NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.393 |
3.407 |
0.014 |
0.4% |
3.325 |
| High |
3.464 |
3.435 |
-0.029 |
-0.8% |
3.546 |
| Low |
3.360 |
3.337 |
-0.023 |
-0.7% |
3.325 |
| Close |
3.406 |
3.396 |
-0.010 |
-0.3% |
3.396 |
| Range |
0.104 |
0.098 |
-0.006 |
-5.8% |
0.221 |
| ATR |
0.123 |
0.121 |
-0.002 |
-1.4% |
0.000 |
| Volume |
186,180 |
174,986 |
-11,194 |
-6.0% |
942,478 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.683 |
3.638 |
3.450 |
|
| R3 |
3.585 |
3.540 |
3.423 |
|
| R2 |
3.487 |
3.487 |
3.414 |
|
| R1 |
3.442 |
3.442 |
3.405 |
3.416 |
| PP |
3.389 |
3.389 |
3.389 |
3.376 |
| S1 |
3.344 |
3.344 |
3.387 |
3.318 |
| S2 |
3.291 |
3.291 |
3.378 |
|
| S3 |
3.193 |
3.246 |
3.369 |
|
| S4 |
3.095 |
3.148 |
3.342 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.085 |
3.962 |
3.518 |
|
| R3 |
3.864 |
3.741 |
3.457 |
|
| R2 |
3.643 |
3.643 |
3.437 |
|
| R1 |
3.520 |
3.520 |
3.416 |
3.582 |
| PP |
3.422 |
3.422 |
3.422 |
3.453 |
| S1 |
3.299 |
3.299 |
3.376 |
3.361 |
| S2 |
3.201 |
3.201 |
3.355 |
|
| S3 |
2.980 |
3.078 |
3.335 |
|
| S4 |
2.759 |
2.857 |
3.274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.546 |
3.325 |
0.221 |
6.5% |
0.138 |
4.1% |
32% |
False |
False |
188,495 |
| 10 |
3.546 |
3.000 |
0.546 |
16.1% |
0.121 |
3.6% |
73% |
False |
False |
170,254 |
| 20 |
3.546 |
2.802 |
0.744 |
21.9% |
0.123 |
3.6% |
80% |
False |
False |
129,742 |
| 40 |
3.546 |
2.790 |
0.756 |
22.3% |
0.115 |
3.4% |
80% |
False |
False |
94,143 |
| 60 |
3.546 |
2.790 |
0.756 |
22.3% |
0.116 |
3.4% |
80% |
False |
False |
76,593 |
| 80 |
3.546 |
2.650 |
0.896 |
26.4% |
0.120 |
3.5% |
83% |
False |
False |
63,968 |
| 100 |
3.546 |
2.650 |
0.896 |
26.4% |
0.115 |
3.4% |
83% |
False |
False |
54,640 |
| 120 |
3.546 |
2.566 |
0.980 |
28.9% |
0.109 |
3.2% |
85% |
False |
False |
47,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.852 |
|
2.618 |
3.692 |
|
1.618 |
3.594 |
|
1.000 |
3.533 |
|
0.618 |
3.496 |
|
HIGH |
3.435 |
|
0.618 |
3.398 |
|
0.500 |
3.386 |
|
0.382 |
3.374 |
|
LOW |
3.337 |
|
0.618 |
3.276 |
|
1.000 |
3.239 |
|
1.618 |
3.178 |
|
2.618 |
3.080 |
|
4.250 |
2.921 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.393 |
3.432 |
| PP |
3.389 |
3.420 |
| S1 |
3.386 |
3.408 |
|