NYMEX Natural Gas Future April 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 |
3.829 |
3.891 |
0.062 |
1.6% |
3.780 |
| High |
3.894 |
3.945 |
0.051 |
1.3% |
3.954 |
| Low |
3.821 |
3.837 |
0.016 |
0.4% |
3.733 |
| Close |
3.888 |
3.941 |
0.053 |
1.4% |
3.895 |
| Range |
0.073 |
0.108 |
0.035 |
47.9% |
0.221 |
| ATR |
0.089 |
0.090 |
0.001 |
1.5% |
0.000 |
| Volume |
18,755 |
23,616 |
4,861 |
25.9% |
143,169 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.232 |
4.194 |
4.000 |
|
| R3 |
4.124 |
4.086 |
3.971 |
|
| R2 |
4.016 |
4.016 |
3.961 |
|
| R1 |
3.978 |
3.978 |
3.951 |
3.997 |
| PP |
3.908 |
3.908 |
3.908 |
3.917 |
| S1 |
3.870 |
3.870 |
3.931 |
3.889 |
| S2 |
3.800 |
3.800 |
3.921 |
|
| S3 |
3.692 |
3.762 |
3.911 |
|
| S4 |
3.584 |
3.654 |
3.882 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.524 |
4.430 |
4.017 |
|
| R3 |
4.303 |
4.209 |
3.956 |
|
| R2 |
4.082 |
4.082 |
3.936 |
|
| R1 |
3.988 |
3.988 |
3.915 |
4.035 |
| PP |
3.861 |
3.861 |
3.861 |
3.884 |
| S1 |
3.767 |
3.767 |
3.875 |
3.814 |
| S2 |
3.640 |
3.640 |
3.854 |
|
| S3 |
3.419 |
3.546 |
3.834 |
|
| S4 |
3.198 |
3.325 |
3.773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.948 |
3.780 |
0.168 |
4.3% |
0.087 |
2.2% |
96% |
False |
False |
30,773 |
| 10 |
3.954 |
3.733 |
0.221 |
5.6% |
0.087 |
2.2% |
94% |
False |
False |
26,224 |
| 20 |
3.954 |
3.412 |
0.542 |
13.8% |
0.087 |
2.2% |
98% |
False |
False |
25,817 |
| 40 |
3.954 |
3.205 |
0.749 |
19.0% |
0.088 |
2.2% |
98% |
False |
False |
19,510 |
| 60 |
3.954 |
3.205 |
0.749 |
19.0% |
0.088 |
2.2% |
98% |
False |
False |
16,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.404 |
|
2.618 |
4.228 |
|
1.618 |
4.120 |
|
1.000 |
4.053 |
|
0.618 |
4.012 |
|
HIGH |
3.945 |
|
0.618 |
3.904 |
|
0.500 |
3.891 |
|
0.382 |
3.878 |
|
LOW |
3.837 |
|
0.618 |
3.770 |
|
1.000 |
3.729 |
|
1.618 |
3.662 |
|
2.618 |
3.554 |
|
4.250 |
3.378 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.924 |
3.917 |
| PP |
3.908 |
3.892 |
| S1 |
3.891 |
3.868 |
|