NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.508 |
3.499 |
-0.009 |
-0.3% |
3.447 |
| High |
3.510 |
3.551 |
0.041 |
1.2% |
3.518 |
| Low |
3.438 |
3.490 |
0.052 |
1.5% |
3.359 |
| Close |
3.484 |
3.538 |
0.054 |
1.5% |
3.509 |
| Range |
0.072 |
0.061 |
-0.011 |
-15.3% |
0.159 |
| ATR |
0.099 |
0.096 |
-0.002 |
-2.3% |
0.000 |
| Volume |
38,929 |
33,206 |
-5,723 |
-14.7% |
168,684 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.709 |
3.685 |
3.572 |
|
| R3 |
3.648 |
3.624 |
3.555 |
|
| R2 |
3.587 |
3.587 |
3.549 |
|
| R1 |
3.563 |
3.563 |
3.544 |
3.575 |
| PP |
3.526 |
3.526 |
3.526 |
3.533 |
| S1 |
3.502 |
3.502 |
3.532 |
3.514 |
| S2 |
3.465 |
3.465 |
3.527 |
|
| S3 |
3.404 |
3.441 |
3.521 |
|
| S4 |
3.343 |
3.380 |
3.504 |
|
|
| 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 |
3.551 |
3.359 |
0.192 |
5.4% |
0.077 |
2.2% |
93% |
True |
False |
36,206 |
| 10 |
3.551 |
3.359 |
0.192 |
5.4% |
0.090 |
2.6% |
93% |
True |
False |
39,414 |
| 20 |
3.551 |
3.200 |
0.351 |
9.9% |
0.096 |
2.7% |
96% |
True |
False |
34,100 |
| 40 |
3.750 |
3.200 |
0.550 |
15.5% |
0.099 |
2.8% |
61% |
False |
False |
31,124 |
| 60 |
3.750 |
3.200 |
0.550 |
15.5% |
0.100 |
2.8% |
61% |
False |
False |
27,408 |
| 80 |
3.750 |
3.114 |
0.636 |
18.0% |
0.100 |
2.8% |
67% |
False |
False |
25,361 |
| 100 |
3.750 |
3.114 |
0.636 |
18.0% |
0.098 |
2.8% |
67% |
False |
False |
23,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.810 |
|
2.618 |
3.711 |
|
1.618 |
3.650 |
|
1.000 |
3.612 |
|
0.618 |
3.589 |
|
HIGH |
3.551 |
|
0.618 |
3.528 |
|
0.500 |
3.521 |
|
0.382 |
3.513 |
|
LOW |
3.490 |
|
0.618 |
3.452 |
|
1.000 |
3.429 |
|
1.618 |
3.391 |
|
2.618 |
3.330 |
|
4.250 |
3.231 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.532 |
3.516 |
| PP |
3.526 |
3.493 |
| S1 |
3.521 |
3.471 |
|