NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.774 |
3.891 |
0.117 |
3.1% |
3.508 |
| High |
3.895 |
3.946 |
0.051 |
1.3% |
3.777 |
| Low |
3.774 |
3.800 |
0.026 |
0.7% |
3.438 |
| Close |
3.891 |
3.899 |
0.008 |
0.2% |
3.767 |
| Range |
0.121 |
0.146 |
0.025 |
20.7% |
0.339 |
| ATR |
0.100 |
0.103 |
0.003 |
3.3% |
0.000 |
| Volume |
71,918 |
90,800 |
18,882 |
26.3% |
219,920 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.320 |
4.255 |
3.979 |
|
| R3 |
4.174 |
4.109 |
3.939 |
|
| R2 |
4.028 |
4.028 |
3.926 |
|
| R1 |
3.963 |
3.963 |
3.912 |
3.996 |
| PP |
3.882 |
3.882 |
3.882 |
3.898 |
| S1 |
3.817 |
3.817 |
3.886 |
3.850 |
| S2 |
3.736 |
3.736 |
3.872 |
|
| S3 |
3.590 |
3.671 |
3.859 |
|
| S4 |
3.444 |
3.525 |
3.819 |
|
|
| 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 |
3.946 |
3.530 |
0.416 |
10.7% |
0.116 |
3.0% |
89% |
True |
False |
62,100 |
| 10 |
3.946 |
3.359 |
0.587 |
15.1% |
0.096 |
2.5% |
92% |
True |
False |
49,153 |
| 20 |
3.946 |
3.200 |
0.746 |
19.1% |
0.102 |
2.6% |
94% |
True |
False |
43,436 |
| 40 |
3.946 |
3.200 |
0.746 |
19.1% |
0.099 |
2.5% |
94% |
True |
False |
35,481 |
| 60 |
3.946 |
3.200 |
0.746 |
19.1% |
0.100 |
2.6% |
94% |
True |
False |
31,107 |
| 80 |
3.946 |
3.114 |
0.832 |
21.3% |
0.102 |
2.6% |
94% |
True |
False |
28,323 |
| 100 |
3.946 |
3.114 |
0.832 |
21.3% |
0.099 |
2.5% |
94% |
True |
False |
26,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.567 |
|
2.618 |
4.328 |
|
1.618 |
4.182 |
|
1.000 |
4.092 |
|
0.618 |
4.036 |
|
HIGH |
3.946 |
|
0.618 |
3.890 |
|
0.500 |
3.873 |
|
0.382 |
3.856 |
|
LOW |
3.800 |
|
0.618 |
3.710 |
|
1.000 |
3.654 |
|
1.618 |
3.564 |
|
2.618 |
3.418 |
|
4.250 |
3.180 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.890 |
3.873 |
| PP |
3.882 |
3.848 |
| S1 |
3.873 |
3.822 |
|