NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.943 |
3.945 |
0.002 |
0.1% |
3.795 |
| High |
3.977 |
4.055 |
0.078 |
2.0% |
3.950 |
| Low |
3.898 |
3.935 |
0.037 |
0.9% |
3.765 |
| Close |
3.937 |
4.040 |
0.103 |
2.6% |
3.848 |
| Range |
0.079 |
0.120 |
0.041 |
51.9% |
0.185 |
| ATR |
0.095 |
0.097 |
0.002 |
1.8% |
0.000 |
| Volume |
21,970 |
17,959 |
-4,011 |
-18.3% |
101,552 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.370 |
4.325 |
4.106 |
|
| R3 |
4.250 |
4.205 |
4.073 |
|
| R2 |
4.130 |
4.130 |
4.062 |
|
| R1 |
4.085 |
4.085 |
4.051 |
4.108 |
| PP |
4.010 |
4.010 |
4.010 |
4.021 |
| S1 |
3.965 |
3.965 |
4.029 |
3.988 |
| S2 |
3.890 |
3.890 |
4.018 |
|
| S3 |
3.770 |
3.845 |
4.007 |
|
| S4 |
3.650 |
3.725 |
3.974 |
|
|
| 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 |
4.055 |
3.796 |
0.259 |
6.4% |
0.096 |
2.4% |
94% |
True |
False |
16,055 |
| 10 |
4.055 |
3.713 |
0.342 |
8.5% |
0.102 |
2.5% |
96% |
True |
False |
18,632 |
| 20 |
4.055 |
3.400 |
0.655 |
16.2% |
0.091 |
2.3% |
98% |
True |
False |
14,444 |
| 40 |
4.055 |
3.222 |
0.833 |
20.6% |
0.092 |
2.3% |
98% |
True |
False |
10,722 |
| 60 |
4.055 |
3.222 |
0.833 |
20.6% |
0.089 |
2.2% |
98% |
True |
False |
8,835 |
| 80 |
4.055 |
3.222 |
0.833 |
20.6% |
0.091 |
2.3% |
98% |
True |
False |
7,530 |
| 100 |
4.055 |
3.150 |
0.905 |
22.4% |
0.089 |
2.2% |
98% |
True |
False |
6,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.565 |
|
2.618 |
4.369 |
|
1.618 |
4.249 |
|
1.000 |
4.175 |
|
0.618 |
4.129 |
|
HIGH |
4.055 |
|
0.618 |
4.009 |
|
0.500 |
3.995 |
|
0.382 |
3.981 |
|
LOW |
3.935 |
|
0.618 |
3.861 |
|
1.000 |
3.815 |
|
1.618 |
3.741 |
|
2.618 |
3.621 |
|
4.250 |
3.425 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
4.025 |
4.006 |
| PP |
4.010 |
3.971 |
| S1 |
3.995 |
3.937 |
|