NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 10-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
3.828 |
3.925 |
0.097 |
2.5% |
3.810 |
High |
3.899 |
3.925 |
0.026 |
0.7% |
3.885 |
Low |
3.796 |
3.863 |
0.067 |
1.8% |
3.730 |
Close |
3.894 |
3.893 |
-0.001 |
0.0% |
3.803 |
Range |
0.103 |
0.062 |
-0.041 |
-39.8% |
0.155 |
ATR |
0.082 |
0.080 |
-0.001 |
-1.7% |
0.000 |
Volume |
5,087 |
6,945 |
1,858 |
36.5% |
31,362 |
|
Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.080 |
4.048 |
3.927 |
|
R3 |
4.018 |
3.986 |
3.910 |
|
R2 |
3.956 |
3.956 |
3.904 |
|
R1 |
3.924 |
3.924 |
3.899 |
3.909 |
PP |
3.894 |
3.894 |
3.894 |
3.886 |
S1 |
3.862 |
3.862 |
3.887 |
3.847 |
S2 |
3.832 |
3.832 |
3.882 |
|
S3 |
3.770 |
3.800 |
3.876 |
|
S4 |
3.708 |
3.738 |
3.859 |
|
|
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 |
3.925 |
3.759 |
0.166 |
4.3% |
0.076 |
2.0% |
81% |
True |
False |
6,192 |
10 |
3.925 |
3.653 |
0.272 |
7.0% |
0.080 |
2.0% |
88% |
True |
False |
6,314 |
20 |
3.925 |
3.450 |
0.475 |
12.2% |
0.072 |
1.8% |
93% |
True |
False |
4,595 |
40 |
3.925 |
3.250 |
0.675 |
17.3% |
0.072 |
1.9% |
95% |
True |
False |
3,475 |
60 |
3.925 |
3.250 |
0.675 |
17.3% |
0.072 |
1.9% |
95% |
True |
False |
2,745 |
80 |
3.925 |
3.250 |
0.675 |
17.3% |
0.071 |
1.8% |
95% |
True |
False |
2,339 |
100 |
3.925 |
3.170 |
0.755 |
19.4% |
0.069 |
1.8% |
96% |
True |
False |
2,075 |
120 |
3.925 |
3.072 |
0.853 |
21.9% |
0.068 |
1.8% |
96% |
True |
False |
1,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.189 |
2.618 |
4.087 |
1.618 |
4.025 |
1.000 |
3.987 |
0.618 |
3.963 |
HIGH |
3.925 |
0.618 |
3.901 |
0.500 |
3.894 |
0.382 |
3.887 |
LOW |
3.863 |
0.618 |
3.825 |
1.000 |
3.801 |
1.618 |
3.763 |
2.618 |
3.701 |
4.250 |
3.600 |
|
|
Fisher Pivots for day following 10-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
3.894 |
3.877 |
PP |
3.894 |
3.861 |
S1 |
3.893 |
3.845 |
|