NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.795 |
3.906 |
0.111 |
2.9% |
3.533 |
| High |
3.902 |
3.950 |
0.048 |
1.2% |
3.790 |
| Low |
3.793 |
3.810 |
0.017 |
0.4% |
3.469 |
| Close |
3.899 |
3.907 |
0.008 |
0.2% |
3.780 |
| Range |
0.109 |
0.140 |
0.031 |
28.4% |
0.321 |
| ATR |
0.091 |
0.094 |
0.004 |
3.9% |
0.000 |
| Volume |
15,896 |
29,678 |
13,782 |
86.7% |
62,223 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.309 |
4.248 |
3.984 |
|
| R3 |
4.169 |
4.108 |
3.946 |
|
| R2 |
4.029 |
4.029 |
3.933 |
|
| R1 |
3.968 |
3.968 |
3.920 |
3.999 |
| PP |
3.889 |
3.889 |
3.889 |
3.904 |
| S1 |
3.828 |
3.828 |
3.894 |
3.859 |
| S2 |
3.749 |
3.749 |
3.881 |
|
| S3 |
3.609 |
3.688 |
3.869 |
|
| S4 |
3.469 |
3.548 |
3.830 |
|
|
| 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 |
3.950 |
3.570 |
0.380 |
9.7% |
0.104 |
2.7% |
89% |
True |
False |
17,364 |
| 10 |
3.950 |
3.400 |
0.550 |
14.1% |
0.087 |
2.2% |
92% |
True |
False |
13,612 |
| 20 |
3.950 |
3.241 |
0.709 |
18.1% |
0.093 |
2.4% |
94% |
True |
False |
11,749 |
| 40 |
3.950 |
3.222 |
0.728 |
18.6% |
0.088 |
2.2% |
94% |
True |
False |
8,652 |
| 60 |
3.950 |
3.222 |
0.728 |
18.6% |
0.088 |
2.3% |
94% |
True |
False |
7,253 |
| 80 |
3.950 |
3.150 |
0.800 |
20.5% |
0.090 |
2.3% |
95% |
True |
False |
6,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.545 |
|
2.618 |
4.317 |
|
1.618 |
4.177 |
|
1.000 |
4.090 |
|
0.618 |
4.037 |
|
HIGH |
3.950 |
|
0.618 |
3.897 |
|
0.500 |
3.880 |
|
0.382 |
3.863 |
|
LOW |
3.810 |
|
0.618 |
3.723 |
|
1.000 |
3.670 |
|
1.618 |
3.583 |
|
2.618 |
3.443 |
|
4.250 |
3.215 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.898 |
3.882 |
| PP |
3.889 |
3.857 |
| S1 |
3.880 |
3.832 |
|