NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
4.022 |
4.065 |
0.043 |
1.1% |
3.989 |
| High |
4.090 |
4.090 |
0.000 |
0.0% |
4.090 |
| Low |
4.000 |
3.893 |
-0.107 |
-2.7% |
3.862 |
| Close |
4.073 |
3.913 |
-0.160 |
-3.9% |
4.073 |
| Range |
0.090 |
0.197 |
0.107 |
118.9% |
0.228 |
| ATR |
0.100 |
0.107 |
0.007 |
6.9% |
0.000 |
| Volume |
17,783 |
16,481 |
-1,302 |
-7.3% |
73,614 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.556 |
4.432 |
4.021 |
|
| R3 |
4.359 |
4.235 |
3.967 |
|
| R2 |
4.162 |
4.162 |
3.949 |
|
| R1 |
4.038 |
4.038 |
3.931 |
4.002 |
| PP |
3.965 |
3.965 |
3.965 |
3.947 |
| S1 |
3.841 |
3.841 |
3.895 |
3.805 |
| S2 |
3.768 |
3.768 |
3.877 |
|
| S3 |
3.571 |
3.644 |
3.859 |
|
| S4 |
3.374 |
3.447 |
3.805 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.692 |
4.611 |
4.198 |
|
| R3 |
4.464 |
4.383 |
4.136 |
|
| R2 |
4.236 |
4.236 |
4.115 |
|
| R1 |
4.155 |
4.155 |
4.094 |
4.196 |
| PP |
4.008 |
4.008 |
4.008 |
4.029 |
| S1 |
3.927 |
3.927 |
4.052 |
3.968 |
| S2 |
3.780 |
3.780 |
4.031 |
|
| S3 |
3.552 |
3.699 |
4.010 |
|
| S4 |
3.324 |
3.471 |
3.948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.090 |
3.872 |
0.218 |
5.6% |
0.119 |
3.0% |
19% |
True |
False |
14,590 |
| 10 |
4.090 |
3.819 |
0.271 |
6.9% |
0.116 |
3.0% |
35% |
True |
False |
17,388 |
| 20 |
4.090 |
3.521 |
0.569 |
14.5% |
0.105 |
2.7% |
69% |
True |
False |
17,059 |
| 40 |
4.090 |
3.222 |
0.868 |
22.2% |
0.097 |
2.5% |
80% |
True |
False |
12,796 |
| 60 |
4.090 |
3.222 |
0.868 |
22.2% |
0.095 |
2.4% |
80% |
True |
False |
10,409 |
| 80 |
4.090 |
3.222 |
0.868 |
22.2% |
0.092 |
2.4% |
80% |
True |
False |
8,773 |
| 100 |
4.090 |
3.150 |
0.940 |
24.0% |
0.091 |
2.3% |
81% |
True |
False |
7,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.927 |
|
2.618 |
4.606 |
|
1.618 |
4.409 |
|
1.000 |
4.287 |
|
0.618 |
4.212 |
|
HIGH |
4.090 |
|
0.618 |
4.015 |
|
0.500 |
3.992 |
|
0.382 |
3.968 |
|
LOW |
3.893 |
|
0.618 |
3.771 |
|
1.000 |
3.696 |
|
1.618 |
3.574 |
|
2.618 |
3.377 |
|
4.250 |
3.056 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.992 |
3.991 |
| PP |
3.965 |
3.965 |
| S1 |
3.939 |
3.939 |
|