NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.483 |
3.520 |
0.037 |
1.1% |
3.078 |
| High |
3.546 |
3.526 |
-0.020 |
-0.6% |
3.330 |
| Low |
3.398 |
3.348 |
-0.050 |
-1.5% |
3.000 |
| Close |
3.531 |
3.395 |
-0.136 |
-3.9% |
3.320 |
| Range |
0.148 |
0.178 |
0.030 |
20.3% |
0.330 |
| ATR |
0.119 |
0.124 |
0.005 |
3.8% |
0.000 |
| Volume |
194,779 |
176,282 |
-18,497 |
-9.5% |
760,065 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.957 |
3.854 |
3.493 |
|
| R3 |
3.779 |
3.676 |
3.444 |
|
| R2 |
3.601 |
3.601 |
3.428 |
|
| R1 |
3.498 |
3.498 |
3.411 |
3.461 |
| PP |
3.423 |
3.423 |
3.423 |
3.404 |
| S1 |
3.320 |
3.320 |
3.379 |
3.283 |
| S2 |
3.245 |
3.245 |
3.362 |
|
| S3 |
3.067 |
3.142 |
3.346 |
|
| S4 |
2.889 |
2.964 |
3.297 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.207 |
4.093 |
3.502 |
|
| R3 |
3.877 |
3.763 |
3.411 |
|
| R2 |
3.547 |
3.547 |
3.381 |
|
| R1 |
3.433 |
3.433 |
3.350 |
3.490 |
| PP |
3.217 |
3.217 |
3.217 |
3.245 |
| S1 |
3.103 |
3.103 |
3.290 |
3.160 |
| S2 |
2.887 |
2.887 |
3.260 |
|
| S3 |
2.557 |
2.773 |
3.229 |
|
| S4 |
2.227 |
2.443 |
3.139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.546 |
3.188 |
0.358 |
10.5% |
0.140 |
4.1% |
58% |
False |
False |
194,698 |
| 10 |
3.546 |
2.923 |
0.623 |
18.4% |
0.120 |
3.5% |
76% |
False |
False |
155,280 |
| 20 |
3.546 |
2.802 |
0.744 |
21.9% |
0.124 |
3.7% |
80% |
False |
False |
117,205 |
| 40 |
3.546 |
2.790 |
0.756 |
22.3% |
0.117 |
3.4% |
80% |
False |
False |
89,828 |
| 60 |
3.546 |
2.790 |
0.756 |
22.3% |
0.117 |
3.5% |
80% |
False |
False |
71,525 |
| 80 |
3.546 |
2.650 |
0.896 |
26.4% |
0.119 |
3.5% |
83% |
False |
False |
60,115 |
| 100 |
3.546 |
2.650 |
0.896 |
26.4% |
0.115 |
3.4% |
83% |
False |
False |
51,386 |
| 120 |
3.546 |
2.566 |
0.980 |
28.9% |
0.108 |
3.2% |
85% |
False |
False |
44,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.283 |
|
2.618 |
3.992 |
|
1.618 |
3.814 |
|
1.000 |
3.704 |
|
0.618 |
3.636 |
|
HIGH |
3.526 |
|
0.618 |
3.458 |
|
0.500 |
3.437 |
|
0.382 |
3.416 |
|
LOW |
3.348 |
|
0.618 |
3.238 |
|
1.000 |
3.170 |
|
1.618 |
3.060 |
|
2.618 |
2.882 |
|
4.250 |
2.592 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.437 |
3.436 |
| PP |
3.423 |
3.422 |
| S1 |
3.409 |
3.409 |
|