NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.784 |
3.806 |
0.022 |
0.6% |
3.810 |
| High |
3.827 |
3.827 |
0.000 |
0.0% |
3.885 |
| Low |
3.759 |
3.764 |
0.005 |
0.1% |
3.730 |
| Close |
3.789 |
3.803 |
0.014 |
0.4% |
3.803 |
| Range |
0.068 |
0.063 |
-0.005 |
-7.4% |
0.155 |
| ATR |
0.081 |
0.080 |
-0.001 |
-1.6% |
0.000 |
| Volume |
4,927 |
8,165 |
3,238 |
65.7% |
31,362 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.987 |
3.958 |
3.838 |
|
| R3 |
3.924 |
3.895 |
3.820 |
|
| R2 |
3.861 |
3.861 |
3.815 |
|
| R1 |
3.832 |
3.832 |
3.809 |
3.815 |
| PP |
3.798 |
3.798 |
3.798 |
3.790 |
| S1 |
3.769 |
3.769 |
3.797 |
3.752 |
| S2 |
3.735 |
3.735 |
3.791 |
|
| S3 |
3.672 |
3.706 |
3.786 |
|
| S4 |
3.609 |
3.643 |
3.768 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.271 |
4.192 |
3.888 |
|
| R3 |
4.116 |
4.037 |
3.846 |
|
| R2 |
3.961 |
3.961 |
3.831 |
|
| R1 |
3.882 |
3.882 |
3.817 |
3.844 |
| PP |
3.806 |
3.806 |
3.806 |
3.787 |
| S1 |
3.727 |
3.727 |
3.789 |
3.689 |
| S2 |
3.651 |
3.651 |
3.775 |
|
| S3 |
3.496 |
3.572 |
3.760 |
|
| S4 |
3.341 |
3.417 |
3.718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.885 |
3.730 |
0.155 |
4.1% |
0.083 |
2.2% |
47% |
False |
False |
6,272 |
| 10 |
3.885 |
3.494 |
0.391 |
10.3% |
0.075 |
2.0% |
79% |
False |
False |
5,506 |
| 20 |
3.885 |
3.277 |
0.608 |
16.0% |
0.077 |
2.0% |
87% |
False |
False |
4,666 |
| 40 |
3.885 |
3.250 |
0.635 |
16.7% |
0.070 |
1.8% |
87% |
False |
False |
3,191 |
| 60 |
3.885 |
3.250 |
0.635 |
16.7% |
0.071 |
1.9% |
87% |
False |
False |
2,495 |
| 80 |
3.885 |
3.170 |
0.715 |
18.8% |
0.072 |
1.9% |
89% |
False |
False |
2,152 |
| 100 |
3.885 |
3.170 |
0.715 |
18.8% |
0.069 |
1.8% |
89% |
False |
False |
1,935 |
| 120 |
3.885 |
3.072 |
0.813 |
21.4% |
0.067 |
1.8% |
90% |
False |
False |
1,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.095 |
|
2.618 |
3.992 |
|
1.618 |
3.929 |
|
1.000 |
3.890 |
|
0.618 |
3.866 |
|
HIGH |
3.827 |
|
0.618 |
3.803 |
|
0.500 |
3.796 |
|
0.382 |
3.788 |
|
LOW |
3.764 |
|
0.618 |
3.725 |
|
1.000 |
3.701 |
|
1.618 |
3.662 |
|
2.618 |
3.599 |
|
4.250 |
3.496 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.801 |
3.795 |
| PP |
3.798 |
3.787 |
| S1 |
3.796 |
3.779 |
|