NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.672 |
3.705 |
0.033 |
0.9% |
3.627 |
| High |
3.721 |
3.804 |
0.083 |
2.2% |
3.815 |
| Low |
3.622 |
3.650 |
0.028 |
0.8% |
3.609 |
| Close |
3.697 |
3.768 |
0.071 |
1.9% |
3.682 |
| Range |
0.099 |
0.154 |
0.055 |
55.6% |
0.206 |
| ATR |
0.110 |
0.114 |
0.003 |
2.8% |
0.000 |
| Volume |
60,604 |
45,583 |
-15,021 |
-24.8% |
333,990 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.203 |
4.139 |
3.853 |
|
| R3 |
4.049 |
3.985 |
3.810 |
|
| R2 |
3.895 |
3.895 |
3.796 |
|
| R1 |
3.831 |
3.831 |
3.782 |
3.863 |
| PP |
3.741 |
3.741 |
3.741 |
3.757 |
| S1 |
3.677 |
3.677 |
3.754 |
3.709 |
| S2 |
3.587 |
3.587 |
3.740 |
|
| S3 |
3.433 |
3.523 |
3.726 |
|
| S4 |
3.279 |
3.369 |
3.683 |
|
|
| 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 |
3.804 |
3.609 |
0.195 |
5.2% |
0.121 |
3.2% |
82% |
True |
False |
56,689 |
| 10 |
3.815 |
3.373 |
0.442 |
11.7% |
0.124 |
3.3% |
89% |
False |
False |
62,349 |
| 20 |
3.815 |
3.210 |
0.605 |
16.1% |
0.110 |
2.9% |
92% |
False |
False |
53,526 |
| 40 |
3.815 |
3.055 |
0.760 |
20.2% |
0.107 |
2.8% |
94% |
False |
False |
40,263 |
| 60 |
3.815 |
3.055 |
0.760 |
20.2% |
0.107 |
2.9% |
94% |
False |
False |
34,290 |
| 80 |
3.815 |
3.055 |
0.760 |
20.2% |
0.109 |
2.9% |
94% |
False |
False |
29,545 |
| 100 |
3.815 |
2.962 |
0.853 |
22.6% |
0.106 |
2.8% |
94% |
False |
False |
26,237 |
| 120 |
3.815 |
2.909 |
0.906 |
24.0% |
0.103 |
2.7% |
95% |
False |
False |
23,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.459 |
|
2.618 |
4.207 |
|
1.618 |
4.053 |
|
1.000 |
3.958 |
|
0.618 |
3.899 |
|
HIGH |
3.804 |
|
0.618 |
3.745 |
|
0.500 |
3.727 |
|
0.382 |
3.709 |
|
LOW |
3.650 |
|
0.618 |
3.555 |
|
1.000 |
3.496 |
|
1.618 |
3.401 |
|
2.618 |
3.247 |
|
4.250 |
2.996 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.754 |
3.750 |
| PP |
3.741 |
3.731 |
| S1 |
3.727 |
3.713 |
|