NYMEX Natural Gas Future May 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 |
3.880 |
3.886 |
0.006 |
0.2% |
3.831 |
| High |
3.912 |
3.964 |
0.052 |
1.3% |
3.963 |
| Low |
3.853 |
3.873 |
0.020 |
0.5% |
3.764 |
| Close |
3.908 |
3.960 |
0.052 |
1.3% |
3.913 |
| Range |
0.059 |
0.091 |
0.032 |
54.2% |
0.199 |
| ATR |
0.079 |
0.080 |
0.001 |
1.1% |
0.000 |
| Volume |
3,116 |
6,075 |
2,959 |
95.0% |
38,240 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.205 |
4.174 |
4.010 |
|
| R3 |
4.114 |
4.083 |
3.985 |
|
| R2 |
4.023 |
4.023 |
3.977 |
|
| R1 |
3.992 |
3.992 |
3.968 |
4.008 |
| PP |
3.932 |
3.932 |
3.932 |
3.940 |
| S1 |
3.901 |
3.901 |
3.952 |
3.917 |
| S2 |
3.841 |
3.841 |
3.943 |
|
| S3 |
3.750 |
3.810 |
3.935 |
|
| S4 |
3.659 |
3.719 |
3.910 |
|
|
| 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 |
3.964 |
3.804 |
0.160 |
4.0% |
0.076 |
1.9% |
98% |
True |
False |
7,756 |
| 10 |
3.964 |
3.764 |
0.200 |
5.1% |
0.077 |
2.0% |
98% |
True |
False |
7,009 |
| 20 |
3.964 |
3.460 |
0.504 |
12.7% |
0.078 |
2.0% |
99% |
True |
False |
5,962 |
| 40 |
3.964 |
3.250 |
0.714 |
18.0% |
0.076 |
1.9% |
99% |
True |
False |
4,363 |
| 60 |
3.964 |
3.250 |
0.714 |
18.0% |
0.074 |
1.9% |
99% |
True |
False |
3,382 |
| 80 |
3.964 |
3.250 |
0.714 |
18.0% |
0.073 |
1.8% |
99% |
True |
False |
2,813 |
| 100 |
3.964 |
3.170 |
0.794 |
20.1% |
0.070 |
1.8% |
99% |
True |
False |
2,441 |
| 120 |
3.964 |
3.170 |
0.794 |
20.1% |
0.069 |
1.7% |
99% |
True |
False |
2,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.351 |
|
2.618 |
4.202 |
|
1.618 |
4.111 |
|
1.000 |
4.055 |
|
0.618 |
4.020 |
|
HIGH |
3.964 |
|
0.618 |
3.929 |
|
0.500 |
3.919 |
|
0.382 |
3.908 |
|
LOW |
3.873 |
|
0.618 |
3.817 |
|
1.000 |
3.782 |
|
1.618 |
3.726 |
|
2.618 |
3.635 |
|
4.250 |
3.486 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.946 |
3.937 |
| PP |
3.932 |
3.913 |
| S1 |
3.919 |
3.890 |
|