NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.832 |
3.873 |
0.041 |
1.1% |
3.591 |
| High |
3.890 |
3.915 |
0.025 |
0.6% |
3.794 |
| Low |
3.831 |
3.796 |
-0.035 |
-0.9% |
3.539 |
| Close |
3.875 |
3.878 |
0.003 |
0.1% |
3.791 |
| Range |
0.059 |
0.119 |
0.060 |
101.7% |
0.255 |
| ATR |
0.079 |
0.082 |
0.003 |
3.6% |
0.000 |
| Volume |
2,106 |
3,203 |
1,097 |
52.1% |
12,689 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.220 |
4.168 |
3.943 |
|
| R3 |
4.101 |
4.049 |
3.911 |
|
| R2 |
3.982 |
3.982 |
3.900 |
|
| R1 |
3.930 |
3.930 |
3.889 |
3.956 |
| PP |
3.863 |
3.863 |
3.863 |
3.876 |
| S1 |
3.811 |
3.811 |
3.867 |
3.837 |
| S2 |
3.744 |
3.744 |
3.856 |
|
| S3 |
3.625 |
3.692 |
3.845 |
|
| S4 |
3.506 |
3.573 |
3.813 |
|
|
| 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 |
4.421 |
|
2.618 |
4.227 |
|
1.618 |
4.108 |
|
1.000 |
4.034 |
|
0.618 |
3.989 |
|
HIGH |
3.915 |
|
0.618 |
3.870 |
|
0.500 |
3.856 |
|
0.382 |
3.841 |
|
LOW |
3.796 |
|
0.618 |
3.722 |
|
1.000 |
3.677 |
|
1.618 |
3.603 |
|
2.618 |
3.484 |
|
4.250 |
3.290 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.871 |
3.860 |
| PP |
3.863 |
3.842 |
| S1 |
3.856 |
3.825 |
|