NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
4.065 |
3.913 |
-0.152 |
-3.7% |
3.989 |
| High |
4.090 |
4.000 |
-0.090 |
-2.2% |
4.090 |
| Low |
3.893 |
3.913 |
0.020 |
0.5% |
3.862 |
| Close |
3.913 |
3.989 |
0.076 |
1.9% |
4.073 |
| Range |
0.197 |
0.087 |
-0.110 |
-55.8% |
0.228 |
| ATR |
0.107 |
0.106 |
-0.001 |
-1.4% |
0.000 |
| Volume |
16,481 |
17,520 |
1,039 |
6.3% |
73,614 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.228 |
4.196 |
4.037 |
|
| R3 |
4.141 |
4.109 |
4.013 |
|
| R2 |
4.054 |
4.054 |
4.005 |
|
| R1 |
4.022 |
4.022 |
3.997 |
4.038 |
| PP |
3.967 |
3.967 |
3.967 |
3.976 |
| S1 |
3.935 |
3.935 |
3.981 |
3.951 |
| S2 |
3.880 |
3.880 |
3.973 |
|
| S3 |
3.793 |
3.848 |
3.965 |
|
| S4 |
3.706 |
3.761 |
3.941 |
|
|
| 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 |
3.891 |
0.199 |
5.0% |
0.121 |
3.0% |
49% |
False |
False |
15,615 |
| 10 |
4.090 |
3.862 |
0.228 |
5.7% |
0.112 |
2.8% |
56% |
False |
False |
18,178 |
| 20 |
4.090 |
3.570 |
0.520 |
13.0% |
0.107 |
2.7% |
81% |
False |
False |
17,474 |
| 40 |
4.090 |
3.222 |
0.868 |
21.8% |
0.097 |
2.4% |
88% |
False |
False |
13,110 |
| 60 |
4.090 |
3.222 |
0.868 |
21.8% |
0.095 |
2.4% |
88% |
False |
False |
10,638 |
| 80 |
4.090 |
3.222 |
0.868 |
21.8% |
0.092 |
2.3% |
88% |
False |
False |
8,933 |
| 100 |
4.090 |
3.150 |
0.940 |
23.6% |
0.092 |
2.3% |
89% |
False |
False |
7,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.370 |
|
2.618 |
4.228 |
|
1.618 |
4.141 |
|
1.000 |
4.087 |
|
0.618 |
4.054 |
|
HIGH |
4.000 |
|
0.618 |
3.967 |
|
0.500 |
3.957 |
|
0.382 |
3.946 |
|
LOW |
3.913 |
|
0.618 |
3.859 |
|
1.000 |
3.826 |
|
1.618 |
3.772 |
|
2.618 |
3.685 |
|
4.250 |
3.543 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.978 |
3.992 |
| PP |
3.967 |
3.991 |
| S1 |
3.957 |
3.990 |
|