NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.806 |
3.831 |
0.025 |
0.7% |
3.810 |
| High |
3.827 |
3.850 |
0.023 |
0.6% |
3.885 |
| Low |
3.764 |
3.764 |
0.000 |
0.0% |
3.730 |
| Close |
3.803 |
3.835 |
0.032 |
0.8% |
3.803 |
| Range |
0.063 |
0.086 |
0.023 |
36.5% |
0.155 |
| ATR |
0.080 |
0.080 |
0.000 |
0.6% |
0.000 |
| Volume |
8,165 |
5,836 |
-2,329 |
-28.5% |
31,362 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.074 |
4.041 |
3.882 |
|
| R3 |
3.988 |
3.955 |
3.859 |
|
| R2 |
3.902 |
3.902 |
3.851 |
|
| R1 |
3.869 |
3.869 |
3.843 |
3.886 |
| PP |
3.816 |
3.816 |
3.816 |
3.825 |
| S1 |
3.783 |
3.783 |
3.827 |
3.800 |
| S2 |
3.730 |
3.730 |
3.819 |
|
| S3 |
3.644 |
3.697 |
3.811 |
|
| S4 |
3.558 |
3.611 |
3.788 |
|
|
| 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 |
4.0% |
0.087 |
2.3% |
68% |
False |
False |
6,516 |
| 10 |
3.885 |
3.550 |
0.335 |
8.7% |
0.078 |
2.0% |
85% |
False |
False |
5,500 |
| 20 |
3.885 |
3.388 |
0.497 |
13.0% |
0.075 |
1.9% |
90% |
False |
False |
4,751 |
| 40 |
3.885 |
3.250 |
0.635 |
16.6% |
0.071 |
1.8% |
92% |
False |
False |
3,239 |
| 60 |
3.885 |
3.250 |
0.635 |
16.6% |
0.072 |
1.9% |
92% |
False |
False |
2,563 |
| 80 |
3.885 |
3.250 |
0.635 |
16.6% |
0.071 |
1.8% |
92% |
False |
False |
2,219 |
| 100 |
3.885 |
3.170 |
0.715 |
18.6% |
0.069 |
1.8% |
93% |
False |
False |
1,986 |
| 120 |
3.885 |
3.072 |
0.813 |
21.2% |
0.068 |
1.8% |
94% |
False |
False |
1,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.216 |
|
2.618 |
4.075 |
|
1.618 |
3.989 |
|
1.000 |
3.936 |
|
0.618 |
3.903 |
|
HIGH |
3.850 |
|
0.618 |
3.817 |
|
0.500 |
3.807 |
|
0.382 |
3.797 |
|
LOW |
3.764 |
|
0.618 |
3.711 |
|
1.000 |
3.678 |
|
1.618 |
3.625 |
|
2.618 |
3.539 |
|
4.250 |
3.399 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.826 |
3.825 |
| PP |
3.816 |
3.815 |
| S1 |
3.807 |
3.805 |
|