NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.325 |
3.483 |
0.158 |
4.8% |
3.078 |
| High |
3.486 |
3.546 |
0.060 |
1.7% |
3.330 |
| Low |
3.325 |
3.398 |
0.073 |
2.2% |
3.000 |
| Close |
3.480 |
3.531 |
0.051 |
1.5% |
3.320 |
| Range |
0.161 |
0.148 |
-0.013 |
-8.1% |
0.330 |
| ATR |
0.117 |
0.119 |
0.002 |
1.9% |
0.000 |
| Volume |
210,251 |
194,779 |
-15,472 |
-7.4% |
760,065 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.936 |
3.881 |
3.612 |
|
| R3 |
3.788 |
3.733 |
3.572 |
|
| R2 |
3.640 |
3.640 |
3.558 |
|
| R1 |
3.585 |
3.585 |
3.545 |
3.613 |
| PP |
3.492 |
3.492 |
3.492 |
3.505 |
| S1 |
3.437 |
3.437 |
3.517 |
3.465 |
| S2 |
3.344 |
3.344 |
3.504 |
|
| S3 |
3.196 |
3.289 |
3.490 |
|
| S4 |
3.048 |
3.141 |
3.450 |
|
|
| 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 |
3.546 |
3.093 |
0.453 |
12.8% |
0.134 |
3.8% |
97% |
True |
False |
193,302 |
| 10 |
3.546 |
2.923 |
0.623 |
17.6% |
0.112 |
3.2% |
98% |
True |
False |
147,232 |
| 20 |
3.546 |
2.802 |
0.744 |
21.1% |
0.120 |
3.4% |
98% |
True |
False |
111,087 |
| 40 |
3.546 |
2.790 |
0.756 |
21.4% |
0.116 |
3.3% |
98% |
True |
False |
86,380 |
| 60 |
3.546 |
2.790 |
0.756 |
21.4% |
0.117 |
3.3% |
98% |
True |
False |
68,996 |
| 80 |
3.546 |
2.650 |
0.896 |
25.4% |
0.118 |
3.3% |
98% |
True |
False |
58,189 |
| 100 |
3.546 |
2.650 |
0.896 |
25.4% |
0.114 |
3.2% |
98% |
True |
False |
49,884 |
| 120 |
3.546 |
2.566 |
0.980 |
27.8% |
0.107 |
3.0% |
98% |
True |
False |
43,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.175 |
|
2.618 |
3.933 |
|
1.618 |
3.785 |
|
1.000 |
3.694 |
|
0.618 |
3.637 |
|
HIGH |
3.546 |
|
0.618 |
3.489 |
|
0.500 |
3.472 |
|
0.382 |
3.455 |
|
LOW |
3.398 |
|
0.618 |
3.307 |
|
1.000 |
3.250 |
|
1.618 |
3.159 |
|
2.618 |
3.011 |
|
4.250 |
2.769 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.511 |
3.486 |
| PP |
3.492 |
3.442 |
| S1 |
3.472 |
3.397 |
|