NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.899 |
3.867 |
-0.032 |
-0.8% |
3.831 |
| High |
3.899 |
3.867 |
-0.032 |
-0.8% |
3.963 |
| Low |
3.804 |
3.816 |
0.012 |
0.3% |
3.764 |
| Close |
3.843 |
3.852 |
0.009 |
0.2% |
3.913 |
| Range |
0.095 |
0.051 |
-0.044 |
-46.3% |
0.199 |
| ATR |
0.082 |
0.080 |
-0.002 |
-2.7% |
0.000 |
| Volume |
8,579 |
5,915 |
-2,664 |
-31.1% |
38,240 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.998 |
3.976 |
3.880 |
|
| R3 |
3.947 |
3.925 |
3.866 |
|
| R2 |
3.896 |
3.896 |
3.861 |
|
| R1 |
3.874 |
3.874 |
3.857 |
3.860 |
| PP |
3.845 |
3.845 |
3.845 |
3.838 |
| S1 |
3.823 |
3.823 |
3.847 |
3.809 |
| S2 |
3.794 |
3.794 |
3.843 |
|
| S3 |
3.743 |
3.772 |
3.838 |
|
| S4 |
3.692 |
3.721 |
3.824 |
|
|
| 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 |
3.804 |
0.159 |
4.1% |
0.074 |
1.9% |
30% |
False |
False |
8,362 |
| 10 |
3.963 |
3.730 |
0.233 |
6.0% |
0.079 |
2.0% |
52% |
False |
False |
7,136 |
| 20 |
3.963 |
3.450 |
0.513 |
13.3% |
0.074 |
1.9% |
78% |
False |
False |
5,739 |
| 40 |
3.963 |
3.250 |
0.713 |
18.5% |
0.076 |
2.0% |
84% |
False |
False |
4,218 |
| 60 |
3.963 |
3.250 |
0.713 |
18.5% |
0.073 |
1.9% |
84% |
False |
False |
3,262 |
| 80 |
3.963 |
3.250 |
0.713 |
18.5% |
0.072 |
1.9% |
84% |
False |
False |
2,711 |
| 100 |
3.963 |
3.170 |
0.793 |
20.6% |
0.070 |
1.8% |
86% |
False |
False |
2,373 |
| 120 |
3.963 |
3.170 |
0.793 |
20.6% |
0.069 |
1.8% |
86% |
False |
False |
2,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.084 |
|
2.618 |
4.001 |
|
1.618 |
3.950 |
|
1.000 |
3.918 |
|
0.618 |
3.899 |
|
HIGH |
3.867 |
|
0.618 |
3.848 |
|
0.500 |
3.842 |
|
0.382 |
3.835 |
|
LOW |
3.816 |
|
0.618 |
3.784 |
|
1.000 |
3.765 |
|
1.618 |
3.733 |
|
2.618 |
3.682 |
|
4.250 |
3.599 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.849 |
3.884 |
| PP |
3.845 |
3.873 |
| S1 |
3.842 |
3.863 |
|