NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.927 |
3.906 |
-0.021 |
-0.5% |
3.771 |
| High |
3.943 |
4.009 |
0.066 |
1.7% |
3.914 |
| Low |
3.868 |
3.905 |
0.037 |
1.0% |
3.729 |
| Close |
3.906 |
3.994 |
0.088 |
2.3% |
3.814 |
| Range |
0.075 |
0.104 |
0.029 |
38.7% |
0.185 |
| ATR |
0.095 |
0.095 |
0.001 |
0.7% |
0.000 |
| Volume |
26,634 |
20,484 |
-6,150 |
-23.1% |
106,935 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.281 |
4.242 |
4.051 |
|
| R3 |
4.177 |
4.138 |
4.023 |
|
| R2 |
4.073 |
4.073 |
4.013 |
|
| R1 |
4.034 |
4.034 |
4.004 |
4.054 |
| PP |
3.969 |
3.969 |
3.969 |
3.979 |
| S1 |
3.930 |
3.930 |
3.984 |
3.950 |
| S2 |
3.865 |
3.865 |
3.975 |
|
| S3 |
3.761 |
3.826 |
3.965 |
|
| S4 |
3.657 |
3.722 |
3.937 |
|
|
| 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 |
4.009 |
3.764 |
0.245 |
6.1% |
0.095 |
2.4% |
94% |
True |
False |
21,316 |
| 10 |
4.009 |
3.688 |
0.321 |
8.0% |
0.101 |
2.5% |
95% |
True |
False |
21,647 |
| 20 |
4.009 |
3.383 |
0.626 |
15.7% |
0.091 |
2.3% |
98% |
True |
False |
17,083 |
| 40 |
4.009 |
3.210 |
0.799 |
20.0% |
0.090 |
2.2% |
98% |
True |
False |
13,294 |
| 60 |
4.009 |
3.210 |
0.799 |
20.0% |
0.087 |
2.2% |
98% |
True |
False |
11,374 |
| 80 |
4.009 |
3.210 |
0.799 |
20.0% |
0.089 |
2.2% |
98% |
True |
False |
9,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.451 |
|
2.618 |
4.281 |
|
1.618 |
4.177 |
|
1.000 |
4.113 |
|
0.618 |
4.073 |
|
HIGH |
4.009 |
|
0.618 |
3.969 |
|
0.500 |
3.957 |
|
0.382 |
3.945 |
|
LOW |
3.905 |
|
0.618 |
3.841 |
|
1.000 |
3.801 |
|
1.618 |
3.737 |
|
2.618 |
3.633 |
|
4.250 |
3.463 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.982 |
3.963 |
| PP |
3.969 |
3.931 |
| S1 |
3.957 |
3.900 |
|