NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.407 |
3.380 |
-0.027 |
-0.8% |
3.325 |
| High |
3.435 |
3.431 |
-0.004 |
-0.1% |
3.546 |
| Low |
3.337 |
3.327 |
-0.010 |
-0.3% |
3.325 |
| Close |
3.396 |
3.403 |
0.007 |
0.2% |
3.396 |
| Range |
0.098 |
0.104 |
0.006 |
6.1% |
0.221 |
| ATR |
0.121 |
0.120 |
-0.001 |
-1.0% |
0.000 |
| Volume |
174,986 |
143,429 |
-31,557 |
-18.0% |
942,478 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.699 |
3.655 |
3.460 |
|
| R3 |
3.595 |
3.551 |
3.432 |
|
| R2 |
3.491 |
3.491 |
3.422 |
|
| R1 |
3.447 |
3.447 |
3.413 |
3.469 |
| PP |
3.387 |
3.387 |
3.387 |
3.398 |
| S1 |
3.343 |
3.343 |
3.393 |
3.365 |
| S2 |
3.283 |
3.283 |
3.384 |
|
| S3 |
3.179 |
3.239 |
3.374 |
|
| S4 |
3.075 |
3.135 |
3.346 |
|
|
| 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 |
3.327 |
0.219 |
6.4% |
0.126 |
3.7% |
35% |
False |
True |
175,131 |
| 10 |
3.546 |
3.042 |
0.504 |
14.8% |
0.123 |
3.6% |
72% |
False |
False |
175,115 |
| 20 |
3.546 |
2.923 |
0.623 |
18.3% |
0.120 |
3.5% |
77% |
False |
False |
133,753 |
| 40 |
3.546 |
2.790 |
0.756 |
22.2% |
0.114 |
3.4% |
81% |
False |
False |
94,467 |
| 60 |
3.546 |
2.790 |
0.756 |
22.2% |
0.117 |
3.4% |
81% |
False |
False |
78,380 |
| 80 |
3.546 |
2.790 |
0.756 |
22.2% |
0.118 |
3.5% |
81% |
False |
False |
65,507 |
| 100 |
3.546 |
2.650 |
0.896 |
26.3% |
0.115 |
3.4% |
84% |
False |
False |
55,993 |
| 120 |
3.546 |
2.566 |
0.980 |
28.8% |
0.110 |
3.2% |
85% |
False |
False |
48,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.873 |
|
2.618 |
3.703 |
|
1.618 |
3.599 |
|
1.000 |
3.535 |
|
0.618 |
3.495 |
|
HIGH |
3.431 |
|
0.618 |
3.391 |
|
0.500 |
3.379 |
|
0.382 |
3.367 |
|
LOW |
3.327 |
|
0.618 |
3.263 |
|
1.000 |
3.223 |
|
1.618 |
3.159 |
|
2.618 |
3.055 |
|
4.250 |
2.885 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.395 |
3.401 |
| PP |
3.387 |
3.398 |
| S1 |
3.379 |
3.396 |
|