NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.845 |
3.883 |
0.038 |
1.0% |
3.795 |
| High |
3.884 |
3.943 |
0.059 |
1.5% |
3.950 |
| Low |
3.796 |
3.819 |
0.023 |
0.6% |
3.765 |
| Close |
3.867 |
3.932 |
0.065 |
1.7% |
3.848 |
| Range |
0.088 |
0.124 |
0.036 |
40.9% |
0.185 |
| ATR |
0.095 |
0.097 |
0.002 |
2.2% |
0.000 |
| Volume |
15,274 |
9,622 |
-5,652 |
-37.0% |
101,552 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.270 |
4.225 |
4.000 |
|
| R3 |
4.146 |
4.101 |
3.966 |
|
| R2 |
4.022 |
4.022 |
3.955 |
|
| R1 |
3.977 |
3.977 |
3.943 |
4.000 |
| PP |
3.898 |
3.898 |
3.898 |
3.909 |
| S1 |
3.853 |
3.853 |
3.921 |
3.876 |
| S2 |
3.774 |
3.774 |
3.909 |
|
| S3 |
3.650 |
3.729 |
3.898 |
|
| S4 |
3.526 |
3.605 |
3.864 |
|
|
| 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 |
3.943 |
3.765 |
0.178 |
4.5% |
0.099 |
2.5% |
94% |
True |
False |
16,174 |
| 10 |
3.950 |
3.570 |
0.380 |
9.7% |
0.101 |
2.6% |
95% |
False |
False |
16,769 |
| 20 |
3.950 |
3.400 |
0.550 |
14.0% |
0.092 |
2.3% |
97% |
False |
False |
14,056 |
| 40 |
3.950 |
3.222 |
0.728 |
18.5% |
0.090 |
2.3% |
98% |
False |
False |
9,947 |
| 60 |
3.950 |
3.222 |
0.728 |
18.5% |
0.089 |
2.3% |
98% |
False |
False |
8,249 |
| 80 |
3.950 |
3.222 |
0.728 |
18.5% |
0.090 |
2.3% |
98% |
False |
False |
7,116 |
| 100 |
3.950 |
3.150 |
0.800 |
20.3% |
0.088 |
2.2% |
98% |
False |
False |
6,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.470 |
|
2.618 |
4.268 |
|
1.618 |
4.144 |
|
1.000 |
4.067 |
|
0.618 |
4.020 |
|
HIGH |
3.943 |
|
0.618 |
3.896 |
|
0.500 |
3.881 |
|
0.382 |
3.866 |
|
LOW |
3.819 |
|
0.618 |
3.742 |
|
1.000 |
3.695 |
|
1.618 |
3.618 |
|
2.618 |
3.494 |
|
4.250 |
3.292 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.915 |
3.911 |
| PP |
3.898 |
3.890 |
| S1 |
3.881 |
3.870 |
|