NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.732 |
3.795 |
0.063 |
1.7% |
3.533 |
| High |
3.790 |
3.902 |
0.112 |
3.0% |
3.790 |
| Low |
3.713 |
3.793 |
0.080 |
2.2% |
3.469 |
| Close |
3.780 |
3.899 |
0.119 |
3.1% |
3.780 |
| Range |
0.077 |
0.109 |
0.032 |
41.6% |
0.321 |
| ATR |
0.088 |
0.091 |
0.002 |
2.7% |
0.000 |
| Volume |
19,952 |
15,896 |
-4,056 |
-20.3% |
62,223 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.192 |
4.154 |
3.959 |
|
| R3 |
4.083 |
4.045 |
3.929 |
|
| R2 |
3.974 |
3.974 |
3.919 |
|
| R1 |
3.936 |
3.936 |
3.909 |
3.955 |
| PP |
3.865 |
3.865 |
3.865 |
3.874 |
| S1 |
3.827 |
3.827 |
3.889 |
3.846 |
| S2 |
3.756 |
3.756 |
3.879 |
|
| S3 |
3.647 |
3.718 |
3.869 |
|
| S4 |
3.538 |
3.609 |
3.839 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.643 |
4.532 |
3.957 |
|
| R3 |
4.322 |
4.211 |
3.868 |
|
| R2 |
4.001 |
4.001 |
3.839 |
|
| R1 |
3.890 |
3.890 |
3.809 |
3.946 |
| PP |
3.680 |
3.680 |
3.680 |
3.707 |
| S1 |
3.569 |
3.569 |
3.751 |
3.625 |
| S2 |
3.359 |
3.359 |
3.721 |
|
| S3 |
3.038 |
3.248 |
3.692 |
|
| S4 |
2.717 |
2.927 |
3.603 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.902 |
3.521 |
0.381 |
9.8% |
0.086 |
2.2% |
99% |
True |
False |
13,275 |
| 10 |
3.902 |
3.400 |
0.502 |
12.9% |
0.081 |
2.1% |
99% |
True |
False |
11,330 |
| 20 |
3.902 |
3.241 |
0.661 |
17.0% |
0.091 |
2.3% |
100% |
True |
False |
10,459 |
| 40 |
3.902 |
3.222 |
0.680 |
17.4% |
0.087 |
2.2% |
100% |
True |
False |
8,021 |
| 60 |
3.902 |
3.222 |
0.680 |
17.4% |
0.087 |
2.2% |
100% |
True |
False |
6,846 |
| 80 |
3.902 |
3.150 |
0.752 |
19.3% |
0.089 |
2.3% |
100% |
True |
False |
5,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.365 |
|
2.618 |
4.187 |
|
1.618 |
4.078 |
|
1.000 |
4.011 |
|
0.618 |
3.969 |
|
HIGH |
3.902 |
|
0.618 |
3.860 |
|
0.500 |
3.848 |
|
0.382 |
3.835 |
|
LOW |
3.793 |
|
0.618 |
3.726 |
|
1.000 |
3.684 |
|
1.618 |
3.617 |
|
2.618 |
3.508 |
|
4.250 |
3.330 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.882 |
3.858 |
| PP |
3.865 |
3.817 |
| S1 |
3.848 |
3.777 |
|