NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.830 |
3.865 |
0.035 |
0.9% |
3.774 |
| High |
3.870 |
3.941 |
0.071 |
1.8% |
3.946 |
| Low |
3.775 |
3.802 |
0.027 |
0.7% |
3.753 |
| Close |
3.849 |
3.915 |
0.066 |
1.7% |
3.832 |
| Range |
0.095 |
0.139 |
0.044 |
46.3% |
0.193 |
| ATR |
0.104 |
0.107 |
0.002 |
2.4% |
0.000 |
| Volume |
102,036 |
76,957 |
-25,079 |
-24.6% |
362,194 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.303 |
4.248 |
3.991 |
|
| R3 |
4.164 |
4.109 |
3.953 |
|
| R2 |
4.025 |
4.025 |
3.940 |
|
| R1 |
3.970 |
3.970 |
3.928 |
3.998 |
| PP |
3.886 |
3.886 |
3.886 |
3.900 |
| S1 |
3.831 |
3.831 |
3.902 |
3.859 |
| S2 |
3.747 |
3.747 |
3.890 |
|
| S3 |
3.608 |
3.692 |
3.877 |
|
| S4 |
3.469 |
3.553 |
3.839 |
|
|
| 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 |
3.941 |
3.753 |
0.188 |
4.8% |
0.114 |
2.9% |
86% |
True |
False |
75,693 |
| 10 |
3.946 |
3.530 |
0.416 |
10.6% |
0.115 |
2.9% |
93% |
False |
False |
68,897 |
| 20 |
3.946 |
3.359 |
0.587 |
15.0% |
0.103 |
2.6% |
95% |
False |
False |
54,155 |
| 40 |
3.946 |
3.200 |
0.746 |
19.1% |
0.100 |
2.6% |
96% |
False |
False |
40,731 |
| 60 |
3.946 |
3.200 |
0.746 |
19.1% |
0.101 |
2.6% |
96% |
False |
False |
35,864 |
| 80 |
3.946 |
3.200 |
0.746 |
19.1% |
0.103 |
2.6% |
96% |
False |
False |
31,805 |
| 100 |
3.946 |
3.114 |
0.832 |
21.3% |
0.100 |
2.6% |
96% |
False |
False |
29,138 |
| 120 |
3.946 |
3.062 |
0.884 |
22.6% |
0.097 |
2.5% |
96% |
False |
False |
26,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.532 |
|
2.618 |
4.305 |
|
1.618 |
4.166 |
|
1.000 |
4.080 |
|
0.618 |
4.027 |
|
HIGH |
3.941 |
|
0.618 |
3.888 |
|
0.500 |
3.872 |
|
0.382 |
3.855 |
|
LOW |
3.802 |
|
0.618 |
3.716 |
|
1.000 |
3.663 |
|
1.618 |
3.577 |
|
2.618 |
3.438 |
|
4.250 |
3.211 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.901 |
3.896 |
| PP |
3.886 |
3.877 |
| S1 |
3.872 |
3.858 |
|