NYMEX Natural Gas Future January 2013
Trading Metrics calculated at close of trading on 17-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
3.514 |
3.447 |
-0.067 |
-1.9% |
3.200 |
High |
3.550 |
3.493 |
-0.057 |
-1.6% |
3.550 |
Low |
3.425 |
3.406 |
-0.019 |
-0.6% |
3.200 |
Close |
3.456 |
3.417 |
-0.039 |
-1.1% |
3.456 |
Range |
0.125 |
0.087 |
-0.038 |
-30.4% |
0.350 |
ATR |
0.107 |
0.105 |
-0.001 |
-1.3% |
0.000 |
Volume |
39,605 |
34,987 |
-4,618 |
-11.7% |
217,390 |
|
Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.700 |
3.645 |
3.465 |
|
R3 |
3.613 |
3.558 |
3.441 |
|
R2 |
3.526 |
3.526 |
3.433 |
|
R1 |
3.471 |
3.471 |
3.425 |
3.455 |
PP |
3.439 |
3.439 |
3.439 |
3.431 |
S1 |
3.384 |
3.384 |
3.409 |
3.368 |
S2 |
3.352 |
3.352 |
3.401 |
|
S3 |
3.265 |
3.297 |
3.393 |
|
S4 |
3.178 |
3.210 |
3.369 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.452 |
4.304 |
3.649 |
|
R3 |
4.102 |
3.954 |
3.552 |
|
R2 |
3.752 |
3.752 |
3.520 |
|
R1 |
3.604 |
3.604 |
3.488 |
3.678 |
PP |
3.402 |
3.402 |
3.402 |
3.439 |
S1 |
3.254 |
3.254 |
3.424 |
3.328 |
S2 |
3.052 |
3.052 |
3.392 |
|
S3 |
2.702 |
2.904 |
3.360 |
|
S4 |
2.352 |
2.554 |
3.264 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.550 |
3.305 |
0.245 |
7.2% |
0.117 |
3.4% |
46% |
False |
False |
43,896 |
10 |
3.550 |
3.200 |
0.350 |
10.2% |
0.109 |
3.2% |
62% |
False |
False |
37,290 |
20 |
3.550 |
3.200 |
0.350 |
10.2% |
0.104 |
3.0% |
62% |
False |
False |
31,901 |
40 |
3.750 |
3.200 |
0.550 |
16.1% |
0.100 |
2.9% |
39% |
False |
False |
29,309 |
60 |
3.750 |
3.200 |
0.550 |
16.1% |
0.103 |
3.0% |
39% |
False |
False |
26,094 |
80 |
3.750 |
3.114 |
0.636 |
18.6% |
0.101 |
2.9% |
48% |
False |
False |
24,102 |
100 |
3.750 |
3.114 |
0.636 |
18.6% |
0.098 |
2.9% |
48% |
False |
False |
22,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.863 |
2.618 |
3.721 |
1.618 |
3.634 |
1.000 |
3.580 |
0.618 |
3.547 |
HIGH |
3.493 |
0.618 |
3.460 |
0.500 |
3.450 |
0.382 |
3.439 |
LOW |
3.406 |
0.618 |
3.352 |
1.000 |
3.319 |
1.618 |
3.265 |
2.618 |
3.178 |
4.250 |
3.036 |
|
|
Fisher Pivots for day following 17-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
3.450 |
3.478 |
PP |
3.439 |
3.458 |
S1 |
3.428 |
3.437 |
|