NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.935 |
3.982 |
0.047 |
1.2% |
3.845 |
| High |
3.979 |
4.041 |
0.062 |
1.6% |
4.055 |
| Low |
3.898 |
3.891 |
-0.007 |
-0.2% |
3.796 |
| Close |
3.971 |
4.036 |
0.065 |
1.6% |
4.001 |
| Range |
0.081 |
0.150 |
0.069 |
85.2% |
0.259 |
| ATR |
0.097 |
0.101 |
0.004 |
3.9% |
0.000 |
| Volume |
12,296 |
13,995 |
1,699 |
13.8% |
99,068 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.439 |
4.388 |
4.119 |
|
| R3 |
4.289 |
4.238 |
4.077 |
|
| R2 |
4.139 |
4.139 |
4.064 |
|
| R1 |
4.088 |
4.088 |
4.050 |
4.114 |
| PP |
3.989 |
3.989 |
3.989 |
4.002 |
| S1 |
3.938 |
3.938 |
4.022 |
3.964 |
| S2 |
3.839 |
3.839 |
4.009 |
|
| S3 |
3.689 |
3.788 |
3.995 |
|
| S4 |
3.539 |
3.638 |
3.954 |
|
|
| 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 |
4.052 |
3.862 |
0.190 |
4.7% |
0.109 |
2.7% |
92% |
False |
False |
18,014 |
| 10 |
4.055 |
3.796 |
0.259 |
6.4% |
0.103 |
2.5% |
93% |
False |
False |
17,034 |
| 20 |
4.055 |
3.423 |
0.632 |
15.7% |
0.100 |
2.5% |
97% |
False |
False |
16,449 |
| 40 |
4.055 |
3.222 |
0.833 |
20.6% |
0.095 |
2.3% |
98% |
False |
False |
12,199 |
| 60 |
4.055 |
3.222 |
0.833 |
20.6% |
0.093 |
2.3% |
98% |
False |
False |
9,945 |
| 80 |
4.055 |
3.222 |
0.833 |
20.6% |
0.092 |
2.3% |
98% |
False |
False |
8,452 |
| 100 |
4.055 |
3.150 |
0.905 |
22.4% |
0.090 |
2.2% |
98% |
False |
False |
7,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.679 |
|
2.618 |
4.434 |
|
1.618 |
4.284 |
|
1.000 |
4.191 |
|
0.618 |
4.134 |
|
HIGH |
4.041 |
|
0.618 |
3.984 |
|
0.500 |
3.966 |
|
0.382 |
3.948 |
|
LOW |
3.891 |
|
0.618 |
3.798 |
|
1.000 |
3.741 |
|
1.618 |
3.648 |
|
2.618 |
3.498 |
|
4.250 |
3.254 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4.013 |
4.010 |
| PP |
3.989 |
3.983 |
| S1 |
3.966 |
3.957 |
|