NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 03-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.891 |
3.869 |
-0.022 |
-0.6% |
3.508 |
High |
3.946 |
3.892 |
-0.054 |
-1.4% |
3.777 |
Low |
3.800 |
3.753 |
-0.047 |
-1.2% |
3.438 |
Close |
3.899 |
3.806 |
-0.093 |
-2.4% |
3.767 |
Range |
0.146 |
0.139 |
-0.007 |
-4.8% |
0.339 |
ATR |
0.103 |
0.106 |
0.003 |
3.0% |
0.000 |
Volume |
90,800 |
80,362 |
-10,438 |
-11.5% |
219,920 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.234 |
4.159 |
3.882 |
|
R3 |
4.095 |
4.020 |
3.844 |
|
R2 |
3.956 |
3.956 |
3.831 |
|
R1 |
3.881 |
3.881 |
3.819 |
3.849 |
PP |
3.817 |
3.817 |
3.817 |
3.801 |
S1 |
3.742 |
3.742 |
3.793 |
3.710 |
S2 |
3.678 |
3.678 |
3.781 |
|
S3 |
3.539 |
3.603 |
3.768 |
|
S4 |
3.400 |
3.464 |
3.730 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.678 |
4.561 |
3.953 |
|
R3 |
4.339 |
4.222 |
3.860 |
|
R2 |
4.000 |
4.000 |
3.829 |
|
R1 |
3.883 |
3.883 |
3.798 |
3.942 |
PP |
3.661 |
3.661 |
3.661 |
3.690 |
S1 |
3.544 |
3.544 |
3.736 |
3.603 |
S2 |
3.322 |
3.322 |
3.705 |
|
S3 |
2.983 |
3.205 |
3.674 |
|
S4 |
2.644 |
2.866 |
3.581 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.946 |
3.617 |
0.329 |
8.6% |
0.120 |
3.1% |
57% |
False |
False |
70,709 |
10 |
3.946 |
3.370 |
0.576 |
15.1% |
0.103 |
2.7% |
76% |
False |
False |
53,126 |
20 |
3.946 |
3.200 |
0.746 |
19.6% |
0.105 |
2.8% |
81% |
False |
False |
46,084 |
40 |
3.946 |
3.200 |
0.746 |
19.6% |
0.099 |
2.6% |
81% |
False |
False |
36,994 |
60 |
3.946 |
3.200 |
0.746 |
19.6% |
0.101 |
2.6% |
81% |
False |
False |
32,212 |
80 |
3.946 |
3.114 |
0.832 |
21.9% |
0.103 |
2.7% |
83% |
False |
False |
29,104 |
100 |
3.946 |
3.114 |
0.832 |
21.9% |
0.100 |
2.6% |
83% |
False |
False |
26,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.483 |
2.618 |
4.256 |
1.618 |
4.117 |
1.000 |
4.031 |
0.618 |
3.978 |
HIGH |
3.892 |
0.618 |
3.839 |
0.500 |
3.823 |
0.382 |
3.806 |
LOW |
3.753 |
0.618 |
3.667 |
1.000 |
3.614 |
1.618 |
3.528 |
2.618 |
3.389 |
4.250 |
3.162 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.823 |
3.850 |
PP |
3.817 |
3.835 |
S1 |
3.812 |
3.821 |
|