NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.771 |
3.856 |
0.085 |
2.3% |
3.497 |
| High |
3.867 |
3.914 |
0.047 |
1.2% |
3.758 |
| Low |
3.771 |
3.774 |
0.003 |
0.1% |
3.458 |
| Close |
3.859 |
3.868 |
0.009 |
0.2% |
3.752 |
| Range |
0.096 |
0.140 |
0.044 |
45.8% |
0.300 |
| ATR |
0.088 |
0.092 |
0.004 |
4.2% |
0.000 |
| Volume |
17,395 |
28,563 |
11,168 |
64.2% |
71,379 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.272 |
4.210 |
3.945 |
|
| R3 |
4.132 |
4.070 |
3.907 |
|
| R2 |
3.992 |
3.992 |
3.894 |
|
| R1 |
3.930 |
3.930 |
3.881 |
3.961 |
| PP |
3.852 |
3.852 |
3.852 |
3.868 |
| S1 |
3.790 |
3.790 |
3.855 |
3.821 |
| S2 |
3.712 |
3.712 |
3.842 |
|
| S3 |
3.572 |
3.650 |
3.830 |
|
| S4 |
3.432 |
3.510 |
3.791 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.556 |
4.454 |
3.917 |
|
| R3 |
4.256 |
4.154 |
3.835 |
|
| R2 |
3.956 |
3.956 |
3.807 |
|
| R1 |
3.854 |
3.854 |
3.780 |
3.905 |
| PP |
3.656 |
3.656 |
3.656 |
3.682 |
| S1 |
3.554 |
3.554 |
3.725 |
3.605 |
| S2 |
3.356 |
3.356 |
3.697 |
|
| S3 |
3.056 |
3.254 |
3.670 |
|
| S4 |
2.756 |
2.954 |
3.587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.914 |
3.557 |
0.357 |
9.2% |
0.097 |
2.5% |
87% |
True |
False |
18,738 |
| 10 |
3.914 |
3.383 |
0.531 |
13.7% |
0.083 |
2.2% |
91% |
True |
False |
14,858 |
| 20 |
3.914 |
3.224 |
0.690 |
17.8% |
0.091 |
2.4% |
93% |
True |
False |
14,874 |
| 40 |
3.914 |
3.210 |
0.704 |
18.2% |
0.085 |
2.2% |
93% |
True |
False |
11,159 |
| 60 |
3.914 |
3.210 |
0.704 |
18.2% |
0.087 |
2.2% |
93% |
True |
False |
9,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.509 |
|
2.618 |
4.281 |
|
1.618 |
4.141 |
|
1.000 |
4.054 |
|
0.618 |
4.001 |
|
HIGH |
3.914 |
|
0.618 |
3.861 |
|
0.500 |
3.844 |
|
0.382 |
3.827 |
|
LOW |
3.774 |
|
0.618 |
3.687 |
|
1.000 |
3.634 |
|
1.618 |
3.547 |
|
2.618 |
3.407 |
|
4.250 |
3.179 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.860 |
3.846 |
| PP |
3.852 |
3.823 |
| S1 |
3.844 |
3.801 |
|