NYMEX Natural Gas Future January 2013
| 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 |
3.820 |
3.830 |
0.010 |
0.3% |
3.774 |
| High |
3.873 |
3.868 |
-0.005 |
-0.1% |
3.946 |
| Low |
3.759 |
3.786 |
0.027 |
0.7% |
3.753 |
| Close |
3.824 |
3.832 |
0.008 |
0.2% |
3.832 |
| Range |
0.114 |
0.082 |
-0.032 |
-28.1% |
0.193 |
| ATR |
0.107 |
0.105 |
-0.002 |
-1.7% |
0.000 |
| Volume |
61,389 |
57,725 |
-3,664 |
-6.0% |
362,194 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.075 |
4.035 |
3.877 |
|
| R3 |
3.993 |
3.953 |
3.855 |
|
| R2 |
3.911 |
3.911 |
3.847 |
|
| R1 |
3.871 |
3.871 |
3.840 |
3.891 |
| PP |
3.829 |
3.829 |
3.829 |
3.839 |
| S1 |
3.789 |
3.789 |
3.824 |
3.809 |
| S2 |
3.747 |
3.747 |
3.817 |
|
| S3 |
3.665 |
3.707 |
3.809 |
|
| S4 |
3.583 |
3.625 |
3.787 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.423 |
4.320 |
3.938 |
|
| R3 |
4.230 |
4.127 |
3.885 |
|
| R2 |
4.037 |
4.037 |
3.867 |
|
| R1 |
3.934 |
3.934 |
3.850 |
3.986 |
| PP |
3.844 |
3.844 |
3.844 |
3.869 |
| S1 |
3.741 |
3.741 |
3.814 |
3.793 |
| S2 |
3.651 |
3.651 |
3.797 |
|
| S3 |
3.458 |
3.548 |
3.779 |
|
| S4 |
3.265 |
3.355 |
3.726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.946 |
3.753 |
0.193 |
5.0% |
0.120 |
3.1% |
41% |
False |
False |
72,438 |
| 10 |
3.946 |
3.438 |
0.508 |
13.3% |
0.105 |
2.7% |
78% |
False |
False |
58,211 |
| 20 |
3.946 |
3.200 |
0.746 |
19.5% |
0.106 |
2.8% |
85% |
False |
False |
48,409 |
| 40 |
3.946 |
3.200 |
0.746 |
19.5% |
0.099 |
2.6% |
85% |
False |
False |
38,389 |
| 60 |
3.946 |
3.200 |
0.746 |
19.5% |
0.100 |
2.6% |
85% |
False |
False |
33,553 |
| 80 |
3.946 |
3.114 |
0.832 |
21.7% |
0.104 |
2.7% |
86% |
False |
False |
30,176 |
| 100 |
3.946 |
3.114 |
0.832 |
21.7% |
0.100 |
2.6% |
86% |
False |
False |
27,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.217 |
|
2.618 |
4.083 |
|
1.618 |
4.001 |
|
1.000 |
3.950 |
|
0.618 |
3.919 |
|
HIGH |
3.868 |
|
0.618 |
3.837 |
|
0.500 |
3.827 |
|
0.382 |
3.817 |
|
LOW |
3.786 |
|
0.618 |
3.735 |
|
1.000 |
3.704 |
|
1.618 |
3.653 |
|
2.618 |
3.571 |
|
4.250 |
3.438 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.830 |
3.829 |
| PP |
3.829 |
3.826 |
| S1 |
3.827 |
3.823 |
|