NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.520 |
3.393 |
-0.127 |
-3.6% |
3.078 |
| High |
3.526 |
3.464 |
-0.062 |
-1.8% |
3.330 |
| Low |
3.348 |
3.360 |
0.012 |
0.4% |
3.000 |
| Close |
3.395 |
3.406 |
0.011 |
0.3% |
3.320 |
| Range |
0.178 |
0.104 |
-0.074 |
-41.6% |
0.330 |
| ATR |
0.124 |
0.123 |
-0.001 |
-1.2% |
0.000 |
| Volume |
176,282 |
186,180 |
9,898 |
5.6% |
760,065 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.722 |
3.668 |
3.463 |
|
| R3 |
3.618 |
3.564 |
3.435 |
|
| R2 |
3.514 |
3.514 |
3.425 |
|
| R1 |
3.460 |
3.460 |
3.416 |
3.487 |
| PP |
3.410 |
3.410 |
3.410 |
3.424 |
| S1 |
3.356 |
3.356 |
3.396 |
3.383 |
| S2 |
3.306 |
3.306 |
3.387 |
|
| S3 |
3.202 |
3.252 |
3.377 |
|
| S4 |
3.098 |
3.148 |
3.349 |
|
|
| 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 |
3.248 |
0.298 |
8.7% |
0.135 |
4.0% |
53% |
False |
False |
187,460 |
| 10 |
3.546 |
2.950 |
0.596 |
17.5% |
0.124 |
3.7% |
77% |
False |
False |
164,234 |
| 20 |
3.546 |
2.802 |
0.744 |
21.8% |
0.123 |
3.6% |
81% |
False |
False |
123,787 |
| 40 |
3.546 |
2.790 |
0.756 |
22.2% |
0.118 |
3.5% |
81% |
False |
False |
92,331 |
| 60 |
3.546 |
2.790 |
0.756 |
22.2% |
0.117 |
3.4% |
81% |
False |
False |
74,097 |
| 80 |
3.546 |
2.650 |
0.896 |
26.3% |
0.119 |
3.5% |
84% |
False |
False |
62,185 |
| 100 |
3.546 |
2.650 |
0.896 |
26.3% |
0.115 |
3.4% |
84% |
False |
False |
52,971 |
| 120 |
3.546 |
2.566 |
0.980 |
28.8% |
0.109 |
3.2% |
86% |
False |
False |
46,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.906 |
|
2.618 |
3.736 |
|
1.618 |
3.632 |
|
1.000 |
3.568 |
|
0.618 |
3.528 |
|
HIGH |
3.464 |
|
0.618 |
3.424 |
|
0.500 |
3.412 |
|
0.382 |
3.400 |
|
LOW |
3.360 |
|
0.618 |
3.296 |
|
1.000 |
3.256 |
|
1.618 |
3.192 |
|
2.618 |
3.088 |
|
4.250 |
2.918 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.412 |
3.447 |
| PP |
3.410 |
3.433 |
| S1 |
3.408 |
3.420 |
|