NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.399 |
3.404 |
0.005 |
0.1% |
3.447 |
| High |
3.416 |
3.518 |
0.102 |
3.0% |
3.518 |
| Low |
3.370 |
3.390 |
0.020 |
0.6% |
3.359 |
| Close |
3.402 |
3.509 |
0.107 |
3.1% |
3.509 |
| Range |
0.046 |
0.128 |
0.082 |
178.3% |
0.159 |
| ATR |
0.098 |
0.101 |
0.002 |
2.1% |
0.000 |
| Volume |
31,574 |
36,690 |
5,116 |
16.2% |
168,684 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.856 |
3.811 |
3.579 |
|
| R3 |
3.728 |
3.683 |
3.544 |
|
| R2 |
3.600 |
3.600 |
3.532 |
|
| R1 |
3.555 |
3.555 |
3.521 |
3.578 |
| PP |
3.472 |
3.472 |
3.472 |
3.484 |
| S1 |
3.427 |
3.427 |
3.497 |
3.450 |
| S2 |
3.344 |
3.344 |
3.486 |
|
| S3 |
3.216 |
3.299 |
3.474 |
|
| S4 |
3.088 |
3.171 |
3.439 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.939 |
3.883 |
3.596 |
|
| R3 |
3.780 |
3.724 |
3.553 |
|
| R2 |
3.621 |
3.621 |
3.538 |
|
| R1 |
3.565 |
3.565 |
3.524 |
3.593 |
| PP |
3.462 |
3.462 |
3.462 |
3.476 |
| S1 |
3.406 |
3.406 |
3.494 |
3.434 |
| S2 |
3.303 |
3.303 |
3.480 |
|
| S3 |
3.144 |
3.247 |
3.465 |
|
| S4 |
2.985 |
3.088 |
3.422 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.518 |
3.359 |
0.159 |
4.5% |
0.086 |
2.5% |
94% |
True |
False |
33,736 |
| 10 |
3.550 |
3.200 |
0.350 |
10.0% |
0.108 |
3.1% |
88% |
False |
False |
38,607 |
| 20 |
3.550 |
3.200 |
0.350 |
10.0% |
0.101 |
2.9% |
88% |
False |
False |
33,449 |
| 40 |
3.750 |
3.200 |
0.550 |
15.7% |
0.101 |
2.9% |
56% |
False |
False |
30,244 |
| 60 |
3.750 |
3.200 |
0.550 |
15.7% |
0.101 |
2.9% |
56% |
False |
False |
27,125 |
| 80 |
3.750 |
3.114 |
0.636 |
18.1% |
0.101 |
2.9% |
62% |
False |
False |
24,924 |
| 100 |
3.750 |
3.114 |
0.636 |
18.1% |
0.098 |
2.8% |
62% |
False |
False |
23,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.062 |
|
2.618 |
3.853 |
|
1.618 |
3.725 |
|
1.000 |
3.646 |
|
0.618 |
3.597 |
|
HIGH |
3.518 |
|
0.618 |
3.469 |
|
0.500 |
3.454 |
|
0.382 |
3.439 |
|
LOW |
3.390 |
|
0.618 |
3.311 |
|
1.000 |
3.262 |
|
1.618 |
3.183 |
|
2.618 |
3.055 |
|
4.250 |
2.846 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.491 |
3.486 |
| PP |
3.472 |
3.462 |
| S1 |
3.454 |
3.439 |
|