NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.824 |
3.784 |
-0.040 |
-1.0% |
3.505 |
| High |
3.824 |
3.827 |
0.003 |
0.1% |
3.760 |
| Low |
3.730 |
3.759 |
0.029 |
0.8% |
3.494 |
| Close |
3.772 |
3.789 |
0.017 |
0.5% |
3.756 |
| Range |
0.094 |
0.068 |
-0.026 |
-27.7% |
0.266 |
| ATR |
0.082 |
0.081 |
-0.001 |
-1.2% |
0.000 |
| Volume |
5,534 |
4,927 |
-607 |
-11.0% |
23,705 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.996 |
3.960 |
3.826 |
|
| R3 |
3.928 |
3.892 |
3.808 |
|
| R2 |
3.860 |
3.860 |
3.801 |
|
| R1 |
3.824 |
3.824 |
3.795 |
3.842 |
| PP |
3.792 |
3.792 |
3.792 |
3.801 |
| S1 |
3.756 |
3.756 |
3.783 |
3.774 |
| S2 |
3.724 |
3.724 |
3.777 |
|
| S3 |
3.656 |
3.688 |
3.770 |
|
| S4 |
3.588 |
3.620 |
3.752 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.468 |
4.378 |
3.902 |
|
| R3 |
4.202 |
4.112 |
3.829 |
|
| R2 |
3.936 |
3.936 |
3.805 |
|
| R1 |
3.846 |
3.846 |
3.780 |
3.891 |
| PP |
3.670 |
3.670 |
3.670 |
3.693 |
| S1 |
3.580 |
3.580 |
3.732 |
3.625 |
| S2 |
3.404 |
3.404 |
3.707 |
|
| S3 |
3.138 |
3.314 |
3.683 |
|
| S4 |
2.872 |
3.048 |
3.610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.885 |
3.699 |
0.186 |
4.9% |
0.082 |
2.2% |
48% |
False |
False |
6,086 |
| 10 |
3.885 |
3.460 |
0.425 |
11.2% |
0.078 |
2.1% |
77% |
False |
False |
4,916 |
| 20 |
3.885 |
3.275 |
0.610 |
16.1% |
0.076 |
2.0% |
84% |
False |
False |
4,383 |
| 40 |
3.885 |
3.250 |
0.635 |
16.8% |
0.071 |
1.9% |
85% |
False |
False |
3,029 |
| 60 |
3.885 |
3.250 |
0.635 |
16.8% |
0.071 |
1.9% |
85% |
False |
False |
2,370 |
| 80 |
3.885 |
3.170 |
0.715 |
18.9% |
0.072 |
1.9% |
87% |
False |
False |
2,069 |
| 100 |
3.885 |
3.170 |
0.715 |
18.9% |
0.069 |
1.8% |
87% |
False |
False |
1,864 |
| 120 |
3.885 |
3.072 |
0.813 |
21.5% |
0.067 |
1.8% |
88% |
False |
False |
1,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.116 |
|
2.618 |
4.005 |
|
1.618 |
3.937 |
|
1.000 |
3.895 |
|
0.618 |
3.869 |
|
HIGH |
3.827 |
|
0.618 |
3.801 |
|
0.500 |
3.793 |
|
0.382 |
3.785 |
|
LOW |
3.759 |
|
0.618 |
3.717 |
|
1.000 |
3.691 |
|
1.618 |
3.649 |
|
2.618 |
3.581 |
|
4.250 |
3.470 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.793 |
3.808 |
| PP |
3.792 |
3.801 |
| S1 |
3.790 |
3.795 |
|