NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.705 |
3.778 |
0.073 |
2.0% |
3.627 |
| High |
3.804 |
3.820 |
0.016 |
0.4% |
3.815 |
| Low |
3.650 |
3.736 |
0.086 |
2.4% |
3.609 |
| Close |
3.768 |
3.783 |
0.015 |
0.4% |
3.682 |
| Range |
0.154 |
0.084 |
-0.070 |
-45.5% |
0.206 |
| ATR |
0.114 |
0.111 |
-0.002 |
-1.9% |
0.000 |
| Volume |
45,583 |
90,771 |
45,188 |
99.1% |
333,990 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.032 |
3.991 |
3.829 |
|
| R3 |
3.948 |
3.907 |
3.806 |
|
| R2 |
3.864 |
3.864 |
3.798 |
|
| R1 |
3.823 |
3.823 |
3.791 |
3.844 |
| PP |
3.780 |
3.780 |
3.780 |
3.790 |
| S1 |
3.739 |
3.739 |
3.775 |
3.760 |
| S2 |
3.696 |
3.696 |
3.768 |
|
| S3 |
3.612 |
3.655 |
3.760 |
|
| S4 |
3.528 |
3.571 |
3.737 |
|
|
| 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 |
3.820 |
3.621 |
0.199 |
5.3% |
0.107 |
2.8% |
81% |
True |
False |
61,262 |
| 10 |
3.820 |
3.466 |
0.354 |
9.4% |
0.118 |
3.1% |
90% |
True |
False |
67,906 |
| 20 |
3.820 |
3.210 |
0.610 |
16.1% |
0.108 |
2.9% |
94% |
True |
False |
54,292 |
| 40 |
3.820 |
3.055 |
0.765 |
20.2% |
0.107 |
2.8% |
95% |
True |
False |
42,030 |
| 60 |
3.820 |
3.055 |
0.765 |
20.2% |
0.107 |
2.8% |
95% |
True |
False |
35,630 |
| 80 |
3.820 |
3.055 |
0.765 |
20.2% |
0.109 |
2.9% |
95% |
True |
False |
30,549 |
| 100 |
3.820 |
2.962 |
0.858 |
22.7% |
0.106 |
2.8% |
96% |
True |
False |
27,039 |
| 120 |
3.820 |
2.909 |
0.911 |
24.1% |
0.103 |
2.7% |
96% |
True |
False |
24,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.177 |
|
2.618 |
4.040 |
|
1.618 |
3.956 |
|
1.000 |
3.904 |
|
0.618 |
3.872 |
|
HIGH |
3.820 |
|
0.618 |
3.788 |
|
0.500 |
3.778 |
|
0.382 |
3.768 |
|
LOW |
3.736 |
|
0.618 |
3.684 |
|
1.000 |
3.652 |
|
1.618 |
3.600 |
|
2.618 |
3.516 |
|
4.250 |
3.379 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.781 |
3.762 |
| PP |
3.780 |
3.742 |
| S1 |
3.778 |
3.721 |
|