NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.978 |
3.872 |
-0.106 |
-2.7% |
3.989 |
| High |
4.006 |
3.964 |
-0.042 |
-1.0% |
4.090 |
| Low |
3.888 |
3.850 |
-0.038 |
-1.0% |
3.862 |
| Close |
3.910 |
3.922 |
0.012 |
0.3% |
4.073 |
| Range |
0.118 |
0.114 |
-0.004 |
-3.4% |
0.228 |
| ATR |
0.107 |
0.107 |
0.001 |
0.5% |
0.000 |
| Volume |
15,435 |
14,113 |
-1,322 |
-8.6% |
73,614 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.254 |
4.202 |
3.985 |
|
| R3 |
4.140 |
4.088 |
3.953 |
|
| R2 |
4.026 |
4.026 |
3.943 |
|
| R1 |
3.974 |
3.974 |
3.932 |
4.000 |
| PP |
3.912 |
3.912 |
3.912 |
3.925 |
| S1 |
3.860 |
3.860 |
3.912 |
3.886 |
| S2 |
3.798 |
3.798 |
3.901 |
|
| S3 |
3.684 |
3.746 |
3.891 |
|
| S4 |
3.570 |
3.632 |
3.859 |
|
|
| 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 |
3.850 |
0.240 |
6.1% |
0.121 |
3.1% |
30% |
False |
True |
16,266 |
| 10 |
4.090 |
3.850 |
0.240 |
6.1% |
0.115 |
2.9% |
30% |
False |
True |
17,140 |
| 20 |
4.090 |
3.713 |
0.377 |
9.6% |
0.109 |
2.8% |
55% |
False |
False |
17,886 |
| 40 |
4.090 |
3.241 |
0.849 |
21.6% |
0.099 |
2.5% |
80% |
False |
False |
13,538 |
| 60 |
4.090 |
3.222 |
0.868 |
22.1% |
0.096 |
2.4% |
81% |
False |
False |
10,899 |
| 80 |
4.090 |
3.222 |
0.868 |
22.1% |
0.094 |
2.4% |
81% |
False |
False |
9,216 |
| 100 |
4.090 |
3.150 |
0.940 |
24.0% |
0.093 |
2.4% |
82% |
False |
False |
7,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.449 |
|
2.618 |
4.262 |
|
1.618 |
4.148 |
|
1.000 |
4.078 |
|
0.618 |
4.034 |
|
HIGH |
3.964 |
|
0.618 |
3.920 |
|
0.500 |
3.907 |
|
0.382 |
3.894 |
|
LOW |
3.850 |
|
0.618 |
3.780 |
|
1.000 |
3.736 |
|
1.618 |
3.666 |
|
2.618 |
3.552 |
|
4.250 |
3.366 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.917 |
3.928 |
| PP |
3.912 |
3.926 |
| S1 |
3.907 |
3.924 |
|