144 |
|
0.618 |
4.109 |
|
HIGH |
4.052 |
|
0.618 |
4.017 |
|
0.500 |
4.006 |
|
0.382 |
3.995 |
|
LOW |
3.960 |
|
0.618 |
3.903 |
|
1.000 |
3.868 |
|
1.618 |
3.811 |
|
2.618 |
3.719 |
|
4.250 |
3.569 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4.006 |
3.993 |
| PP |
4.004 |
3.985 |
| S1 |
4.003 |
3.977 |
|