NYMEX Natural Gas Future January 2013
| 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 |
3.869 |
3.820 |
-0.049 |
-1.3% |
3.508 |
| High |
3.892 |
3.873 |
-0.019 |
-0.5% |
3.777 |
| Low |
3.753 |
3.759 |
0.006 |
0.2% |
3.438 |
| Close |
3.806 |
3.824 |
0.018 |
0.5% |
3.767 |
| Range |
0.139 |
0.114 |
-0.025 |
-18.0% |
0.339 |
| ATR |
0.106 |
0.107 |
0.001 |
0.5% |
0.000 |
| Volume |
80,362 |
61,389 |
-18,973 |
-23.6% |
219,920 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.161 |
4.106 |
3.887 |
|
| R3 |
4.047 |
3.992 |
3.855 |
|
| R2 |
3.933 |
3.933 |
3.845 |
|
| R1 |
3.878 |
3.878 |
3.834 |
3.906 |
| PP |
3.819 |
3.819 |
3.819 |
3.832 |
| S1 |
3.764 |
3.764 |
3.814 |
3.792 |
| S2 |
3.705 |
3.705 |
3.803 |
|
| S3 |
3.591 |
3.650 |
3.793 |
|
| S4 |
3.477 |
3.536 |
3.761 |
|
|
| 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 |
3.698 |
0.248 |
6.5% |
0.120 |
3.1% |
51% |
False |
False |
75,384 |
| 10 |
3.946 |
3.390 |
0.556 |
14.5% |
0.109 |
2.9% |
78% |
False |
False |
56,107 |
| 20 |
3.946 |
3.200 |
0.746 |
19.5% |
0.106 |
2.8% |
84% |
False |
False |
47,408 |
| 40 |
3.946 |
3.200 |
0.746 |
19.5% |
0.100 |
2.6% |
84% |
False |
False |
37,817 |
| 60 |
3.946 |
3.200 |
0.746 |
19.5% |
0.101 |
2.6% |
84% |
False |
False |
32,884 |
| 80 |
3.946 |
3.114 |
0.832 |
21.8% |
0.103 |
2.7% |
85% |
False |
False |
29,679 |
| 100 |
3.946 |
3.114 |
0.832 |
21.8% |
0.100 |
2.6% |
85% |
False |
False |
27,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.358 |
|
2.618 |
4.171 |
|
1.618 |
4.057 |
|
1.000 |
3.987 |
|
0.618 |
3.943 |
|
HIGH |
3.873 |
|
0.618 |
3.829 |
|
0.500 |
3.816 |
|
0.382 |
3.803 |
|
LOW |
3.759 |
|
0.618 |
3.689 |
|
1.000 |
3.645 |
|
1.618 |
3.575 |
|
2.618 |
3.461 |
|
4.250 |
3.275 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.821 |
3.850 |
| PP |
3.819 |
3.841 |
| S1 |
3.816 |
3.833 |
|