NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.830 |
3.830 |
0.000 |
0.0% |
3.774 |
| High |
3.868 |
3.870 |
0.002 |
0.1% |
3.946 |
| Low |
3.786 |
3.775 |
-0.011 |
-0.3% |
3.753 |
| Close |
3.832 |
3.849 |
0.017 |
0.4% |
3.832 |
| Range |
0.082 |
0.095 |
0.013 |
15.9% |
0.193 |
| ATR |
0.105 |
0.104 |
-0.001 |
-0.7% |
0.000 |
| Volume |
57,725 |
102,036 |
44,311 |
76.8% |
362,194 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.116 |
4.078 |
3.901 |
|
| R3 |
4.021 |
3.983 |
3.875 |
|
| R2 |
3.926 |
3.926 |
3.866 |
|
| R1 |
3.888 |
3.888 |
3.858 |
3.907 |
| PP |
3.831 |
3.831 |
3.831 |
3.841 |
| S1 |
3.793 |
3.793 |
3.840 |
3.812 |
| S2 |
3.736 |
3.736 |
3.832 |
|
| S3 |
3.641 |
3.698 |
3.823 |
|
| S4 |
3.546 |
3.603 |
3.797 |
|
|
| 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% |
0.115 |
3.0% |
50% |
False |
False |
78,462 |
| 10 |
3.946 |
3.490 |
0.456 |
11.8% |
0.107 |
2.8% |
79% |
False |
False |
64,522 |
| 20 |
3.946 |
3.305 |
0.641 |
16.7% |
0.104 |
2.7% |
85% |
False |
False |
51,866 |
| 40 |
3.946 |
3.200 |
0.746 |
19.4% |
0.098 |
2.5% |
87% |
False |
False |
39,706 |
| 60 |
3.946 |
3.200 |
0.746 |
19.4% |
0.100 |
2.6% |
87% |
False |
False |
34,827 |
| 80 |
3.946 |
3.200 |
0.746 |
19.4% |
0.102 |
2.7% |
87% |
False |
False |
31,303 |
| 100 |
3.946 |
3.114 |
0.832 |
21.6% |
0.100 |
2.6% |
88% |
False |
False |
28,563 |
| 120 |
3.946 |
3.062 |
0.884 |
23.0% |
0.096 |
2.5% |
89% |
False |
False |
25,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.274 |
|
2.618 |
4.119 |
|
1.618 |
4.024 |
|
1.000 |
3.965 |
|
0.618 |
3.929 |
|
HIGH |
3.870 |
|
0.618 |
3.834 |
|
0.500 |
3.823 |
|
0.382 |
3.811 |
|
LOW |
3.775 |
|
0.618 |
3.716 |
|
1.000 |
3.680 |
|
1.618 |
3.621 |
|
2.618 |
3.526 |
|
4.250 |
3.371 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.840 |
3.838 |
| PP |
3.831 |
3.827 |
| S1 |
3.823 |
3.816 |
|