NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.882 |
3.919 |
0.037 |
1.0% |
4.025 |
| High |
3.939 |
3.919 |
-0.020 |
-0.5% |
4.030 |
| Low |
3.837 |
3.847 |
0.010 |
0.3% |
3.837 |
| Close |
3.919 |
3.871 |
-0.048 |
-1.2% |
3.871 |
| Range |
0.102 |
0.072 |
-0.030 |
-29.4% |
0.193 |
| ATR |
0.084 |
0.083 |
-0.001 |
-1.0% |
0.000 |
| Volume |
1,540 |
1,971 |
431 |
28.0% |
9,915 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.095 |
4.055 |
3.911 |
|
| R3 |
4.023 |
3.983 |
3.891 |
|
| R2 |
3.951 |
3.951 |
3.884 |
|
| R1 |
3.911 |
3.911 |
3.878 |
3.895 |
| PP |
3.879 |
3.879 |
3.879 |
3.871 |
| S1 |
3.839 |
3.839 |
3.864 |
3.823 |
| S2 |
3.807 |
3.807 |
3.858 |
|
| S3 |
3.735 |
3.767 |
3.851 |
|
| S4 |
3.663 |
3.695 |
3.831 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.492 |
4.374 |
3.977 |
|
| R3 |
4.299 |
4.181 |
3.924 |
|
| R2 |
4.106 |
4.106 |
3.906 |
|
| R1 |
3.988 |
3.988 |
3.889 |
3.951 |
| PP |
3.913 |
3.913 |
3.913 |
3.894 |
| S1 |
3.795 |
3.795 |
3.853 |
3.758 |
| S2 |
3.720 |
3.720 |
3.836 |
|
| S3 |
3.527 |
3.602 |
3.818 |
|
| S4 |
3.334 |
3.409 |
3.765 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.225 |
|
2.618 |
4.107 |
|
1.618 |
4.035 |
|
1.000 |
3.991 |
|
0.618 |
3.963 |
|
HIGH |
3.919 |
|
0.618 |
3.891 |
|
0.500 |
3.883 |
|
0.382 |
3.875 |
|
LOW |
3.847 |
|
0.618 |
3.803 |
|
1.000 |
3.775 |
|
1.618 |
3.731 |
|
2.618 |
3.659 |
|
4.250 |
3.541 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.883 |
3.909 |
| PP |
3.879 |
3.896 |
| S1 |
3.875 |
3.884 |
|