NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.715 |
3.774 |
0.059 |
1.6% |
3.508 |
| High |
3.777 |
3.895 |
0.118 |
3.1% |
3.777 |
| Low |
3.698 |
3.774 |
0.076 |
2.1% |
3.438 |
| Close |
3.767 |
3.891 |
0.124 |
3.3% |
3.767 |
| Range |
0.079 |
0.121 |
0.042 |
53.2% |
0.339 |
| ATR |
0.098 |
0.100 |
0.002 |
2.2% |
0.000 |
| Volume |
72,454 |
71,918 |
-536 |
-0.7% |
219,920 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.216 |
4.175 |
3.958 |
|
| R3 |
4.095 |
4.054 |
3.924 |
|
| R2 |
3.974 |
3.974 |
3.913 |
|
| R1 |
3.933 |
3.933 |
3.902 |
3.954 |
| PP |
3.853 |
3.853 |
3.853 |
3.864 |
| S1 |
3.812 |
3.812 |
3.880 |
3.833 |
| S2 |
3.732 |
3.732 |
3.869 |
|
| S3 |
3.611 |
3.691 |
3.858 |
|
| S4 |
3.490 |
3.570 |
3.824 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.678 |
4.561 |
3.953 |
|
| R3 |
4.339 |
4.222 |
3.860 |
|
| R2 |
4.000 |
4.000 |
3.829 |
|
| R1 |
3.883 |
3.883 |
3.798 |
3.942 |
| PP |
3.661 |
3.661 |
3.661 |
3.690 |
| S1 |
3.544 |
3.544 |
3.736 |
3.603 |
| S2 |
3.322 |
3.322 |
3.705 |
|
| S3 |
2.983 |
3.205 |
3.674 |
|
| S4 |
2.644 |
2.866 |
3.581 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.895 |
3.490 |
0.405 |
10.4% |
0.099 |
2.5% |
99% |
True |
False |
50,581 |
| 10 |
3.895 |
3.359 |
0.536 |
13.8% |
0.091 |
2.3% |
99% |
True |
False |
42,553 |
| 20 |
3.895 |
3.200 |
0.695 |
17.9% |
0.100 |
2.6% |
99% |
True |
False |
39,922 |
| 40 |
3.895 |
3.200 |
0.695 |
17.9% |
0.098 |
2.5% |
99% |
True |
False |
33,657 |
| 60 |
3.895 |
3.200 |
0.695 |
17.9% |
0.099 |
2.6% |
99% |
True |
False |
30,093 |
| 80 |
3.895 |
3.114 |
0.781 |
20.1% |
0.101 |
2.6% |
99% |
True |
False |
27,483 |
| 100 |
3.895 |
3.114 |
0.781 |
20.1% |
0.099 |
2.5% |
99% |
True |
False |
25,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.409 |
|
2.618 |
4.212 |
|
1.618 |
4.091 |
|
1.000 |
4.016 |
|
0.618 |
3.970 |
|
HIGH |
3.895 |
|
0.618 |
3.849 |
|
0.500 |
3.835 |
|
0.382 |
3.820 |
|
LOW |
3.774 |
|
0.618 |
3.699 |
|
1.000 |
3.653 |
|
1.618 |
3.578 |
|
2.618 |
3.457 |
|
4.250 |
3.260 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.872 |
3.846 |
| PP |
3.853 |
3.801 |
| S1 |
3.835 |
3.756 |
|