NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.928 |
3.927 |
-0.001 |
0.0% |
3.774 |
| High |
3.967 |
4.048 |
0.081 |
2.0% |
3.946 |
| Low |
3.879 |
3.916 |
0.037 |
1.0% |
3.753 |
| Close |
3.923 |
4.030 |
0.107 |
2.7% |
3.832 |
| Range |
0.088 |
0.132 |
0.044 |
50.0% |
0.193 |
| ATR |
0.105 |
0.107 |
0.002 |
1.8% |
0.000 |
| Volume |
103,672 |
106,246 |
2,574 |
2.5% |
362,194 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.394 |
4.344 |
4.103 |
|
| R3 |
4.262 |
4.212 |
4.066 |
|
| R2 |
4.130 |
4.130 |
4.054 |
|
| R1 |
4.080 |
4.080 |
4.042 |
4.105 |
| PP |
3.998 |
3.998 |
3.998 |
4.011 |
| S1 |
3.948 |
3.948 |
4.018 |
3.973 |
| S2 |
3.866 |
3.866 |
4.006 |
|
| S3 |
3.734 |
3.816 |
3.994 |
|
| S4 |
3.602 |
3.684 |
3.957 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.423 |
4.320 |
3.938 |
|
| R3 |
4.230 |
4.127 |
3.885 |
|
| R2 |
4.037 |
4.037 |
3.867 |
|
| R1 |
3.934 |
3.934 |
3.850 |
3.986 |
| PP |
3.844 |
3.844 |
3.844 |
3.869 |
| S1 |
3.741 |
3.741 |
3.814 |
3.793 |
| S2 |
3.651 |
3.651 |
3.797 |
|
| S3 |
3.458 |
3.548 |
3.779 |
|
| S4 |
3.265 |
3.355 |
3.726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.048 |
3.775 |
0.273 |
6.8% |
0.107 |
2.7% |
93% |
True |
False |
89,327 |
| 10 |
4.048 |
3.698 |
0.350 |
8.7% |
0.114 |
2.8% |
95% |
True |
False |
82,355 |
| 20 |
4.048 |
3.359 |
0.689 |
17.1% |
0.103 |
2.6% |
97% |
True |
False |
58,965 |
| 40 |
4.048 |
3.200 |
0.848 |
21.0% |
0.103 |
2.5% |
98% |
True |
False |
44,881 |
| 60 |
4.048 |
3.200 |
0.848 |
21.0% |
0.100 |
2.5% |
98% |
True |
False |
38,923 |
| 80 |
4.048 |
3.200 |
0.848 |
21.0% |
0.103 |
2.5% |
98% |
True |
False |
33,887 |
| 100 |
4.048 |
3.114 |
0.934 |
23.2% |
0.101 |
2.5% |
98% |
True |
False |
30,749 |
| 120 |
4.048 |
3.107 |
0.941 |
23.3% |
0.098 |
2.4% |
98% |
True |
False |
28,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.609 |
|
2.618 |
4.394 |
|
1.618 |
4.262 |
|
1.000 |
4.180 |
|
0.618 |
4.130 |
|
HIGH |
4.048 |
|
0.618 |
3.998 |
|
0.500 |
3.982 |
|
0.382 |
3.966 |
|
LOW |
3.916 |
|
0.618 |
3.834 |
|
1.000 |
3.784 |
|
1.618 |
3.702 |
|
2.618 |
3.570 |
|
4.250 |
3.355 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4.014 |
3.995 |
| PP |
3.998 |
3.960 |
| S1 |
3.982 |
3.925 |
|