NYMEX Natural Gas Future February 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 |
3.865 |
3.845 |
-0.020 |
-0.5% |
3.795 |
| High |
3.876 |
3.884 |
0.008 |
0.2% |
3.950 |
| Low |
3.805 |
3.796 |
-0.009 |
-0.2% |
3.765 |
| Close |
3.848 |
3.867 |
0.019 |
0.5% |
3.848 |
| Range |
0.071 |
0.088 |
0.017 |
23.9% |
0.185 |
| ATR |
0.095 |
0.095 |
-0.001 |
-0.5% |
0.000 |
| Volume |
15,450 |
15,274 |
-176 |
-1.1% |
101,552 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.113 |
4.078 |
3.915 |
|
| R3 |
4.025 |
3.990 |
3.891 |
|
| R2 |
3.937 |
3.937 |
3.883 |
|
| R1 |
3.902 |
3.902 |
3.875 |
3.920 |
| PP |
3.849 |
3.849 |
3.849 |
3.858 |
| S1 |
3.814 |
3.814 |
3.859 |
3.832 |
| S2 |
3.761 |
3.761 |
3.851 |
|
| S3 |
3.673 |
3.726 |
3.843 |
|
| S4 |
3.585 |
3.638 |
3.819 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.409 |
4.314 |
3.950 |
|
| R3 |
4.224 |
4.129 |
3.899 |
|
| R2 |
4.039 |
4.039 |
3.882 |
|
| R1 |
3.944 |
3.944 |
3.865 |
3.992 |
| PP |
3.854 |
3.854 |
3.854 |
3.878 |
| S1 |
3.759 |
3.759 |
3.831 |
3.807 |
| S2 |
3.669 |
3.669 |
3.814 |
|
| S3 |
3.484 |
3.574 |
3.797 |
|
| S4 |
3.299 |
3.389 |
3.746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.950 |
3.765 |
0.185 |
4.8% |
0.102 |
2.6% |
55% |
False |
False |
20,186 |
| 10 |
3.950 |
3.521 |
0.429 |
11.1% |
0.094 |
2.4% |
81% |
False |
False |
16,730 |
| 20 |
3.950 |
3.333 |
0.617 |
16.0% |
0.093 |
2.4% |
87% |
False |
False |
14,140 |
| 40 |
3.950 |
3.222 |
0.728 |
18.8% |
0.088 |
2.3% |
89% |
False |
False |
9,869 |
| 60 |
3.950 |
3.222 |
0.728 |
18.8% |
0.089 |
2.3% |
89% |
False |
False |
8,169 |
| 80 |
3.950 |
3.222 |
0.728 |
18.8% |
0.090 |
2.3% |
89% |
False |
False |
7,054 |
| 100 |
3.950 |
3.150 |
0.800 |
20.7% |
0.088 |
2.3% |
90% |
False |
False |
6,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.258 |
|
2.618 |
4.114 |
|
1.618 |
4.026 |
|
1.000 |
3.972 |
|
0.618 |
3.938 |
|
HIGH |
3.884 |
|
0.618 |
3.850 |
|
0.500 |
3.840 |
|
0.382 |
3.830 |
|
LOW |
3.796 |
|
0.618 |
3.742 |
|
1.000 |
3.708 |
|
1.618 |
3.654 |
|
2.618 |
3.566 |
|
4.250 |
3.422 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.858 |
3.858 |
| PP |
3.849 |
3.848 |
| S1 |
3.840 |
3.839 |
|