NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.906 |
3.994 |
0.088 |
2.3% |
3.808 |
| High |
4.009 |
4.006 |
-0.003 |
-0.1% |
4.009 |
| Low |
3.905 |
3.914 |
0.009 |
0.2% |
3.764 |
| Close |
3.994 |
3.954 |
-0.040 |
-1.0% |
3.954 |
| Range |
0.104 |
0.092 |
-0.012 |
-11.5% |
0.245 |
| ATR |
0.095 |
0.095 |
0.000 |
-0.3% |
0.000 |
| Volume |
20,484 |
46,573 |
26,089 |
127.4% |
135,108 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.234 |
4.186 |
4.005 |
|
| R3 |
4.142 |
4.094 |
3.979 |
|
| R2 |
4.050 |
4.050 |
3.971 |
|
| R1 |
4.002 |
4.002 |
3.962 |
3.980 |
| PP |
3.958 |
3.958 |
3.958 |
3.947 |
| S1 |
3.910 |
3.910 |
3.946 |
3.888 |
| S2 |
3.866 |
3.866 |
3.937 |
|
| S3 |
3.774 |
3.818 |
3.929 |
|
| S4 |
3.682 |
3.726 |
3.903 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.644 |
4.544 |
4.089 |
|
| R3 |
4.399 |
4.299 |
4.021 |
|
| R2 |
4.154 |
4.154 |
3.999 |
|
| R1 |
4.054 |
4.054 |
3.976 |
4.104 |
| PP |
3.909 |
3.909 |
3.909 |
3.934 |
| S1 |
3.809 |
3.809 |
3.932 |
3.859 |
| S2 |
3.664 |
3.664 |
3.909 |
|
| S3 |
3.419 |
3.564 |
3.887 |
|
| S4 |
3.174 |
3.319 |
3.819 |
|
|
| 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 |
6.2% |
0.098 |
2.5% |
78% |
False |
False |
27,021 |
| 10 |
4.009 |
3.729 |
0.280 |
7.1% |
0.103 |
2.6% |
80% |
False |
False |
24,204 |
| 20 |
4.009 |
3.383 |
0.626 |
15.8% |
0.090 |
2.3% |
91% |
False |
False |
18,647 |
| 40 |
4.009 |
3.210 |
0.799 |
20.2% |
0.090 |
2.3% |
93% |
False |
False |
14,290 |
| 60 |
4.009 |
3.210 |
0.799 |
20.2% |
0.088 |
2.2% |
93% |
False |
False |
12,049 |
| 80 |
4.009 |
3.210 |
0.799 |
20.2% |
0.089 |
2.2% |
93% |
False |
False |
10,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.397 |
|
2.618 |
4.247 |
|
1.618 |
4.155 |
|
1.000 |
4.098 |
|
0.618 |
4.063 |
|
HIGH |
4.006 |
|
0.618 |
3.971 |
|
0.500 |
3.960 |
|
0.382 |
3.949 |
|
LOW |
3.914 |
|
0.618 |
3.857 |
|
1.000 |
3.822 |
|
1.618 |
3.765 |
|
2.618 |
3.673 |
|
4.250 |
3.523 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.960 |
3.949 |
| PP |
3.958 |
3.944 |
| S1 |
3.956 |
3.939 |
|