NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.831 |
3.828 |
-0.003 |
-0.1% |
3.810 |
| High |
3.850 |
3.899 |
0.049 |
1.3% |
3.885 |
| Low |
3.764 |
3.796 |
0.032 |
0.9% |
3.730 |
| Close |
3.835 |
3.894 |
0.059 |
1.5% |
3.803 |
| Range |
0.086 |
0.103 |
0.017 |
19.8% |
0.155 |
| ATR |
0.080 |
0.082 |
0.002 |
2.1% |
0.000 |
| Volume |
5,836 |
5,087 |
-749 |
-12.8% |
31,362 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.172 |
4.136 |
3.951 |
|
| R3 |
4.069 |
4.033 |
3.922 |
|
| R2 |
3.966 |
3.966 |
3.913 |
|
| R1 |
3.930 |
3.930 |
3.903 |
3.948 |
| PP |
3.863 |
3.863 |
3.863 |
3.872 |
| S1 |
3.827 |
3.827 |
3.885 |
3.845 |
| S2 |
3.760 |
3.760 |
3.875 |
|
| S3 |
3.657 |
3.724 |
3.866 |
|
| S4 |
3.554 |
3.621 |
3.837 |
|
|
| 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 |
3.899 |
3.730 |
0.169 |
4.3% |
0.083 |
2.1% |
97% |
True |
False |
5,909 |
| 10 |
3.899 |
3.592 |
0.307 |
7.9% |
0.084 |
2.2% |
98% |
True |
False |
5,819 |
| 20 |
3.899 |
3.450 |
0.449 |
11.5% |
0.074 |
1.9% |
99% |
True |
False |
4,846 |
| 40 |
3.899 |
3.250 |
0.649 |
16.7% |
0.072 |
1.9% |
99% |
True |
False |
3,331 |
| 60 |
3.899 |
3.250 |
0.649 |
16.7% |
0.072 |
1.8% |
99% |
True |
False |
2,639 |
| 80 |
3.899 |
3.250 |
0.649 |
16.7% |
0.071 |
1.8% |
99% |
True |
False |
2,262 |
| 100 |
3.899 |
3.170 |
0.729 |
18.7% |
0.069 |
1.8% |
99% |
True |
False |
2,020 |
| 120 |
3.899 |
3.072 |
0.827 |
21.2% |
0.068 |
1.7% |
99% |
True |
False |
1,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.337 |
|
2.618 |
4.169 |
|
1.618 |
4.066 |
|
1.000 |
4.002 |
|
0.618 |
3.963 |
|
HIGH |
3.899 |
|
0.618 |
3.860 |
|
0.500 |
3.848 |
|
0.382 |
3.835 |
|
LOW |
3.796 |
|
0.618 |
3.732 |
|
1.000 |
3.693 |
|
1.618 |
3.629 |
|
2.618 |
3.526 |
|
4.250 |
3.358 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.879 |
3.873 |
| PP |
3.863 |
3.852 |
| S1 |
3.848 |
3.832 |
|