NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.865 |
3.928 |
0.063 |
1.6% |
3.774 |
| High |
3.941 |
3.967 |
0.026 |
0.7% |
3.946 |
| Low |
3.802 |
3.879 |
0.077 |
2.0% |
3.753 |
| Close |
3.915 |
3.923 |
0.008 |
0.2% |
3.832 |
| Range |
0.139 |
0.088 |
-0.051 |
-36.7% |
0.193 |
| ATR |
0.107 |
0.105 |
-0.001 |
-1.3% |
0.000 |
| Volume |
76,957 |
103,672 |
26,715 |
34.7% |
362,194 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.187 |
4.143 |
3.971 |
|
| R3 |
4.099 |
4.055 |
3.947 |
|
| R2 |
4.011 |
4.011 |
3.939 |
|
| R1 |
3.967 |
3.967 |
3.931 |
3.945 |
| PP |
3.923 |
3.923 |
3.923 |
3.912 |
| S1 |
3.879 |
3.879 |
3.915 |
3.857 |
| S2 |
3.835 |
3.835 |
3.907 |
|
| S3 |
3.747 |
3.791 |
3.899 |
|
| S4 |
3.659 |
3.703 |
3.875 |
|
|
| 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 |
3.967 |
3.759 |
0.208 |
5.3% |
0.104 |
2.6% |
79% |
True |
False |
80,355 |
| 10 |
3.967 |
3.617 |
0.350 |
8.9% |
0.112 |
2.8% |
87% |
True |
False |
75,532 |
| 20 |
3.967 |
3.359 |
0.608 |
15.5% |
0.101 |
2.6% |
93% |
True |
False |
55,747 |
| 40 |
3.967 |
3.200 |
0.767 |
19.6% |
0.100 |
2.6% |
94% |
True |
False |
42,825 |
| 60 |
3.967 |
3.200 |
0.767 |
19.6% |
0.101 |
2.6% |
94% |
True |
False |
37,386 |
| 80 |
3.967 |
3.200 |
0.767 |
19.6% |
0.102 |
2.6% |
94% |
True |
False |
32,880 |
| 100 |
3.967 |
3.114 |
0.853 |
21.7% |
0.100 |
2.6% |
95% |
True |
False |
30,016 |
| 120 |
3.967 |
3.062 |
0.905 |
23.1% |
0.098 |
2.5% |
95% |
True |
False |
27,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.341 |
|
2.618 |
4.197 |
|
1.618 |
4.109 |
|
1.000 |
4.055 |
|
0.618 |
4.021 |
|
HIGH |
3.967 |
|
0.618 |
3.933 |
|
0.500 |
3.923 |
|
0.382 |
3.913 |
|
LOW |
3.879 |
|
0.618 |
3.825 |
|
1.000 |
3.791 |
|
1.618 |
3.737 |
|
2.618 |
3.649 |
|
4.250 |
3.505 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.923 |
3.906 |
| PP |
3.923 |
3.888 |
| S1 |
3.923 |
3.871 |
|