NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.627 |
3.750 |
0.123 |
3.4% |
3.356 |
| High |
3.757 |
3.815 |
0.058 |
1.5% |
3.627 |
| Low |
3.621 |
3.664 |
0.043 |
1.2% |
3.285 |
| Close |
3.752 |
3.769 |
0.017 |
0.5% |
3.615 |
| Range |
0.136 |
0.151 |
0.015 |
11.0% |
0.342 |
| ATR |
0.106 |
0.110 |
0.003 |
3.0% |
0.000 |
| Volume |
74,708 |
82,020 |
7,312 |
9.8% |
255,124 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.202 |
4.137 |
3.852 |
|
| R3 |
4.051 |
3.986 |
3.811 |
|
| R2 |
3.900 |
3.900 |
3.797 |
|
| R1 |
3.835 |
3.835 |
3.783 |
3.868 |
| PP |
3.749 |
3.749 |
3.749 |
3.766 |
| S1 |
3.684 |
3.684 |
3.755 |
3.717 |
| S2 |
3.598 |
3.598 |
3.741 |
|
| S3 |
3.447 |
3.533 |
3.727 |
|
| S4 |
3.296 |
3.382 |
3.686 |
|
|
| 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 |
3.815 |
3.373 |
0.442 |
11.7% |
0.126 |
3.3% |
90% |
True |
False |
68,008 |
| 10 |
3.815 |
3.210 |
0.605 |
16.1% |
0.104 |
2.8% |
92% |
True |
False |
53,130 |
| 20 |
3.815 |
3.055 |
0.760 |
20.2% |
0.109 |
2.9% |
94% |
True |
False |
48,193 |
| 40 |
3.815 |
3.055 |
0.760 |
20.2% |
0.106 |
2.8% |
94% |
True |
False |
36,537 |
| 60 |
3.815 |
3.055 |
0.760 |
20.2% |
0.107 |
2.8% |
94% |
True |
False |
30,770 |
| 80 |
3.815 |
2.962 |
0.853 |
22.6% |
0.108 |
2.9% |
95% |
True |
False |
27,011 |
| 100 |
3.815 |
2.962 |
0.853 |
22.6% |
0.105 |
2.8% |
95% |
True |
False |
23,986 |
| 120 |
3.815 |
2.909 |
0.906 |
24.0% |
0.100 |
2.6% |
95% |
True |
False |
21,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.457 |
|
2.618 |
4.210 |
|
1.618 |
4.059 |
|
1.000 |
3.966 |
|
0.618 |
3.908 |
|
HIGH |
3.815 |
|
0.618 |
3.757 |
|
0.500 |
3.740 |
|
0.382 |
3.722 |
|
LOW |
3.664 |
|
0.618 |
3.571 |
|
1.000 |
3.513 |
|
1.618 |
3.420 |
|
2.618 |
3.269 |
|
4.250 |
3.022 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.759 |
3.739 |
| PP |
3.749 |
3.709 |
| S1 |
3.740 |
3.680 |
|