NYMEX Natural Gas Future February 2013
Trading Metrics calculated at close of trading on 10-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.883 |
3.943 |
0.060 |
1.5% |
3.795 |
High |
3.943 |
3.977 |
0.034 |
0.9% |
3.950 |
Low |
3.819 |
3.898 |
0.079 |
2.1% |
3.765 |
Close |
3.932 |
3.937 |
0.005 |
0.1% |
3.848 |
Range |
0.124 |
0.079 |
-0.045 |
-36.3% |
0.185 |
ATR |
0.097 |
0.095 |
-0.001 |
-1.3% |
0.000 |
Volume |
9,622 |
21,970 |
12,348 |
128.3% |
101,552 |
|
Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.174 |
4.135 |
3.980 |
|
R3 |
4.095 |
4.056 |
3.959 |
|
R2 |
4.016 |
4.016 |
3.951 |
|
R1 |
3.977 |
3.977 |
3.944 |
3.957 |
PP |
3.937 |
3.937 |
3.937 |
3.928 |
S1 |
3.898 |
3.898 |
3.930 |
3.878 |
S2 |
3.858 |
3.858 |
3.923 |
|
S3 |
3.779 |
3.819 |
3.915 |
|
S4 |
3.700 |
3.740 |
3.894 |
|
|
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 |
3.977 |
3.794 |
0.183 |
4.6% |
0.090 |
2.3% |
78% |
True |
False |
16,543 |
10 |
3.977 |
3.651 |
0.326 |
8.3% |
0.099 |
2.5% |
88% |
True |
False |
18,241 |
20 |
3.977 |
3.400 |
0.577 |
14.7% |
0.091 |
2.3% |
93% |
True |
False |
14,171 |
40 |
3.977 |
3.222 |
0.755 |
19.2% |
0.090 |
2.3% |
95% |
True |
False |
10,403 |
60 |
3.977 |
3.222 |
0.755 |
19.2% |
0.089 |
2.3% |
95% |
True |
False |
8,568 |
80 |
3.977 |
3.222 |
0.755 |
19.2% |
0.090 |
2.3% |
95% |
True |
False |
7,359 |
100 |
3.977 |
3.150 |
0.827 |
21.0% |
0.088 |
2.2% |
95% |
True |
False |
6,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.313 |
2.618 |
4.184 |
1.618 |
4.105 |
1.000 |
4.056 |
0.618 |
4.026 |
HIGH |
3.977 |
0.618 |
3.947 |
0.500 |
3.938 |
0.382 |
3.928 |
LOW |
3.898 |
0.618 |
3.849 |
1.000 |
3.819 |
1.618 |
3.770 |
2.618 |
3.691 |
4.250 |
3.562 |
|
|
Fisher Pivots for day following 10-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.938 |
3.920 |
PP |
3.937 |
3.903 |
S1 |
3.937 |
3.887 |
|