NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.936 |
3.899 |
-0.037 |
-0.9% |
3.831 |
| High |
3.963 |
3.899 |
-0.064 |
-1.6% |
3.963 |
| Low |
3.879 |
3.804 |
-0.075 |
-1.9% |
3.764 |
| Close |
3.913 |
3.843 |
-0.070 |
-1.8% |
3.913 |
| Range |
0.084 |
0.095 |
0.011 |
13.1% |
0.199 |
| ATR |
0.080 |
0.082 |
0.002 |
2.5% |
0.000 |
| Volume |
15,098 |
8,579 |
-6,519 |
-43.2% |
38,240 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.134 |
4.083 |
3.895 |
|
| R3 |
4.039 |
3.988 |
3.869 |
|
| R2 |
3.944 |
3.944 |
3.860 |
|
| R1 |
3.893 |
3.893 |
3.852 |
3.871 |
| PP |
3.849 |
3.849 |
3.849 |
3.838 |
| S1 |
3.798 |
3.798 |
3.834 |
3.776 |
| S2 |
3.754 |
3.754 |
3.826 |
|
| S3 |
3.659 |
3.703 |
3.817 |
|
| S4 |
3.564 |
3.608 |
3.791 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.477 |
4.394 |
4.022 |
|
| R3 |
4.278 |
4.195 |
3.968 |
|
| R2 |
4.079 |
4.079 |
3.949 |
|
| R1 |
3.996 |
3.996 |
3.931 |
4.038 |
| PP |
3.880 |
3.880 |
3.880 |
3.901 |
| S1 |
3.797 |
3.797 |
3.895 |
3.839 |
| S2 |
3.681 |
3.681 |
3.877 |
|
| S3 |
3.482 |
3.598 |
3.858 |
|
| S4 |
3.283 |
3.399 |
3.804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.963 |
3.796 |
0.167 |
4.3% |
0.085 |
2.2% |
28% |
False |
False |
8,196 |
| 10 |
3.963 |
3.730 |
0.233 |
6.1% |
0.086 |
2.2% |
48% |
False |
False |
7,356 |
| 20 |
3.963 |
3.450 |
0.513 |
13.3% |
0.075 |
1.9% |
77% |
False |
False |
5,496 |
| 40 |
3.963 |
3.250 |
0.713 |
18.6% |
0.076 |
2.0% |
83% |
False |
False |
4,097 |
| 60 |
3.963 |
3.250 |
0.713 |
18.6% |
0.073 |
1.9% |
83% |
False |
False |
3,176 |
| 80 |
3.963 |
3.250 |
0.713 |
18.6% |
0.072 |
1.9% |
83% |
False |
False |
2,649 |
| 100 |
3.963 |
3.170 |
0.793 |
20.6% |
0.070 |
1.8% |
85% |
False |
False |
2,325 |
| 120 |
3.963 |
3.170 |
0.793 |
20.6% |
0.069 |
1.8% |
85% |
False |
False |
2,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.303 |
|
2.618 |
4.148 |
|
1.618 |
4.053 |
|
1.000 |
3.994 |
|
0.618 |
3.958 |
|
HIGH |
3.899 |
|
0.618 |
3.863 |
|
0.500 |
3.852 |
|
0.382 |
3.840 |
|
LOW |
3.804 |
|
0.618 |
3.745 |
|
1.000 |
3.709 |
|
1.618 |
3.650 |
|
2.618 |
3.555 |
|
4.250 |
3.400 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.852 |
3.884 |
| PP |
3.849 |
3.870 |
| S1 |
3.846 |
3.857 |
|