NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.322 |
3.469 |
0.147 |
4.4% |
3.356 |
| High |
3.465 |
3.541 |
0.076 |
2.2% |
3.408 |
| Low |
3.305 |
3.428 |
0.123 |
3.7% |
3.200 |
| Close |
3.450 |
3.538 |
0.088 |
2.6% |
3.225 |
| Range |
0.160 |
0.113 |
-0.047 |
-29.4% |
0.208 |
| ATR |
0.105 |
0.106 |
0.001 |
0.5% |
0.000 |
| Volume |
31,171 |
71,837 |
40,666 |
130.5% |
120,528 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.841 |
3.803 |
3.600 |
|
| R3 |
3.728 |
3.690 |
3.569 |
|
| R2 |
3.615 |
3.615 |
3.559 |
|
| R1 |
3.577 |
3.577 |
3.548 |
3.596 |
| PP |
3.502 |
3.502 |
3.502 |
3.512 |
| S1 |
3.464 |
3.464 |
3.528 |
3.483 |
| S2 |
3.389 |
3.389 |
3.517 |
|
| S3 |
3.276 |
3.351 |
3.507 |
|
| S4 |
3.163 |
3.238 |
3.476 |
|
|
| 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 |
3.541 |
3.200 |
0.341 |
9.6% |
0.120 |
3.4% |
99% |
True |
False |
41,703 |
| 10 |
3.541 |
3.200 |
0.341 |
9.6% |
0.105 |
3.0% |
99% |
True |
False |
33,589 |
| 20 |
3.541 |
3.200 |
0.341 |
9.6% |
0.100 |
2.8% |
99% |
True |
False |
29,903 |
| 40 |
3.750 |
3.200 |
0.550 |
15.5% |
0.100 |
2.8% |
61% |
False |
False |
28,205 |
| 60 |
3.750 |
3.200 |
0.550 |
15.5% |
0.103 |
2.9% |
61% |
False |
False |
25,257 |
| 80 |
3.750 |
3.114 |
0.636 |
18.0% |
0.100 |
2.8% |
67% |
False |
False |
23,583 |
| 100 |
3.750 |
3.062 |
0.688 |
19.4% |
0.097 |
2.7% |
69% |
False |
False |
21,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.021 |
|
2.618 |
3.837 |
|
1.618 |
3.724 |
|
1.000 |
3.654 |
|
0.618 |
3.611 |
|
HIGH |
3.541 |
|
0.618 |
3.498 |
|
0.500 |
3.485 |
|
0.382 |
3.471 |
|
LOW |
3.428 |
|
0.618 |
3.358 |
|
1.000 |
3.315 |
|
1.618 |
3.245 |
|
2.618 |
3.132 |
|
4.250 |
2.948 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.520 |
3.482 |
| PP |
3.502 |
3.426 |
| S1 |
3.485 |
3.371 |
|