NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.914 |
3.935 |
0.021 |
0.5% |
3.845 |
| High |
3.947 |
3.979 |
0.032 |
0.8% |
4.055 |
| Low |
3.872 |
3.898 |
0.026 |
0.7% |
3.796 |
| Close |
3.910 |
3.971 |
0.061 |
1.6% |
4.001 |
| Range |
0.075 |
0.081 |
0.006 |
8.0% |
0.259 |
| ATR |
0.099 |
0.097 |
-0.001 |
-1.3% |
0.000 |
| Volume |
12,396 |
12,296 |
-100 |
-0.8% |
99,068 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.192 |
4.163 |
4.016 |
|
| R3 |
4.111 |
4.082 |
3.993 |
|
| R2 |
4.030 |
4.030 |
3.986 |
|
| R1 |
4.001 |
4.001 |
3.978 |
4.016 |
| PP |
3.949 |
3.949 |
3.949 |
3.957 |
| S1 |
3.920 |
3.920 |
3.964 |
3.935 |
| S2 |
3.868 |
3.868 |
3.956 |
|
| S3 |
3.787 |
3.839 |
3.949 |
|
| S4 |
3.706 |
3.758 |
3.926 |
|
|
| 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 |
3.862 |
0.193 |
4.9% |
0.103 |
2.6% |
56% |
False |
False |
18,807 |
| 10 |
4.055 |
3.794 |
0.261 |
6.6% |
0.097 |
2.4% |
68% |
False |
False |
17,675 |
| 20 |
4.055 |
3.400 |
0.655 |
16.5% |
0.095 |
2.4% |
87% |
False |
False |
16,199 |
| 40 |
4.055 |
3.222 |
0.833 |
21.0% |
0.092 |
2.3% |
90% |
False |
False |
12,021 |
| 60 |
4.055 |
3.222 |
0.833 |
21.0% |
0.092 |
2.3% |
90% |
False |
False |
9,776 |
| 80 |
4.055 |
3.222 |
0.833 |
21.0% |
0.091 |
2.3% |
90% |
False |
False |
8,315 |
| 100 |
4.055 |
3.150 |
0.905 |
22.8% |
0.090 |
2.3% |
91% |
False |
False |
7,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.323 |
|
2.618 |
4.191 |
|
1.618 |
4.110 |
|
1.000 |
4.060 |
|
0.618 |
4.029 |
|
HIGH |
3.979 |
|
0.618 |
3.948 |
|
0.500 |
3.939 |
|
0.382 |
3.929 |
|
LOW |
3.898 |
|
0.618 |
3.848 |
|
1.000 |
3.817 |
|
1.618 |
3.767 |
|
2.618 |
3.686 |
|
4.250 |
3.554 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.960 |
3.960 |
| PP |
3.949 |
3.948 |
| S1 |
3.939 |
3.937 |
|