NYMEX Natural Gas Future March 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 |
3.811 |
3.798 |
-0.013 |
-0.3% |
3.771 |
| High |
3.844 |
3.848 |
0.004 |
0.1% |
3.914 |
| Low |
3.751 |
3.770 |
0.019 |
0.5% |
3.729 |
| Close |
3.799 |
3.814 |
0.015 |
0.4% |
3.814 |
| Range |
0.093 |
0.078 |
-0.015 |
-16.1% |
0.185 |
| ATR |
0.095 |
0.094 |
-0.001 |
-1.3% |
0.000 |
| Volume |
18,676 |
18,048 |
-628 |
-3.4% |
106,935 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.045 |
4.007 |
3.857 |
|
| R3 |
3.967 |
3.929 |
3.835 |
|
| R2 |
3.889 |
3.889 |
3.828 |
|
| R1 |
3.851 |
3.851 |
3.821 |
3.870 |
| PP |
3.811 |
3.811 |
3.811 |
3.820 |
| S1 |
3.773 |
3.773 |
3.807 |
3.792 |
| S2 |
3.733 |
3.733 |
3.800 |
|
| S3 |
3.655 |
3.695 |
3.793 |
|
| S4 |
3.577 |
3.617 |
3.771 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.374 |
4.279 |
3.916 |
|
| R3 |
4.189 |
4.094 |
3.865 |
|
| R2 |
4.004 |
4.004 |
3.848 |
|
| R1 |
3.909 |
3.909 |
3.831 |
3.957 |
| PP |
3.819 |
3.819 |
3.819 |
3.843 |
| S1 |
3.724 |
3.724 |
3.797 |
3.772 |
| S2 |
3.634 |
3.634 |
3.780 |
|
| S3 |
3.449 |
3.539 |
3.763 |
|
| S4 |
3.264 |
3.354 |
3.712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.914 |
3.729 |
0.185 |
4.9% |
0.108 |
2.8% |
46% |
False |
False |
21,387 |
| 10 |
3.914 |
3.458 |
0.456 |
12.0% |
0.091 |
2.4% |
78% |
False |
False |
17,831 |
| 20 |
3.914 |
3.224 |
0.690 |
18.1% |
0.095 |
2.5% |
86% |
False |
False |
16,768 |
| 40 |
3.914 |
3.210 |
0.704 |
18.5% |
0.085 |
2.2% |
86% |
False |
False |
12,130 |
| 60 |
3.914 |
3.210 |
0.704 |
18.5% |
0.086 |
2.3% |
86% |
False |
False |
10,258 |
| 80 |
3.914 |
3.129 |
0.785 |
20.6% |
0.090 |
2.3% |
87% |
False |
False |
9,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.180 |
|
2.618 |
4.052 |
|
1.618 |
3.974 |
|
1.000 |
3.926 |
|
0.618 |
3.896 |
|
HIGH |
3.848 |
|
0.618 |
3.818 |
|
0.500 |
3.809 |
|
0.382 |
3.800 |
|
LOW |
3.770 |
|
0.618 |
3.722 |
|
1.000 |
3.692 |
|
1.618 |
3.644 |
|
2.618 |
3.566 |
|
4.250 |
3.439 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.812 |
3.808 |
| PP |
3.811 |
3.801 |
| S1 |
3.809 |
3.795 |
|