NYMEX Natural Gas Future March 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 |
3.847 |
3.927 |
0.080 |
2.1% |
3.771 |
| High |
3.920 |
3.943 |
0.023 |
0.6% |
3.914 |
| Low |
3.791 |
3.868 |
0.077 |
2.0% |
3.729 |
| Close |
3.902 |
3.906 |
0.004 |
0.1% |
3.814 |
| Range |
0.129 |
0.075 |
-0.054 |
-41.9% |
0.185 |
| ATR |
0.096 |
0.095 |
-0.002 |
-1.6% |
0.000 |
| Volume |
14,635 |
26,634 |
11,999 |
82.0% |
106,935 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.131 |
4.093 |
3.947 |
|
| R3 |
4.056 |
4.018 |
3.927 |
|
| R2 |
3.981 |
3.981 |
3.920 |
|
| R1 |
3.943 |
3.943 |
3.913 |
3.925 |
| PP |
3.906 |
3.906 |
3.906 |
3.896 |
| S1 |
3.868 |
3.868 |
3.899 |
3.850 |
| S2 |
3.831 |
3.831 |
3.892 |
|
| S3 |
3.756 |
3.793 |
3.885 |
|
| S4 |
3.681 |
3.718 |
3.865 |
|
|
| 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 |
3.943 |
3.751 |
0.192 |
4.9% |
0.093 |
2.4% |
81% |
True |
False |
20,955 |
| 10 |
3.943 |
3.630 |
0.313 |
8.0% |
0.099 |
2.5% |
88% |
True |
False |
21,319 |
| 20 |
3.943 |
3.383 |
0.560 |
14.3% |
0.090 |
2.3% |
93% |
True |
False |
17,127 |
| 40 |
3.943 |
3.210 |
0.733 |
18.8% |
0.088 |
2.3% |
95% |
True |
False |
12,983 |
| 60 |
3.943 |
3.210 |
0.733 |
18.8% |
0.087 |
2.2% |
95% |
True |
False |
11,077 |
| 80 |
3.943 |
3.210 |
0.733 |
18.8% |
0.088 |
2.3% |
95% |
True |
False |
9,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.262 |
|
2.618 |
4.139 |
|
1.618 |
4.064 |
|
1.000 |
4.018 |
|
0.618 |
3.989 |
|
HIGH |
3.943 |
|
0.618 |
3.914 |
|
0.500 |
3.906 |
|
0.382 |
3.897 |
|
LOW |
3.868 |
|
0.618 |
3.822 |
|
1.000 |
3.793 |
|
1.618 |
3.747 |
|
2.618 |
3.672 |
|
4.250 |
3.549 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.906 |
3.889 |
| PP |
3.906 |
3.871 |
| S1 |
3.906 |
3.854 |
|