NYMEX Natural Gas Future May 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 |
3.925 |
3.888 |
-0.037 |
-0.9% |
3.810 |
| High |
3.925 |
3.962 |
0.037 |
0.9% |
3.885 |
| Low |
3.863 |
3.883 |
0.020 |
0.5% |
3.730 |
| Close |
3.893 |
3.959 |
0.066 |
1.7% |
3.803 |
| Range |
0.062 |
0.079 |
0.017 |
27.4% |
0.155 |
| ATR |
0.080 |
0.080 |
0.000 |
-0.1% |
0.000 |
| Volume |
6,945 |
5,274 |
-1,671 |
-24.1% |
31,362 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.172 |
4.144 |
4.002 |
|
| R3 |
4.093 |
4.065 |
3.981 |
|
| R2 |
4.014 |
4.014 |
3.973 |
|
| R1 |
3.986 |
3.986 |
3.966 |
4.000 |
| PP |
3.935 |
3.935 |
3.935 |
3.942 |
| S1 |
3.907 |
3.907 |
3.952 |
3.921 |
| S2 |
3.856 |
3.856 |
3.945 |
|
| S3 |
3.777 |
3.828 |
3.937 |
|
| S4 |
3.698 |
3.749 |
3.916 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.271 |
4.192 |
3.888 |
|
| R3 |
4.116 |
4.037 |
3.846 |
|
| R2 |
3.961 |
3.961 |
3.831 |
|
| R1 |
3.882 |
3.882 |
3.817 |
3.844 |
| PP |
3.806 |
3.806 |
3.806 |
3.787 |
| S1 |
3.727 |
3.727 |
3.789 |
3.689 |
| S2 |
3.651 |
3.651 |
3.775 |
|
| S3 |
3.496 |
3.572 |
3.760 |
|
| S4 |
3.341 |
3.417 |
3.718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.962 |
3.764 |
0.198 |
5.0% |
0.079 |
2.0% |
98% |
True |
False |
6,261 |
| 10 |
3.962 |
3.699 |
0.263 |
6.6% |
0.080 |
2.0% |
99% |
True |
False |
6,173 |
| 20 |
3.962 |
3.450 |
0.512 |
12.9% |
0.071 |
1.8% |
99% |
True |
False |
4,522 |
| 40 |
3.962 |
3.250 |
0.712 |
18.0% |
0.074 |
1.9% |
100% |
True |
False |
3,566 |
| 60 |
3.962 |
3.250 |
0.712 |
18.0% |
0.071 |
1.8% |
100% |
True |
False |
2,824 |
| 80 |
3.962 |
3.250 |
0.712 |
18.0% |
0.072 |
1.8% |
100% |
True |
False |
2,382 |
| 100 |
3.962 |
3.170 |
0.792 |
20.0% |
0.069 |
1.7% |
100% |
True |
False |
2,113 |
| 120 |
3.962 |
3.124 |
0.838 |
21.2% |
0.069 |
1.7% |
100% |
True |
False |
1,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.298 |
|
2.618 |
4.169 |
|
1.618 |
4.090 |
|
1.000 |
4.041 |
|
0.618 |
4.011 |
|
HIGH |
3.962 |
|
0.618 |
3.932 |
|
0.500 |
3.923 |
|
0.382 |
3.913 |
|
LOW |
3.883 |
|
0.618 |
3.834 |
|
1.000 |
3.804 |
|
1.618 |
3.755 |
|
2.618 |
3.676 |
|
4.250 |
3.547 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.947 |
3.932 |
| PP |
3.935 |
3.906 |
| S1 |
3.923 |
3.879 |
|