NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.750 |
3.753 |
0.003 |
0.1% |
3.356 |
| High |
3.815 |
3.764 |
-0.051 |
-1.3% |
3.627 |
| Low |
3.664 |
3.609 |
-0.055 |
-1.5% |
3.285 |
| Close |
3.769 |
3.663 |
-0.106 |
-2.8% |
3.615 |
| Range |
0.151 |
0.155 |
0.004 |
2.6% |
0.342 |
| ATR |
0.110 |
0.113 |
0.004 |
3.3% |
0.000 |
| Volume |
82,020 |
67,910 |
-14,110 |
-17.2% |
255,124 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.144 |
4.058 |
3.748 |
|
| R3 |
3.989 |
3.903 |
3.706 |
|
| R2 |
3.834 |
3.834 |
3.691 |
|
| R1 |
3.748 |
3.748 |
3.677 |
3.714 |
| PP |
3.679 |
3.679 |
3.679 |
3.661 |
| S1 |
3.593 |
3.593 |
3.649 |
3.559 |
| S2 |
3.524 |
3.524 |
3.635 |
|
| S3 |
3.369 |
3.438 |
3.620 |
|
| S4 |
3.214 |
3.283 |
3.578 |
|
|
| 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 |
3.466 |
0.349 |
9.5% |
0.129 |
3.5% |
56% |
False |
False |
74,550 |
| 10 |
3.815 |
3.210 |
0.605 |
16.5% |
0.111 |
3.0% |
75% |
False |
False |
55,107 |
| 20 |
3.815 |
3.055 |
0.760 |
20.7% |
0.113 |
3.1% |
80% |
False |
False |
50,171 |
| 40 |
3.815 |
3.055 |
0.760 |
20.7% |
0.106 |
2.9% |
80% |
False |
False |
37,800 |
| 60 |
3.815 |
3.055 |
0.760 |
20.7% |
0.107 |
2.9% |
80% |
False |
False |
31,723 |
| 80 |
3.815 |
2.962 |
0.853 |
23.3% |
0.109 |
3.0% |
82% |
False |
False |
27,721 |
| 100 |
3.815 |
2.962 |
0.853 |
23.3% |
0.106 |
2.9% |
82% |
False |
False |
24,496 |
| 120 |
3.815 |
2.909 |
0.906 |
24.7% |
0.101 |
2.7% |
83% |
False |
False |
22,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.423 |
|
2.618 |
4.170 |
|
1.618 |
4.015 |
|
1.000 |
3.919 |
|
0.618 |
3.860 |
|
HIGH |
3.764 |
|
0.618 |
3.705 |
|
0.500 |
3.687 |
|
0.382 |
3.668 |
|
LOW |
3.609 |
|
0.618 |
3.513 |
|
1.000 |
3.454 |
|
1.618 |
3.358 |
|
2.618 |
3.203 |
|
4.250 |
2.950 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.687 |
3.712 |
| PP |
3.679 |
3.696 |
| S1 |
3.671 |
3.679 |
|