NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.780 |
3.808 |
0.028 |
0.7% |
3.787 |
| High |
3.824 |
3.884 |
0.060 |
1.6% |
3.870 |
| Low |
3.733 |
3.768 |
0.035 |
0.9% |
3.700 |
| Close |
3.808 |
3.870 |
0.062 |
1.6% |
3.780 |
| Range |
0.091 |
0.116 |
0.025 |
27.5% |
0.170 |
| ATR |
0.091 |
0.093 |
0.002 |
2.0% |
0.000 |
| Volume |
18,934 |
17,889 |
-1,045 |
-5.5% |
165,810 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.189 |
4.145 |
3.934 |
|
| R3 |
4.073 |
4.029 |
3.902 |
|
| R2 |
3.957 |
3.957 |
3.891 |
|
| R1 |
3.913 |
3.913 |
3.881 |
3.935 |
| PP |
3.841 |
3.841 |
3.841 |
3.852 |
| S1 |
3.797 |
3.797 |
3.859 |
3.819 |
| S2 |
3.725 |
3.725 |
3.849 |
|
| S3 |
3.609 |
3.681 |
3.838 |
|
| S4 |
3.493 |
3.565 |
3.806 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.293 |
4.207 |
3.874 |
|
| R3 |
4.123 |
4.037 |
3.827 |
|
| R2 |
3.953 |
3.953 |
3.811 |
|
| R1 |
3.867 |
3.867 |
3.796 |
3.825 |
| PP |
3.783 |
3.783 |
3.783 |
3.763 |
| S1 |
3.697 |
3.697 |
3.764 |
3.655 |
| S2 |
3.613 |
3.613 |
3.749 |
|
| S3 |
3.443 |
3.527 |
3.733 |
|
| S4 |
3.273 |
3.357 |
3.687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.884 |
3.700 |
0.184 |
4.8% |
0.100 |
2.6% |
92% |
True |
False |
24,913 |
| 10 |
3.884 |
3.550 |
0.334 |
8.6% |
0.093 |
2.4% |
96% |
True |
False |
27,967 |
| 20 |
3.884 |
3.390 |
0.494 |
12.8% |
0.087 |
2.2% |
97% |
True |
False |
22,415 |
| 40 |
3.884 |
3.205 |
0.679 |
17.5% |
0.087 |
2.2% |
98% |
True |
False |
15,735 |
| 60 |
3.884 |
3.205 |
0.679 |
17.5% |
0.088 |
2.3% |
98% |
True |
False |
13,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.377 |
|
2.618 |
4.188 |
|
1.618 |
4.072 |
|
1.000 |
4.000 |
|
0.618 |
3.956 |
|
HIGH |
3.884 |
|
0.618 |
3.840 |
|
0.500 |
3.826 |
|
0.382 |
3.812 |
|
LOW |
3.768 |
|
0.618 |
3.696 |
|
1.000 |
3.652 |
|
1.618 |
3.580 |
|
2.618 |
3.464 |
|
4.250 |
3.275 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.855 |
3.850 |
| PP |
3.841 |
3.829 |
| S1 |
3.826 |
3.809 |
|