NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.829 |
3.865 |
0.036 |
0.9% |
3.795 |
| High |
3.882 |
3.876 |
-0.006 |
-0.2% |
3.950 |
| Low |
3.794 |
3.805 |
0.011 |
0.3% |
3.765 |
| Close |
3.835 |
3.848 |
0.013 |
0.3% |
3.848 |
| Range |
0.088 |
0.071 |
-0.017 |
-19.3% |
0.185 |
| ATR |
0.097 |
0.095 |
-0.002 |
-1.9% |
0.000 |
| Volume |
20,400 |
15,450 |
-4,950 |
-24.3% |
101,552 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.056 |
4.023 |
3.887 |
|
| R3 |
3.985 |
3.952 |
3.868 |
|
| R2 |
3.914 |
3.914 |
3.861 |
|
| R1 |
3.881 |
3.881 |
3.855 |
3.862 |
| PP |
3.843 |
3.843 |
3.843 |
3.834 |
| S1 |
3.810 |
3.810 |
3.841 |
3.791 |
| S2 |
3.772 |
3.772 |
3.835 |
|
| S3 |
3.701 |
3.739 |
3.828 |
|
| S4 |
3.630 |
3.668 |
3.809 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.409 |
4.314 |
3.950 |
|
| R3 |
4.224 |
4.129 |
3.899 |
|
| R2 |
4.039 |
4.039 |
3.882 |
|
| R1 |
3.944 |
3.944 |
3.865 |
3.992 |
| PP |
3.854 |
3.854 |
3.854 |
3.878 |
| S1 |
3.759 |
3.759 |
3.831 |
3.807 |
| S2 |
3.669 |
3.669 |
3.814 |
|
| S3 |
3.484 |
3.574 |
3.797 |
|
| S4 |
3.299 |
3.389 |
3.746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.950 |
3.765 |
0.185 |
4.8% |
0.107 |
2.8% |
45% |
False |
False |
20,310 |
| 10 |
3.950 |
3.469 |
0.481 |
12.5% |
0.092 |
2.4% |
79% |
False |
False |
16,377 |
| 20 |
3.950 |
3.241 |
0.709 |
18.4% |
0.096 |
2.5% |
86% |
False |
False |
13,688 |
| 40 |
3.950 |
3.222 |
0.728 |
18.9% |
0.088 |
2.3% |
86% |
False |
False |
9,710 |
| 60 |
3.950 |
3.222 |
0.728 |
18.9% |
0.088 |
2.3% |
86% |
False |
False |
8,005 |
| 80 |
3.950 |
3.150 |
0.800 |
20.8% |
0.091 |
2.4% |
87% |
False |
False |
6,883 |
| 100 |
3.950 |
3.150 |
0.800 |
20.8% |
0.088 |
2.3% |
87% |
False |
False |
6,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.178 |
|
2.618 |
4.062 |
|
1.618 |
3.991 |
|
1.000 |
3.947 |
|
0.618 |
3.920 |
|
HIGH |
3.876 |
|
0.618 |
3.849 |
|
0.500 |
3.841 |
|
0.382 |
3.832 |
|
LOW |
3.805 |
|
0.618 |
3.761 |
|
1.000 |
3.734 |
|
1.618 |
3.690 |
|
2.618 |
3.619 |
|
4.250 |
3.503 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.846 |
3.841 |
| PP |
3.843 |
3.834 |
| S1 |
3.841 |
3.828 |
|