NYMEX Natural Gas Future November 2012
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.416 |
3.473 |
0.057 |
1.7% |
3.325 |
| High |
3.515 |
3.514 |
-0.001 |
0.0% |
3.546 |
| Low |
3.346 |
3.431 |
0.085 |
2.5% |
3.325 |
| Close |
3.467 |
3.475 |
0.008 |
0.2% |
3.396 |
| Range |
0.169 |
0.083 |
-0.086 |
-50.9% |
0.221 |
| ATR |
0.123 |
0.120 |
-0.003 |
-2.3% |
0.000 |
| Volume |
208,347 |
211,274 |
2,927 |
1.4% |
942,478 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.722 |
3.682 |
3.521 |
|
| R3 |
3.639 |
3.599 |
3.498 |
|
| R2 |
3.556 |
3.556 |
3.490 |
|
| R1 |
3.516 |
3.516 |
3.483 |
3.536 |
| PP |
3.473 |
3.473 |
3.473 |
3.484 |
| S1 |
3.433 |
3.433 |
3.467 |
3.453 |
| S2 |
3.390 |
3.390 |
3.460 |
|
| S3 |
3.307 |
3.350 |
3.452 |
|
| S4 |
3.224 |
3.267 |
3.429 |
|
|
| 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 |
3.515 |
3.327 |
0.188 |
5.4% |
0.112 |
3.2% |
79% |
False |
False |
184,843 |
| 10 |
3.546 |
3.188 |
0.358 |
10.3% |
0.126 |
3.6% |
80% |
False |
False |
189,770 |
| 20 |
3.546 |
2.923 |
0.623 |
17.9% |
0.117 |
3.4% |
89% |
False |
False |
145,877 |
| 40 |
3.546 |
2.790 |
0.756 |
21.8% |
0.117 |
3.4% |
91% |
False |
False |
100,536 |
| 60 |
3.546 |
2.790 |
0.756 |
21.8% |
0.118 |
3.4% |
91% |
False |
False |
84,699 |
| 80 |
3.546 |
2.790 |
0.756 |
21.8% |
0.118 |
3.4% |
91% |
False |
False |
70,041 |
| 100 |
3.546 |
2.650 |
0.896 |
25.8% |
0.115 |
3.3% |
92% |
False |
False |
59,833 |
| 120 |
3.546 |
2.566 |
0.980 |
28.2% |
0.111 |
3.2% |
93% |
False |
False |
52,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.867 |
|
2.618 |
3.731 |
|
1.618 |
3.648 |
|
1.000 |
3.597 |
|
0.618 |
3.565 |
|
HIGH |
3.514 |
|
0.618 |
3.482 |
|
0.500 |
3.473 |
|
0.382 |
3.463 |
|
LOW |
3.431 |
|
0.618 |
3.380 |
|
1.000 |
3.348 |
|
1.618 |
3.297 |
|
2.618 |
3.214 |
|
4.250 |
3.078 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.474 |
3.457 |
| PP |
3.473 |
3.439 |
| S1 |
3.473 |
3.421 |
|