NYMEX Natural Gas Future March 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 |
3.856 |
3.847 |
-0.009 |
-0.2% |
3.497 |
High |
3.914 |
3.861 |
-0.053 |
-1.4% |
3.758 |
Low |
3.774 |
3.729 |
-0.045 |
-1.2% |
3.458 |
Close |
3.868 |
3.779 |
-0.089 |
-2.3% |
3.752 |
Range |
0.140 |
0.132 |
-0.008 |
-5.7% |
0.300 |
ATR |
0.092 |
0.095 |
0.003 |
3.6% |
0.000 |
Volume |
28,563 |
24,253 |
-4,310 |
-15.1% |
71,379 |
|
Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.186 |
4.114 |
3.852 |
|
R3 |
4.054 |
3.982 |
3.815 |
|
R2 |
3.922 |
3.922 |
3.803 |
|
R1 |
3.850 |
3.850 |
3.791 |
3.820 |
PP |
3.790 |
3.790 |
3.790 |
3.775 |
S1 |
3.718 |
3.718 |
3.767 |
3.688 |
S2 |
3.658 |
3.658 |
3.755 |
|
S3 |
3.526 |
3.586 |
3.743 |
|
S4 |
3.394 |
3.454 |
3.706 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.556 |
4.454 |
3.917 |
|
R3 |
4.256 |
4.154 |
3.835 |
|
R2 |
3.956 |
3.956 |
3.807 |
|
R1 |
3.854 |
3.854 |
3.780 |
3.905 |
PP |
3.656 |
3.656 |
3.656 |
3.682 |
S1 |
3.554 |
3.554 |
3.725 |
3.605 |
S2 |
3.356 |
3.356 |
3.697 |
|
S3 |
3.056 |
3.254 |
3.670 |
|
S4 |
2.756 |
2.954 |
3.587 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.914 |
3.630 |
0.284 |
7.5% |
0.105 |
2.8% |
52% |
False |
False |
21,684 |
10 |
3.914 |
3.397 |
0.517 |
13.7% |
0.090 |
2.4% |
74% |
False |
False |
16,197 |
20 |
3.914 |
3.224 |
0.690 |
18.3% |
0.095 |
2.5% |
80% |
False |
False |
15,694 |
40 |
3.914 |
3.210 |
0.704 |
18.6% |
0.086 |
2.3% |
81% |
False |
False |
11,666 |
60 |
3.914 |
3.210 |
0.704 |
18.6% |
0.087 |
2.3% |
81% |
False |
False |
9,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.422 |
2.618 |
4.207 |
1.618 |
4.075 |
1.000 |
3.993 |
0.618 |
3.943 |
HIGH |
3.861 |
0.618 |
3.811 |
0.500 |
3.795 |
0.382 |
3.779 |
LOW |
3.729 |
0.618 |
3.647 |
1.000 |
3.597 |
1.618 |
3.515 |
2.618 |
3.383 |
4.250 |
3.168 |
|
|
Fisher Pivots for day following 03-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.795 |
3.822 |
PP |
3.790 |
3.807 |
S1 |
3.784 |
3.793 |
|