NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.741 |
3.810 |
0.069 |
1.8% |
3.505 |
| High |
3.760 |
3.855 |
0.095 |
2.5% |
3.760 |
| Low |
3.699 |
3.789 |
0.090 |
2.4% |
3.494 |
| Close |
3.756 |
3.845 |
0.089 |
2.4% |
3.756 |
| Range |
0.061 |
0.066 |
0.005 |
8.2% |
0.266 |
| ATR |
0.074 |
0.076 |
0.002 |
2.4% |
0.000 |
| Volume |
7,234 |
4,614 |
-2,620 |
-36.2% |
23,705 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.028 |
4.002 |
3.881 |
|
| R3 |
3.962 |
3.936 |
3.863 |
|
| R2 |
3.896 |
3.896 |
3.857 |
|
| R1 |
3.870 |
3.870 |
3.851 |
3.883 |
| PP |
3.830 |
3.830 |
3.830 |
3.836 |
| S1 |
3.804 |
3.804 |
3.839 |
3.817 |
| S2 |
3.764 |
3.764 |
3.833 |
|
| S3 |
3.698 |
3.738 |
3.827 |
|
| S4 |
3.632 |
3.672 |
3.809 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.468 |
4.378 |
3.902 |
|
| R3 |
4.202 |
4.112 |
3.829 |
|
| R2 |
3.936 |
3.936 |
3.805 |
|
| R1 |
3.846 |
3.846 |
3.780 |
3.891 |
| PP |
3.670 |
3.670 |
3.670 |
3.693 |
| S1 |
3.580 |
3.580 |
3.732 |
3.625 |
| S2 |
3.404 |
3.404 |
3.707 |
|
| S3 |
3.138 |
3.314 |
3.683 |
|
| S4 |
2.872 |
3.048 |
3.610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.855 |
3.550 |
0.305 |
7.9% |
0.069 |
1.8% |
97% |
True |
False |
4,484 |
| 10 |
3.855 |
3.450 |
0.405 |
10.5% |
0.064 |
1.7% |
98% |
True |
False |
3,636 |
| 20 |
3.855 |
3.275 |
0.580 |
15.1% |
0.070 |
1.8% |
98% |
True |
False |
3,721 |
| 40 |
3.855 |
3.250 |
0.605 |
15.7% |
0.071 |
1.8% |
98% |
True |
False |
2,638 |
| 60 |
3.855 |
3.250 |
0.605 |
15.7% |
0.070 |
1.8% |
98% |
True |
False |
2,131 |
| 80 |
3.855 |
3.170 |
0.685 |
17.8% |
0.070 |
1.8% |
99% |
True |
False |
1,863 |
| 100 |
3.855 |
3.170 |
0.685 |
17.8% |
0.068 |
1.8% |
99% |
True |
False |
1,705 |
| 120 |
3.855 |
3.072 |
0.783 |
20.4% |
0.065 |
1.7% |
99% |
True |
False |
1,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.136 |
|
2.618 |
4.028 |
|
1.618 |
3.962 |
|
1.000 |
3.921 |
|
0.618 |
3.896 |
|
HIGH |
3.855 |
|
0.618 |
3.830 |
|
0.500 |
3.822 |
|
0.382 |
3.814 |
|
LOW |
3.789 |
|
0.618 |
3.748 |
|
1.000 |
3.723 |
|
1.618 |
3.682 |
|
2.618 |
3.616 |
|
4.250 |
3.509 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.837 |
3.815 |
| PP |
3.830 |
3.784 |
| S1 |
3.822 |
3.754 |
|