NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.957 |
3.934 |
-0.023 |
-0.6% |
3.832 |
| High |
3.970 |
3.994 |
0.024 |
0.6% |
3.915 |
| Low |
3.900 |
3.917 |
0.017 |
0.4% |
3.764 |
| Close |
3.930 |
3.993 |
0.063 |
1.6% |
3.841 |
| Range |
0.070 |
0.077 |
0.007 |
10.0% |
0.151 |
| ATR |
0.081 |
0.081 |
0.000 |
-0.4% |
0.000 |
| Volume |
2,570 |
2,070 |
-500 |
-19.5% |
15,962 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.199 |
4.173 |
4.035 |
|
| R3 |
4.122 |
4.096 |
4.014 |
|
| R2 |
4.045 |
4.045 |
4.007 |
|
| R1 |
4.019 |
4.019 |
4.000 |
4.032 |
| PP |
3.968 |
3.968 |
3.968 |
3.975 |
| S1 |
3.942 |
3.942 |
3.986 |
3.955 |
| S2 |
3.891 |
3.891 |
3.979 |
|
| S3 |
3.814 |
3.865 |
3.972 |
|
| S4 |
3.737 |
3.788 |
3.951 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.293 |
4.218 |
3.924 |
|
| R3 |
4.142 |
4.067 |
3.883 |
|
| R2 |
3.991 |
3.991 |
3.869 |
|
| R1 |
3.916 |
3.916 |
3.855 |
3.954 |
| PP |
3.840 |
3.840 |
3.840 |
3.859 |
| S1 |
3.765 |
3.765 |
3.827 |
3.803 |
| S2 |
3.689 |
3.689 |
3.813 |
|
| S3 |
3.538 |
3.614 |
3.799 |
|
| S4 |
3.387 |
3.463 |
3.758 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.321 |
|
2.618 |
4.196 |
|
1.618 |
4.119 |
|
1.000 |
4.071 |
|
0.618 |
4.042 |
|
HIGH |
3.994 |
|
0.618 |
3.965 |
|
0.500 |
3.956 |
|
0.382 |
3.946 |
|
LOW |
3.917 |
|
0.618 |
3.869 |
|
1.000 |
3.840 |
|
1.618 |
3.792 |
|
2.618 |
3.715 |
|
4.250 |
3.590 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.981 |
3.968 |
| PP |
3.968 |
3.942 |
| S1 |
3.956 |
3.917 |
|