NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.380 |
3.416 |
0.036 |
1.1% |
3.325 |
| High |
3.431 |
3.515 |
0.084 |
2.4% |
3.546 |
| Low |
3.327 |
3.346 |
0.019 |
0.6% |
3.325 |
| Close |
3.403 |
3.467 |
0.064 |
1.9% |
3.396 |
| Range |
0.104 |
0.169 |
0.065 |
62.5% |
0.221 |
| ATR |
0.120 |
0.123 |
0.004 |
2.9% |
0.000 |
| Volume |
143,429 |
208,347 |
64,918 |
45.3% |
942,478 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.950 |
3.877 |
3.560 |
|
| R3 |
3.781 |
3.708 |
3.513 |
|
| R2 |
3.612 |
3.612 |
3.498 |
|
| R1 |
3.539 |
3.539 |
3.482 |
3.576 |
| PP |
3.443 |
3.443 |
3.443 |
3.461 |
| S1 |
3.370 |
3.370 |
3.452 |
3.407 |
| S2 |
3.274 |
3.274 |
3.436 |
|
| S3 |
3.105 |
3.201 |
3.421 |
|
| S4 |
2.936 |
3.032 |
3.374 |
|
|
| 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 |
3.526 |
3.327 |
0.199 |
5.7% |
0.131 |
3.8% |
70% |
False |
False |
177,844 |
| 10 |
3.546 |
3.093 |
0.453 |
13.1% |
0.132 |
3.8% |
83% |
False |
False |
185,573 |
| 20 |
3.546 |
2.923 |
0.623 |
18.0% |
0.119 |
3.4% |
87% |
False |
False |
140,868 |
| 40 |
3.546 |
2.790 |
0.756 |
21.8% |
0.117 |
3.4% |
90% |
False |
False |
97,228 |
| 60 |
3.546 |
2.790 |
0.756 |
21.8% |
0.118 |
3.4% |
90% |
False |
False |
81,507 |
| 80 |
3.546 |
2.790 |
0.756 |
21.8% |
0.119 |
3.4% |
90% |
False |
False |
67,615 |
| 100 |
3.546 |
2.650 |
0.896 |
25.8% |
0.115 |
3.3% |
91% |
False |
False |
57,896 |
| 120 |
3.546 |
2.566 |
0.980 |
28.3% |
0.111 |
3.2% |
92% |
False |
False |
50,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.233 |
|
2.618 |
3.957 |
|
1.618 |
3.788 |
|
1.000 |
3.684 |
|
0.618 |
3.619 |
|
HIGH |
3.515 |
|
0.618 |
3.450 |
|
0.500 |
3.431 |
|
0.382 |
3.411 |
|
LOW |
3.346 |
|
0.618 |
3.242 |
|
1.000 |
3.177 |
|
1.618 |
3.073 |
|
2.618 |
2.904 |
|
4.250 |
2.628 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.455 |
3.452 |
| PP |
3.443 |
3.436 |
| S1 |
3.431 |
3.421 |
|