NYMEX Natural Gas Future March 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 |
3.798 |
3.808 |
0.010 |
0.3% |
3.771 |
| High |
3.848 |
3.855 |
0.007 |
0.2% |
3.914 |
| Low |
3.770 |
3.764 |
-0.006 |
-0.2% |
3.729 |
| Close |
3.814 |
3.838 |
0.024 |
0.6% |
3.814 |
| Range |
0.078 |
0.091 |
0.013 |
16.7% |
0.185 |
| ATR |
0.094 |
0.094 |
0.000 |
-0.2% |
0.000 |
| Volume |
18,048 |
26,782 |
8,734 |
48.4% |
106,935 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.092 |
4.056 |
3.888 |
|
| R3 |
4.001 |
3.965 |
3.863 |
|
| R2 |
3.910 |
3.910 |
3.855 |
|
| R1 |
3.874 |
3.874 |
3.846 |
3.892 |
| PP |
3.819 |
3.819 |
3.819 |
3.828 |
| S1 |
3.783 |
3.783 |
3.830 |
3.801 |
| S2 |
3.728 |
3.728 |
3.821 |
|
| S3 |
3.637 |
3.692 |
3.813 |
|
| S4 |
3.546 |
3.601 |
3.788 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.374 |
4.279 |
3.916 |
|
| R3 |
4.189 |
4.094 |
3.865 |
|
| R2 |
4.004 |
4.004 |
3.848 |
|
| R1 |
3.909 |
3.909 |
3.831 |
3.957 |
| PP |
3.819 |
3.819 |
3.819 |
3.843 |
| S1 |
3.724 |
3.724 |
3.797 |
3.772 |
| S2 |
3.634 |
3.634 |
3.780 |
|
| S3 |
3.449 |
3.539 |
3.763 |
|
| S4 |
3.264 |
3.354 |
3.712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.914 |
3.729 |
0.185 |
4.8% |
0.107 |
2.8% |
59% |
False |
False |
23,264 |
| 10 |
3.914 |
3.511 |
0.403 |
10.5% |
0.093 |
2.4% |
81% |
False |
False |
19,214 |
| 20 |
3.914 |
3.324 |
0.590 |
15.4% |
0.093 |
2.4% |
87% |
False |
False |
17,618 |
| 40 |
3.914 |
3.210 |
0.704 |
18.3% |
0.086 |
2.2% |
89% |
False |
False |
12,456 |
| 60 |
3.914 |
3.210 |
0.704 |
18.3% |
0.087 |
2.3% |
89% |
False |
False |
10,553 |
| 80 |
3.914 |
3.210 |
0.704 |
18.3% |
0.088 |
2.3% |
89% |
False |
False |
9,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.242 |
|
2.618 |
4.093 |
|
1.618 |
4.002 |
|
1.000 |
3.946 |
|
0.618 |
3.911 |
|
HIGH |
3.855 |
|
0.618 |
3.820 |
|
0.500 |
3.810 |
|
0.382 |
3.799 |
|
LOW |
3.764 |
|
0.618 |
3.708 |
|
1.000 |
3.673 |
|
1.618 |
3.617 |
|
2.618 |
3.526 |
|
4.250 |
3.377 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.829 |
3.826 |
| PP |
3.819 |
3.815 |
| S1 |
3.810 |
3.803 |
|