NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.469 |
3.541 |
0.072 |
2.1% |
3.356 |
| High |
3.541 |
3.542 |
0.001 |
0.0% |
3.408 |
| Low |
3.428 |
3.441 |
0.013 |
0.4% |
3.200 |
| Close |
3.538 |
3.514 |
-0.024 |
-0.7% |
3.225 |
| Range |
0.113 |
0.101 |
-0.012 |
-10.6% |
0.208 |
| ATR |
0.106 |
0.105 |
0.000 |
-0.3% |
0.000 |
| Volume |
71,837 |
41,880 |
-29,957 |
-41.7% |
120,528 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.802 |
3.759 |
3.570 |
|
| R3 |
3.701 |
3.658 |
3.542 |
|
| R2 |
3.600 |
3.600 |
3.533 |
|
| R1 |
3.557 |
3.557 |
3.523 |
3.528 |
| PP |
3.499 |
3.499 |
3.499 |
3.485 |
| S1 |
3.456 |
3.456 |
3.505 |
3.427 |
| S2 |
3.398 |
3.398 |
3.495 |
|
| S3 |
3.297 |
3.355 |
3.486 |
|
| S4 |
3.196 |
3.254 |
3.458 |
|
|
| 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 |
3.542 |
3.200 |
0.342 |
9.7% |
0.120 |
3.4% |
92% |
True |
False |
43,099 |
| 10 |
3.542 |
3.200 |
0.342 |
9.7% |
0.106 |
3.0% |
92% |
True |
False |
35,358 |
| 20 |
3.542 |
3.200 |
0.342 |
9.7% |
0.102 |
2.9% |
92% |
True |
False |
30,798 |
| 40 |
3.750 |
3.200 |
0.550 |
15.7% |
0.099 |
2.8% |
57% |
False |
False |
28,902 |
| 60 |
3.750 |
3.200 |
0.550 |
15.7% |
0.103 |
2.9% |
57% |
False |
False |
25,527 |
| 80 |
3.750 |
3.114 |
0.636 |
18.1% |
0.100 |
2.8% |
63% |
False |
False |
23,696 |
| 100 |
3.750 |
3.107 |
0.643 |
18.3% |
0.097 |
2.8% |
63% |
False |
False |
21,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.971 |
|
2.618 |
3.806 |
|
1.618 |
3.705 |
|
1.000 |
3.643 |
|
0.618 |
3.604 |
|
HIGH |
3.542 |
|
0.618 |
3.503 |
|
0.500 |
3.492 |
|
0.382 |
3.480 |
|
LOW |
3.441 |
|
0.618 |
3.379 |
|
1.000 |
3.340 |
|
1.618 |
3.278 |
|
2.618 |
3.177 |
|
4.250 |
3.012 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.507 |
3.484 |
| PP |
3.499 |
3.454 |
| S1 |
3.492 |
3.424 |
|