NYMEX Natural Gas Future March 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 |
3.847 |
3.811 |
-0.036 |
-0.9% |
3.497 |
High |
3.861 |
3.844 |
-0.017 |
-0.4% |
3.758 |
Low |
3.729 |
3.751 |
0.022 |
0.6% |
3.458 |
Close |
3.779 |
3.799 |
0.020 |
0.5% |
3.752 |
Range |
0.132 |
0.093 |
-0.039 |
-29.5% |
0.300 |
ATR |
0.095 |
0.095 |
0.000 |
-0.2% |
0.000 |
Volume |
24,253 |
18,676 |
-5,577 |
-23.0% |
71,379 |
|
Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.077 |
4.031 |
3.850 |
|
R3 |
3.984 |
3.938 |
3.825 |
|
R2 |
3.891 |
3.891 |
3.816 |
|
R1 |
3.845 |
3.845 |
3.808 |
3.822 |
PP |
3.798 |
3.798 |
3.798 |
3.786 |
S1 |
3.752 |
3.752 |
3.790 |
3.729 |
S2 |
3.705 |
3.705 |
3.782 |
|
S3 |
3.612 |
3.659 |
3.773 |
|
S4 |
3.519 |
3.566 |
3.748 |
|
|
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 |
3.688 |
0.226 |
5.9% |
0.106 |
2.8% |
49% |
False |
False |
21,979 |
10 |
3.914 |
3.414 |
0.500 |
13.2% |
0.095 |
2.5% |
77% |
False |
False |
17,028 |
20 |
3.914 |
3.224 |
0.690 |
18.2% |
0.094 |
2.5% |
83% |
False |
False |
16,357 |
40 |
3.914 |
3.210 |
0.704 |
18.5% |
0.087 |
2.3% |
84% |
False |
False |
11,957 |
60 |
3.914 |
3.210 |
0.704 |
18.5% |
0.087 |
2.3% |
84% |
False |
False |
10,040 |
80 |
3.914 |
3.129 |
0.785 |
20.7% |
0.089 |
2.3% |
85% |
False |
False |
8,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.239 |
2.618 |
4.087 |
1.618 |
3.994 |
1.000 |
3.937 |
0.618 |
3.901 |
HIGH |
3.844 |
0.618 |
3.808 |
0.500 |
3.798 |
0.382 |
3.787 |
LOW |
3.751 |
0.618 |
3.694 |
1.000 |
3.658 |
1.618 |
3.601 |
2.618 |
3.508 |
4.250 |
3.356 |
|
|
Fisher Pivots for day following 04-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.799 |
3.822 |
PP |
3.798 |
3.814 |
S1 |
3.798 |
3.807 |
|