NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.285 |
3.325 |
0.040 |
1.2% |
3.078 |
| High |
3.330 |
3.486 |
0.156 |
4.7% |
3.330 |
| Low |
3.248 |
3.325 |
0.077 |
2.4% |
3.000 |
| Close |
3.320 |
3.480 |
0.160 |
4.8% |
3.320 |
| Range |
0.082 |
0.161 |
0.079 |
96.3% |
0.330 |
| ATR |
0.114 |
0.117 |
0.004 |
3.3% |
0.000 |
| Volume |
169,812 |
210,251 |
40,439 |
23.8% |
760,065 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.913 |
3.858 |
3.569 |
|
| R3 |
3.752 |
3.697 |
3.524 |
|
| R2 |
3.591 |
3.591 |
3.510 |
|
| R1 |
3.536 |
3.536 |
3.495 |
3.564 |
| PP |
3.430 |
3.430 |
3.430 |
3.444 |
| S1 |
3.375 |
3.375 |
3.465 |
3.403 |
| S2 |
3.269 |
3.269 |
3.450 |
|
| S3 |
3.108 |
3.214 |
3.436 |
|
| S4 |
2.947 |
3.053 |
3.391 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.207 |
4.093 |
3.502 |
|
| R3 |
3.877 |
3.763 |
3.411 |
|
| R2 |
3.547 |
3.547 |
3.381 |
|
| R1 |
3.433 |
3.433 |
3.350 |
3.490 |
| PP |
3.217 |
3.217 |
3.217 |
3.245 |
| S1 |
3.103 |
3.103 |
3.290 |
3.160 |
| S2 |
2.887 |
2.887 |
3.260 |
|
| S3 |
2.557 |
2.773 |
3.229 |
|
| S4 |
2.227 |
2.443 |
3.139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.486 |
3.042 |
0.444 |
12.8% |
0.120 |
3.5% |
99% |
True |
False |
175,099 |
| 10 |
3.486 |
2.923 |
0.563 |
16.2% |
0.110 |
3.1% |
99% |
True |
False |
137,589 |
| 20 |
3.486 |
2.802 |
0.684 |
19.7% |
0.118 |
3.4% |
99% |
True |
False |
103,743 |
| 40 |
3.486 |
2.790 |
0.696 |
20.0% |
0.115 |
3.3% |
99% |
True |
False |
82,424 |
| 60 |
3.486 |
2.790 |
0.696 |
20.0% |
0.116 |
3.3% |
99% |
True |
False |
66,466 |
| 80 |
3.486 |
2.650 |
0.836 |
24.0% |
0.117 |
3.4% |
99% |
True |
False |
56,096 |
| 100 |
3.486 |
2.650 |
0.836 |
24.0% |
0.114 |
3.3% |
99% |
True |
False |
48,199 |
| 120 |
3.486 |
2.566 |
0.920 |
26.4% |
0.106 |
3.1% |
99% |
True |
False |
42,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.170 |
|
2.618 |
3.907 |
|
1.618 |
3.746 |
|
1.000 |
3.647 |
|
0.618 |
3.585 |
|
HIGH |
3.486 |
|
0.618 |
3.424 |
|
0.500 |
3.406 |
|
0.382 |
3.387 |
|
LOW |
3.325 |
|
0.618 |
3.226 |
|
1.000 |
3.164 |
|
1.618 |
3.065 |
|
2.618 |
2.904 |
|
4.250 |
2.641 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.455 |
3.432 |
| PP |
3.430 |
3.385 |
| S1 |
3.406 |
3.337 |
|