NYMEX Natural Gas Future February 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 |
3.906 |
3.890 |
-0.016 |
-0.4% |
3.533 |
| High |
3.950 |
3.890 |
-0.060 |
-1.5% |
3.790 |
| Low |
3.810 |
3.765 |
-0.045 |
-1.2% |
3.469 |
| Close |
3.907 |
3.815 |
-0.092 |
-2.4% |
3.780 |
| Range |
0.140 |
0.125 |
-0.015 |
-10.7% |
0.321 |
| ATR |
0.094 |
0.098 |
0.003 |
3.6% |
0.000 |
| Volume |
29,678 |
20,128 |
-9,550 |
-32.2% |
62,223 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.198 |
4.132 |
3.884 |
|
| R3 |
4.073 |
4.007 |
3.849 |
|
| R2 |
3.948 |
3.948 |
3.838 |
|
| R1 |
3.882 |
3.882 |
3.826 |
3.853 |
| PP |
3.823 |
3.823 |
3.823 |
3.809 |
| S1 |
3.757 |
3.757 |
3.804 |
3.728 |
| S2 |
3.698 |
3.698 |
3.792 |
|
| S3 |
3.573 |
3.632 |
3.781 |
|
| S4 |
3.448 |
3.507 |
3.746 |
|
|
| 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 |
3.651 |
0.299 |
7.8% |
0.109 |
2.8% |
55% |
False |
False |
19,940 |
| 10 |
3.950 |
3.400 |
0.550 |
14.4% |
0.093 |
2.4% |
75% |
False |
False |
14,722 |
| 20 |
3.950 |
3.241 |
0.709 |
18.6% |
0.096 |
2.5% |
81% |
False |
False |
12,538 |
| 40 |
3.950 |
3.222 |
0.728 |
19.1% |
0.089 |
2.3% |
81% |
False |
False |
9,068 |
| 60 |
3.950 |
3.222 |
0.728 |
19.1% |
0.089 |
2.3% |
81% |
False |
False |
7,537 |
| 80 |
3.950 |
3.150 |
0.800 |
21.0% |
0.091 |
2.4% |
83% |
False |
False |
6,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.421 |
|
2.618 |
4.217 |
|
1.618 |
4.092 |
|
1.000 |
4.015 |
|
0.618 |
3.967 |
|
HIGH |
3.890 |
|
0.618 |
3.842 |
|
0.500 |
3.828 |
|
0.382 |
3.813 |
|
LOW |
3.765 |
|
0.618 |
3.688 |
|
1.000 |
3.640 |
|
1.618 |
3.563 |
|
2.618 |
3.438 |
|
4.250 |
3.234 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.828 |
3.858 |
| PP |
3.823 |
3.843 |
| S1 |
3.819 |
3.829 |
|