NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.753 |
3.663 |
-0.090 |
-2.4% |
3.356 |
| High |
3.764 |
3.734 |
-0.030 |
-0.8% |
3.627 |
| Low |
3.609 |
3.621 |
0.012 |
0.3% |
3.285 |
| Close |
3.663 |
3.680 |
0.017 |
0.5% |
3.615 |
| Range |
0.155 |
0.113 |
-0.042 |
-27.1% |
0.342 |
| ATR |
0.113 |
0.113 |
0.000 |
0.0% |
0.000 |
| Volume |
67,910 |
56,836 |
-11,074 |
-16.3% |
255,124 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.017 |
3.962 |
3.742 |
|
| R3 |
3.904 |
3.849 |
3.711 |
|
| R2 |
3.791 |
3.791 |
3.701 |
|
| R1 |
3.736 |
3.736 |
3.690 |
3.764 |
| PP |
3.678 |
3.678 |
3.678 |
3.692 |
| S1 |
3.623 |
3.623 |
3.670 |
3.651 |
| S2 |
3.565 |
3.565 |
3.659 |
|
| S3 |
3.452 |
3.510 |
3.649 |
|
| S4 |
3.339 |
3.397 |
3.618 |
|
|
| 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 |
3.544 |
0.271 |
7.4% |
0.128 |
3.5% |
50% |
False |
False |
73,857 |
| 10 |
3.815 |
3.240 |
0.575 |
15.6% |
0.117 |
3.2% |
77% |
False |
False |
56,825 |
| 20 |
3.815 |
3.055 |
0.760 |
20.7% |
0.113 |
3.1% |
82% |
False |
False |
51,111 |
| 40 |
3.815 |
3.055 |
0.760 |
20.7% |
0.108 |
2.9% |
82% |
False |
False |
38,509 |
| 60 |
3.815 |
3.055 |
0.760 |
20.7% |
0.107 |
2.9% |
82% |
False |
False |
32,369 |
| 80 |
3.815 |
2.962 |
0.853 |
23.2% |
0.110 |
3.0% |
84% |
False |
False |
28,209 |
| 100 |
3.815 |
2.962 |
0.853 |
23.2% |
0.106 |
2.9% |
84% |
False |
False |
24,953 |
| 120 |
3.815 |
2.909 |
0.906 |
24.6% |
0.101 |
2.7% |
85% |
False |
False |
22,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.214 |
|
2.618 |
4.030 |
|
1.618 |
3.917 |
|
1.000 |
3.847 |
|
0.618 |
3.804 |
|
HIGH |
3.734 |
|
0.618 |
3.691 |
|
0.500 |
3.678 |
|
0.382 |
3.664 |
|
LOW |
3.621 |
|
0.618 |
3.551 |
|
1.000 |
3.508 |
|
1.618 |
3.438 |
|
2.618 |
3.325 |
|
4.250 |
3.141 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.679 |
3.712 |
| PP |
3.678 |
3.701 |
| S1 |
3.678 |
3.691 |
|