NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.756 |
3.832 |
0.076 |
2.0% |
3.591 |
| High |
3.794 |
3.890 |
0.096 |
2.5% |
3.794 |
| Low |
3.734 |
3.831 |
0.097 |
2.6% |
3.539 |
| Close |
3.791 |
3.875 |
0.084 |
2.2% |
3.791 |
| Range |
0.060 |
0.059 |
-0.001 |
-1.7% |
0.255 |
| ATR |
0.077 |
0.079 |
0.002 |
2.0% |
0.000 |
| Volume |
3,841 |
2,106 |
-1,735 |
-45.2% |
12,689 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.042 |
4.018 |
3.907 |
|
| R3 |
3.983 |
3.959 |
3.891 |
|
| R2 |
3.924 |
3.924 |
3.886 |
|
| R1 |
3.900 |
3.900 |
3.880 |
3.912 |
| PP |
3.865 |
3.865 |
3.865 |
3.872 |
| S1 |
3.841 |
3.841 |
3.870 |
3.853 |
| S2 |
3.806 |
3.806 |
3.864 |
|
| S3 |
3.747 |
3.782 |
3.859 |
|
| S4 |
3.688 |
3.723 |
3.843 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.473 |
4.387 |
3.931 |
|
| R3 |
4.218 |
4.132 |
3.861 |
|
| R2 |
3.963 |
3.963 |
3.838 |
|
| R1 |
3.877 |
3.877 |
3.814 |
3.920 |
| PP |
3.708 |
3.708 |
3.708 |
3.730 |
| S1 |
3.622 |
3.622 |
3.768 |
3.665 |
| S2 |
3.453 |
3.453 |
3.744 |
|
| S3 |
3.198 |
3.367 |
3.721 |
|
| S4 |
2.943 |
3.112 |
3.651 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.141 |
|
2.618 |
4.044 |
|
1.618 |
3.985 |
|
1.000 |
3.949 |
|
0.618 |
3.926 |
|
HIGH |
3.890 |
|
0.618 |
3.867 |
|
0.500 |
3.861 |
|
0.382 |
3.854 |
|
LOW |
3.831 |
|
0.618 |
3.795 |
|
1.000 |
3.772 |
|
1.618 |
3.736 |
|
2.618 |
3.677 |
|
4.250 |
3.580 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.870 |
3.847 |
| PP |
3.865 |
3.818 |
| S1 |
3.861 |
3.790 |
|