NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.683 |
3.672 |
-0.011 |
-0.3% |
3.627 |
| High |
3.719 |
3.721 |
0.002 |
0.1% |
3.815 |
| Low |
3.633 |
3.622 |
-0.011 |
-0.3% |
3.609 |
| Close |
3.682 |
3.697 |
0.015 |
0.4% |
3.682 |
| Range |
0.086 |
0.099 |
0.013 |
15.1% |
0.206 |
| ATR |
0.111 |
0.110 |
-0.001 |
-0.8% |
0.000 |
| Volume |
52,516 |
60,604 |
8,088 |
15.4% |
333,990 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.977 |
3.936 |
3.751 |
|
| R3 |
3.878 |
3.837 |
3.724 |
|
| R2 |
3.779 |
3.779 |
3.715 |
|
| R1 |
3.738 |
3.738 |
3.706 |
3.759 |
| PP |
3.680 |
3.680 |
3.680 |
3.690 |
| S1 |
3.639 |
3.639 |
3.688 |
3.660 |
| S2 |
3.581 |
3.581 |
3.679 |
|
| S3 |
3.482 |
3.540 |
3.670 |
|
| S4 |
3.383 |
3.441 |
3.643 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.320 |
4.207 |
3.795 |
|
| R3 |
4.114 |
4.001 |
3.739 |
|
| R2 |
3.908 |
3.908 |
3.720 |
|
| R1 |
3.795 |
3.795 |
3.701 |
3.852 |
| PP |
3.702 |
3.702 |
3.702 |
3.730 |
| S1 |
3.589 |
3.589 |
3.663 |
3.646 |
| S2 |
3.496 |
3.496 |
3.644 |
|
| S3 |
3.290 |
3.383 |
3.625 |
|
| S4 |
3.084 |
3.177 |
3.569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.815 |
3.609 |
0.206 |
5.6% |
0.121 |
3.3% |
43% |
False |
False |
63,977 |
| 10 |
3.815 |
3.327 |
0.488 |
13.2% |
0.115 |
3.1% |
76% |
False |
False |
60,455 |
| 20 |
3.815 |
3.166 |
0.649 |
17.6% |
0.111 |
3.0% |
82% |
False |
False |
53,279 |
| 40 |
3.815 |
3.055 |
0.760 |
20.6% |
0.105 |
2.8% |
84% |
False |
False |
39,704 |
| 60 |
3.815 |
3.055 |
0.760 |
20.6% |
0.107 |
2.9% |
84% |
False |
False |
33,712 |
| 80 |
3.815 |
3.055 |
0.760 |
20.6% |
0.108 |
2.9% |
84% |
False |
False |
29,292 |
| 100 |
3.815 |
2.962 |
0.853 |
23.1% |
0.106 |
2.9% |
86% |
False |
False |
25,937 |
| 120 |
3.815 |
2.909 |
0.906 |
24.5% |
0.102 |
2.8% |
87% |
False |
False |
23,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.142 |
|
2.618 |
3.980 |
|
1.618 |
3.881 |
|
1.000 |
3.820 |
|
0.618 |
3.782 |
|
HIGH |
3.721 |
|
0.618 |
3.683 |
|
0.500 |
3.672 |
|
0.382 |
3.660 |
|
LOW |
3.622 |
|
0.618 |
3.561 |
|
1.000 |
3.523 |
|
1.618 |
3.462 |
|
2.618 |
3.363 |
|
4.250 |
3.201 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.689 |
3.691 |
| PP |
3.680 |
3.684 |
| S1 |
3.672 |
3.678 |
|