NYMEX Natural Gas Future March 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 |
3.808 |
3.847 |
0.039 |
1.0% |
3.771 |
| High |
3.855 |
3.920 |
0.065 |
1.7% |
3.914 |
| Low |
3.764 |
3.791 |
0.027 |
0.7% |
3.729 |
| Close |
3.838 |
3.902 |
0.064 |
1.7% |
3.814 |
| Range |
0.091 |
0.129 |
0.038 |
41.8% |
0.185 |
| ATR |
0.094 |
0.096 |
0.003 |
2.7% |
0.000 |
| Volume |
26,782 |
14,635 |
-12,147 |
-45.4% |
106,935 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.258 |
4.209 |
3.973 |
|
| R3 |
4.129 |
4.080 |
3.937 |
|
| R2 |
4.000 |
4.000 |
3.926 |
|
| R1 |
3.951 |
3.951 |
3.914 |
3.976 |
| PP |
3.871 |
3.871 |
3.871 |
3.883 |
| S1 |
3.822 |
3.822 |
3.890 |
3.847 |
| S2 |
3.742 |
3.742 |
3.878 |
|
| S3 |
3.613 |
3.693 |
3.867 |
|
| S4 |
3.484 |
3.564 |
3.831 |
|
|
| 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 |
3.920 |
3.729 |
0.191 |
4.9% |
0.105 |
2.7% |
91% |
True |
False |
20,478 |
| 10 |
3.920 |
3.557 |
0.363 |
9.3% |
0.101 |
2.6% |
95% |
True |
False |
19,608 |
| 20 |
3.920 |
3.383 |
0.537 |
13.8% |
0.092 |
2.4% |
97% |
True |
False |
17,483 |
| 40 |
3.920 |
3.210 |
0.710 |
18.2% |
0.088 |
2.3% |
97% |
True |
False |
12,522 |
| 60 |
3.920 |
3.210 |
0.710 |
18.2% |
0.087 |
2.2% |
97% |
True |
False |
10,696 |
| 80 |
3.920 |
3.210 |
0.710 |
18.2% |
0.089 |
2.3% |
97% |
True |
False |
9,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.468 |
|
2.618 |
4.258 |
|
1.618 |
4.129 |
|
1.000 |
4.049 |
|
0.618 |
4.000 |
|
HIGH |
3.920 |
|
0.618 |
3.871 |
|
0.500 |
3.856 |
|
0.382 |
3.840 |
|
LOW |
3.791 |
|
0.618 |
3.711 |
|
1.000 |
3.662 |
|
1.618 |
3.582 |
|
2.618 |
3.453 |
|
4.250 |
3.243 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.887 |
3.882 |
| PP |
3.871 |
3.862 |
| S1 |
3.856 |
3.842 |
|