NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.394 |
3.399 |
0.005 |
0.1% |
3.200 |
| High |
3.435 |
3.416 |
-0.019 |
-0.6% |
3.550 |
| Low |
3.359 |
3.370 |
0.011 |
0.3% |
3.200 |
| Close |
3.388 |
3.402 |
0.014 |
0.4% |
3.456 |
| Range |
0.076 |
0.046 |
-0.030 |
-39.5% |
0.350 |
| ATR |
0.102 |
0.098 |
-0.004 |
-3.9% |
0.000 |
| Volume |
40,632 |
31,574 |
-9,058 |
-22.3% |
217,390 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.534 |
3.514 |
3.427 |
|
| R3 |
3.488 |
3.468 |
3.415 |
|
| R2 |
3.442 |
3.442 |
3.410 |
|
| R1 |
3.422 |
3.422 |
3.406 |
3.432 |
| PP |
3.396 |
3.396 |
3.396 |
3.401 |
| S1 |
3.376 |
3.376 |
3.398 |
3.386 |
| S2 |
3.350 |
3.350 |
3.394 |
|
| S3 |
3.304 |
3.330 |
3.389 |
|
| S4 |
3.258 |
3.284 |
3.377 |
|
|
| 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 |
3.359 |
0.191 |
5.6% |
0.086 |
2.5% |
23% |
False |
False |
34,319 |
| 10 |
3.550 |
3.200 |
0.350 |
10.3% |
0.103 |
3.0% |
58% |
False |
False |
38,709 |
| 20 |
3.550 |
3.200 |
0.350 |
10.3% |
0.100 |
3.0% |
58% |
False |
False |
32,818 |
| 40 |
3.750 |
3.200 |
0.550 |
16.2% |
0.099 |
2.9% |
37% |
False |
False |
29,808 |
| 60 |
3.750 |
3.200 |
0.550 |
16.2% |
0.102 |
3.0% |
37% |
False |
False |
26,754 |
| 80 |
3.750 |
3.114 |
0.636 |
18.7% |
0.100 |
2.9% |
45% |
False |
False |
24,615 |
| 100 |
3.750 |
3.114 |
0.636 |
18.7% |
0.097 |
2.9% |
45% |
False |
False |
22,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.612 |
|
2.618 |
3.536 |
|
1.618 |
3.490 |
|
1.000 |
3.462 |
|
0.618 |
3.444 |
|
HIGH |
3.416 |
|
0.618 |
3.398 |
|
0.500 |
3.393 |
|
0.382 |
3.388 |
|
LOW |
3.370 |
|
0.618 |
3.342 |
|
1.000 |
3.324 |
|
1.618 |
3.296 |
|
2.618 |
3.250 |
|
4.250 |
3.175 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.399 |
3.417 |
| PP |
3.396 |
3.412 |
| S1 |
3.393 |
3.407 |
|