NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
3.879 |
3.824 |
-0.055 |
-1.4% |
3.505 |
| High |
3.885 |
3.824 |
-0.061 |
-1.6% |
3.760 |
| Low |
3.763 |
3.730 |
-0.033 |
-0.9% |
3.494 |
| Close |
3.849 |
3.772 |
-0.077 |
-2.0% |
3.756 |
| Range |
0.122 |
0.094 |
-0.028 |
-23.0% |
0.266 |
| ATR |
0.079 |
0.082 |
0.003 |
3.6% |
0.000 |
| Volume |
8,122 |
5,534 |
-2,588 |
-31.9% |
23,705 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.057 |
4.009 |
3.824 |
|
| R3 |
3.963 |
3.915 |
3.798 |
|
| R2 |
3.869 |
3.869 |
3.789 |
|
| R1 |
3.821 |
3.821 |
3.781 |
3.798 |
| PP |
3.775 |
3.775 |
3.775 |
3.764 |
| S1 |
3.727 |
3.727 |
3.763 |
3.704 |
| S2 |
3.681 |
3.681 |
3.755 |
|
| S3 |
3.587 |
3.633 |
3.746 |
|
| S4 |
3.493 |
3.539 |
3.720 |
|
|
| 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 |
3.653 |
0.232 |
6.2% |
0.083 |
2.2% |
51% |
False |
False |
6,437 |
| 10 |
3.885 |
3.453 |
0.432 |
11.5% |
0.074 |
2.0% |
74% |
False |
False |
4,615 |
| 20 |
3.885 |
3.275 |
0.610 |
16.2% |
0.075 |
2.0% |
81% |
False |
False |
4,251 |
| 40 |
3.885 |
3.250 |
0.635 |
16.8% |
0.071 |
1.9% |
82% |
False |
False |
2,932 |
| 60 |
3.885 |
3.250 |
0.635 |
16.8% |
0.071 |
1.9% |
82% |
False |
False |
2,305 |
| 80 |
3.885 |
3.170 |
0.715 |
19.0% |
0.071 |
1.9% |
84% |
False |
False |
2,018 |
| 100 |
3.885 |
3.170 |
0.715 |
19.0% |
0.069 |
1.8% |
84% |
False |
False |
1,825 |
| 120 |
3.885 |
3.072 |
0.813 |
21.6% |
0.066 |
1.8% |
86% |
False |
False |
1,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.224 |
|
2.618 |
4.070 |
|
1.618 |
3.976 |
|
1.000 |
3.918 |
|
0.618 |
3.882 |
|
HIGH |
3.824 |
|
0.618 |
3.788 |
|
0.500 |
3.777 |
|
0.382 |
3.766 |
|
LOW |
3.730 |
|
0.618 |
3.672 |
|
1.000 |
3.636 |
|
1.618 |
3.578 |
|
2.618 |
3.484 |
|
4.250 |
3.331 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.777 |
3.808 |
| PP |
3.775 |
3.796 |
| S1 |
3.774 |
3.784 |
|