NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.573 |
3.627 |
0.054 |
1.5% |
3.356 |
| High |
3.627 |
3.757 |
0.130 |
3.6% |
3.627 |
| Low |
3.544 |
3.621 |
0.077 |
2.2% |
3.285 |
| Close |
3.615 |
3.752 |
0.137 |
3.8% |
3.615 |
| Range |
0.083 |
0.136 |
0.053 |
63.9% |
0.342 |
| ATR |
0.104 |
0.106 |
0.003 |
2.6% |
0.000 |
| Volume |
87,814 |
74,708 |
-13,106 |
-14.9% |
255,124 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.118 |
4.071 |
3.827 |
|
| R3 |
3.982 |
3.935 |
3.789 |
|
| R2 |
3.846 |
3.846 |
3.777 |
|
| R1 |
3.799 |
3.799 |
3.764 |
3.823 |
| PP |
3.710 |
3.710 |
3.710 |
3.722 |
| S1 |
3.663 |
3.663 |
3.740 |
3.687 |
| S2 |
3.574 |
3.574 |
3.727 |
|
| S3 |
3.438 |
3.527 |
3.715 |
|
| S4 |
3.302 |
3.391 |
3.677 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.535 |
4.417 |
3.803 |
|
| R3 |
4.193 |
4.075 |
3.709 |
|
| R2 |
3.851 |
3.851 |
3.678 |
|
| R1 |
3.733 |
3.733 |
3.646 |
3.792 |
| PP |
3.509 |
3.509 |
3.509 |
3.539 |
| S1 |
3.391 |
3.391 |
3.584 |
3.450 |
| S2 |
3.167 |
3.167 |
3.552 |
|
| S3 |
2.825 |
3.049 |
3.521 |
|
| S4 |
2.483 |
2.707 |
3.427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.757 |
3.327 |
0.430 |
11.5% |
0.110 |
2.9% |
99% |
True |
False |
56,933 |
| 10 |
3.757 |
3.210 |
0.547 |
14.6% |
0.099 |
2.6% |
99% |
True |
False |
48,506 |
| 20 |
3.757 |
3.055 |
0.702 |
18.7% |
0.107 |
2.8% |
99% |
True |
False |
45,305 |
| 40 |
3.757 |
3.055 |
0.702 |
18.7% |
0.105 |
2.8% |
99% |
True |
False |
35,153 |
| 60 |
3.757 |
3.055 |
0.702 |
18.7% |
0.105 |
2.8% |
99% |
True |
False |
29,734 |
| 80 |
3.757 |
2.962 |
0.795 |
21.2% |
0.107 |
2.9% |
99% |
True |
False |
26,225 |
| 100 |
3.757 |
2.962 |
0.795 |
21.2% |
0.104 |
2.8% |
99% |
True |
False |
23,295 |
| 120 |
3.757 |
2.909 |
0.848 |
22.6% |
0.099 |
2.6% |
99% |
True |
False |
20,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.335 |
|
2.618 |
4.113 |
|
1.618 |
3.977 |
|
1.000 |
3.893 |
|
0.618 |
3.841 |
|
HIGH |
3.757 |
|
0.618 |
3.705 |
|
0.500 |
3.689 |
|
0.382 |
3.673 |
|
LOW |
3.621 |
|
0.618 |
3.537 |
|
1.000 |
3.485 |
|
1.618 |
3.401 |
|
2.618 |
3.265 |
|
4.250 |
3.043 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.731 |
3.705 |
| PP |
3.710 |
3.658 |
| S1 |
3.689 |
3.612 |
|