NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.663 |
3.683 |
0.020 |
0.5% |
3.627 |
| High |
3.734 |
3.719 |
-0.015 |
-0.4% |
3.815 |
| Low |
3.621 |
3.633 |
0.012 |
0.3% |
3.609 |
| Close |
3.680 |
3.682 |
0.002 |
0.1% |
3.682 |
| Range |
0.113 |
0.086 |
-0.027 |
-23.9% |
0.206 |
| ATR |
0.113 |
0.111 |
-0.002 |
-1.7% |
0.000 |
| Volume |
56,836 |
52,516 |
-4,320 |
-7.6% |
333,990 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.936 |
3.895 |
3.729 |
|
| R3 |
3.850 |
3.809 |
3.706 |
|
| R2 |
3.764 |
3.764 |
3.698 |
|
| R1 |
3.723 |
3.723 |
3.690 |
3.701 |
| PP |
3.678 |
3.678 |
3.678 |
3.667 |
| S1 |
3.637 |
3.637 |
3.674 |
3.615 |
| S2 |
3.592 |
3.592 |
3.666 |
|
| S3 |
3.506 |
3.551 |
3.658 |
|
| S4 |
3.420 |
3.465 |
3.635 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.320 |
4.207 |
3.795 |
|
| R3 |
4.114 |
4.001 |
3.739 |
|
| R2 |
3.908 |
3.908 |
3.720 |
|
| R1 |
3.795 |
3.795 |
3.701 |
3.852 |
| PP |
3.702 |
3.702 |
3.702 |
3.730 |
| S1 |
3.589 |
3.589 |
3.663 |
3.646 |
| S2 |
3.496 |
3.496 |
3.644 |
|
| S3 |
3.290 |
3.383 |
3.625 |
|
| S4 |
3.084 |
3.177 |
3.569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.815 |
3.609 |
0.206 |
5.6% |
0.128 |
3.5% |
35% |
False |
False |
66,798 |
| 10 |
3.815 |
3.285 |
0.530 |
14.4% |
0.113 |
3.1% |
75% |
False |
False |
58,911 |
| 20 |
3.815 |
3.057 |
0.758 |
20.6% |
0.113 |
3.1% |
82% |
False |
False |
52,148 |
| 40 |
3.815 |
3.055 |
0.760 |
20.6% |
0.106 |
2.9% |
83% |
False |
False |
39,195 |
| 60 |
3.815 |
3.055 |
0.760 |
20.6% |
0.106 |
2.9% |
83% |
False |
False |
33,032 |
| 80 |
3.815 |
2.962 |
0.853 |
23.2% |
0.110 |
3.0% |
84% |
False |
False |
28,657 |
| 100 |
3.815 |
2.962 |
0.853 |
23.2% |
0.106 |
2.9% |
84% |
False |
False |
25,395 |
| 120 |
3.815 |
2.909 |
0.906 |
24.6% |
0.102 |
2.8% |
85% |
False |
False |
22,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.085 |
|
2.618 |
3.944 |
|
1.618 |
3.858 |
|
1.000 |
3.805 |
|
0.618 |
3.772 |
|
HIGH |
3.719 |
|
0.618 |
3.686 |
|
0.500 |
3.676 |
|
0.382 |
3.666 |
|
LOW |
3.633 |
|
0.618 |
3.580 |
|
1.000 |
3.547 |
|
1.618 |
3.494 |
|
2.618 |
3.408 |
|
4.250 |
3.268 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.680 |
3.687 |
| PP |
3.678 |
3.685 |
| S1 |
3.676 |
3.684 |
|