NYMEX Natural Gas Future May 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 |
3.810 |
3.879 |
0.069 |
1.8% |
3.505 |
| High |
3.855 |
3.885 |
0.030 |
0.8% |
3.760 |
| Low |
3.789 |
3.763 |
-0.026 |
-0.7% |
3.494 |
| Close |
3.845 |
3.849 |
0.004 |
0.1% |
3.756 |
| Range |
0.066 |
0.122 |
0.056 |
84.8% |
0.266 |
| ATR |
0.076 |
0.079 |
0.003 |
4.4% |
0.000 |
| Volume |
4,614 |
8,122 |
3,508 |
76.0% |
23,705 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.198 |
4.146 |
3.916 |
|
| R3 |
4.076 |
4.024 |
3.883 |
|
| R2 |
3.954 |
3.954 |
3.871 |
|
| R1 |
3.902 |
3.902 |
3.860 |
3.867 |
| PP |
3.832 |
3.832 |
3.832 |
3.815 |
| S1 |
3.780 |
3.780 |
3.838 |
3.745 |
| S2 |
3.710 |
3.710 |
3.827 |
|
| S3 |
3.588 |
3.658 |
3.815 |
|
| S4 |
3.466 |
3.536 |
3.782 |
|
|
| 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 |
3.885 |
3.592 |
0.293 |
7.6% |
0.086 |
2.2% |
88% |
True |
False |
5,729 |
| 10 |
3.885 |
3.450 |
0.435 |
11.3% |
0.069 |
1.8% |
92% |
True |
False |
4,342 |
| 20 |
3.885 |
3.275 |
0.610 |
15.8% |
0.073 |
1.9% |
94% |
True |
False |
4,072 |
| 40 |
3.885 |
3.250 |
0.635 |
16.5% |
0.071 |
1.8% |
94% |
True |
False |
2,812 |
| 60 |
3.885 |
3.250 |
0.635 |
16.5% |
0.071 |
1.8% |
94% |
True |
False |
2,229 |
| 80 |
3.885 |
3.170 |
0.715 |
18.6% |
0.071 |
1.8% |
95% |
True |
False |
1,957 |
| 100 |
3.885 |
3.170 |
0.715 |
18.6% |
0.069 |
1.8% |
95% |
True |
False |
1,777 |
| 120 |
3.885 |
3.072 |
0.813 |
21.1% |
0.066 |
1.7% |
96% |
True |
False |
1,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.404 |
|
2.618 |
4.204 |
|
1.618 |
4.082 |
|
1.000 |
4.007 |
|
0.618 |
3.960 |
|
HIGH |
3.885 |
|
0.618 |
3.838 |
|
0.500 |
3.824 |
|
0.382 |
3.810 |
|
LOW |
3.763 |
|
0.618 |
3.688 |
|
1.000 |
3.641 |
|
1.618 |
3.566 |
|
2.618 |
3.444 |
|
4.250 |
3.245 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.841 |
3.830 |
| PP |
3.832 |
3.811 |
| S1 |
3.824 |
3.792 |
|