NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.277 |
3.200 |
-0.077 |
-2.3% |
3.356 |
| High |
3.278 |
3.346 |
0.068 |
2.1% |
3.408 |
| Low |
3.200 |
3.200 |
0.000 |
0.0% |
3.200 |
| Close |
3.225 |
3.325 |
0.100 |
3.1% |
3.225 |
| Range |
0.078 |
0.146 |
0.068 |
87.2% |
0.208 |
| ATR |
0.097 |
0.101 |
0.003 |
3.6% |
0.000 |
| Volume |
37,714 |
32,897 |
-4,817 |
-12.8% |
120,528 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.728 |
3.673 |
3.405 |
|
| R3 |
3.582 |
3.527 |
3.365 |
|
| R2 |
3.436 |
3.436 |
3.352 |
|
| R1 |
3.381 |
3.381 |
3.338 |
3.409 |
| PP |
3.290 |
3.290 |
3.290 |
3.304 |
| S1 |
3.235 |
3.235 |
3.312 |
3.263 |
| S2 |
3.144 |
3.144 |
3.298 |
|
| S3 |
2.998 |
3.089 |
3.285 |
|
| S4 |
2.852 |
2.943 |
3.245 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.902 |
3.771 |
3.339 |
|
| R3 |
3.694 |
3.563 |
3.282 |
|
| R2 |
3.486 |
3.486 |
3.263 |
|
| R1 |
3.355 |
3.355 |
3.244 |
3.317 |
| PP |
3.278 |
3.278 |
3.278 |
3.258 |
| S1 |
3.147 |
3.147 |
3.206 |
3.109 |
| S2 |
3.070 |
3.070 |
3.187 |
|
| S3 |
2.862 |
2.939 |
3.168 |
|
| S4 |
2.654 |
2.731 |
3.111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.408 |
3.200 |
0.208 |
6.3% |
0.100 |
3.0% |
60% |
False |
True |
30,685 |
| 10 |
3.408 |
3.200 |
0.208 |
6.3% |
0.096 |
2.9% |
60% |
False |
True |
28,127 |
| 20 |
3.482 |
3.200 |
0.282 |
8.5% |
0.092 |
2.8% |
44% |
False |
True |
27,546 |
| 40 |
3.750 |
3.200 |
0.550 |
16.5% |
0.099 |
3.0% |
23% |
False |
True |
26,308 |
| 60 |
3.750 |
3.200 |
0.550 |
16.5% |
0.102 |
3.1% |
23% |
False |
True |
24,449 |
| 80 |
3.750 |
3.114 |
0.636 |
19.1% |
0.099 |
3.0% |
33% |
False |
False |
22,738 |
| 100 |
3.750 |
3.062 |
0.688 |
20.7% |
0.095 |
2.9% |
38% |
False |
False |
20,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.967 |
|
2.618 |
3.728 |
|
1.618 |
3.582 |
|
1.000 |
3.492 |
|
0.618 |
3.436 |
|
HIGH |
3.346 |
|
0.618 |
3.290 |
|
0.500 |
3.273 |
|
0.382 |
3.256 |
|
LOW |
3.200 |
|
0.618 |
3.110 |
|
1.000 |
3.054 |
|
1.618 |
2.964 |
|
2.618 |
2.818 |
|
4.250 |
2.580 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.308 |
3.312 |
| PP |
3.290 |
3.298 |
| S1 |
3.273 |
3.285 |
|