NYMEX Natural Gas Future April 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 |
3.900 |
3.870 |
-0.030 |
-0.8% |
3.787 |
| High |
3.900 |
3.954 |
0.054 |
1.4% |
3.870 |
| Low |
3.840 |
3.862 |
0.022 |
0.6% |
3.700 |
| Close |
3.870 |
3.940 |
0.070 |
1.8% |
3.780 |
| Range |
0.060 |
0.092 |
0.032 |
53.3% |
0.170 |
| ATR |
0.090 |
0.091 |
0.000 |
0.1% |
0.000 |
| Volume |
28,146 |
19,392 |
-8,754 |
-31.1% |
165,810 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
4.159 |
3.991 |
|
| R3 |
4.103 |
4.067 |
3.965 |
|
| R2 |
4.011 |
4.011 |
3.957 |
|
| R1 |
3.975 |
3.975 |
3.948 |
3.993 |
| PP |
3.919 |
3.919 |
3.919 |
3.928 |
| S1 |
3.883 |
3.883 |
3.932 |
3.901 |
| S2 |
3.827 |
3.827 |
3.923 |
|
| S3 |
3.735 |
3.791 |
3.915 |
|
| S4 |
3.643 |
3.699 |
3.889 |
|
|
| 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 |
3.954 |
3.733 |
0.221 |
5.6% |
0.087 |
2.2% |
94% |
True |
False |
21,676 |
| 10 |
3.954 |
3.668 |
0.286 |
7.3% |
0.091 |
2.3% |
95% |
True |
False |
28,146 |
| 20 |
3.954 |
3.390 |
0.564 |
14.3% |
0.084 |
2.1% |
98% |
True |
False |
21,535 |
| 40 |
3.954 |
3.205 |
0.749 |
19.0% |
0.087 |
2.2% |
98% |
True |
False |
16,584 |
| 60 |
3.954 |
3.205 |
0.749 |
19.0% |
0.087 |
2.2% |
98% |
True |
False |
14,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.345 |
|
2.618 |
4.195 |
|
1.618 |
4.103 |
|
1.000 |
4.046 |
|
0.618 |
4.011 |
|
HIGH |
3.954 |
|
0.618 |
3.919 |
|
0.500 |
3.908 |
|
0.382 |
3.897 |
|
LOW |
3.862 |
|
0.618 |
3.805 |
|
1.000 |
3.770 |
|
1.618 |
3.713 |
|
2.618 |
3.621 |
|
4.250 |
3.471 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.929 |
3.914 |
| PP |
3.919 |
3.887 |
| S1 |
3.908 |
3.861 |
|