NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.890 |
3.829 |
-0.061 |
-1.6% |
3.533 |
| High |
3.890 |
3.882 |
-0.008 |
-0.2% |
3.790 |
| Low |
3.765 |
3.794 |
0.029 |
0.8% |
3.469 |
| Close |
3.815 |
3.835 |
0.020 |
0.5% |
3.780 |
| Range |
0.125 |
0.088 |
-0.037 |
-29.6% |
0.321 |
| ATR |
0.098 |
0.097 |
-0.001 |
-0.7% |
0.000 |
| Volume |
20,128 |
20,400 |
272 |
1.4% |
62,223 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.101 |
4.056 |
3.883 |
|
| R3 |
4.013 |
3.968 |
3.859 |
|
| R2 |
3.925 |
3.925 |
3.851 |
|
| R1 |
3.880 |
3.880 |
3.843 |
3.903 |
| PP |
3.837 |
3.837 |
3.837 |
3.848 |
| S1 |
3.792 |
3.792 |
3.827 |
3.815 |
| S2 |
3.749 |
3.749 |
3.819 |
|
| S3 |
3.661 |
3.704 |
3.811 |
|
| S4 |
3.573 |
3.616 |
3.787 |
|
|
| 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 |
3.713 |
0.237 |
6.2% |
0.108 |
2.8% |
51% |
False |
False |
21,210 |
| 10 |
3.950 |
3.423 |
0.527 |
13.7% |
0.097 |
2.5% |
78% |
False |
False |
15,863 |
| 20 |
3.950 |
3.241 |
0.709 |
18.5% |
0.095 |
2.5% |
84% |
False |
False |
13,349 |
| 40 |
3.950 |
3.222 |
0.728 |
19.0% |
0.089 |
2.3% |
84% |
False |
False |
9,474 |
| 60 |
3.950 |
3.222 |
0.728 |
19.0% |
0.089 |
2.3% |
84% |
False |
False |
7,795 |
| 80 |
3.950 |
3.150 |
0.800 |
20.9% |
0.091 |
2.4% |
86% |
False |
False |
6,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.256 |
|
2.618 |
4.112 |
|
1.618 |
4.024 |
|
1.000 |
3.970 |
|
0.618 |
3.936 |
|
HIGH |
3.882 |
|
0.618 |
3.848 |
|
0.500 |
3.838 |
|
0.382 |
3.828 |
|
LOW |
3.794 |
|
0.618 |
3.740 |
|
1.000 |
3.706 |
|
1.618 |
3.652 |
|
2.618 |
3.564 |
|
4.250 |
3.420 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.838 |
3.858 |
| PP |
3.837 |
3.850 |
| S1 |
3.836 |
3.843 |
|