NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.620 |
3.715 |
0.095 |
2.6% |
3.508 |
| High |
3.730 |
3.777 |
0.047 |
1.3% |
3.777 |
| Low |
3.617 |
3.698 |
0.081 |
2.2% |
3.438 |
| Close |
3.723 |
3.767 |
0.044 |
1.2% |
3.767 |
| Range |
0.113 |
0.079 |
-0.034 |
-30.1% |
0.339 |
| ATR |
0.099 |
0.098 |
-0.001 |
-1.4% |
0.000 |
| Volume |
38,011 |
72,454 |
34,443 |
90.6% |
219,920 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.984 |
3.955 |
3.810 |
|
| R3 |
3.905 |
3.876 |
3.789 |
|
| R2 |
3.826 |
3.826 |
3.781 |
|
| R1 |
3.797 |
3.797 |
3.774 |
3.812 |
| PP |
3.747 |
3.747 |
3.747 |
3.755 |
| S1 |
3.718 |
3.718 |
3.760 |
3.733 |
| S2 |
3.668 |
3.668 |
3.753 |
|
| S3 |
3.589 |
3.639 |
3.745 |
|
| S4 |
3.510 |
3.560 |
3.724 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.678 |
4.561 |
3.953 |
|
| R3 |
4.339 |
4.222 |
3.860 |
|
| R2 |
4.000 |
4.000 |
3.829 |
|
| R1 |
3.883 |
3.883 |
3.798 |
3.942 |
| PP |
3.661 |
3.661 |
3.661 |
3.690 |
| S1 |
3.544 |
3.544 |
3.736 |
3.603 |
| S2 |
3.322 |
3.322 |
3.705 |
|
| S3 |
2.983 |
3.205 |
3.674 |
|
| S4 |
2.644 |
2.866 |
3.581 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.777 |
3.438 |
0.339 |
9.0% |
0.089 |
2.4% |
97% |
True |
False |
43,984 |
| 10 |
3.777 |
3.359 |
0.418 |
11.1% |
0.088 |
2.3% |
98% |
True |
False |
38,860 |
| 20 |
3.777 |
3.200 |
0.577 |
15.3% |
0.098 |
2.6% |
98% |
True |
False |
37,680 |
| 40 |
3.777 |
3.200 |
0.577 |
15.3% |
0.097 |
2.6% |
98% |
True |
False |
32,734 |
| 60 |
3.777 |
3.200 |
0.577 |
15.3% |
0.101 |
2.7% |
98% |
True |
False |
29,158 |
| 80 |
3.777 |
3.114 |
0.663 |
17.6% |
0.101 |
2.7% |
98% |
True |
False |
26,722 |
| 100 |
3.777 |
3.114 |
0.663 |
17.6% |
0.098 |
2.6% |
98% |
True |
False |
24,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.113 |
|
2.618 |
3.984 |
|
1.618 |
3.905 |
|
1.000 |
3.856 |
|
0.618 |
3.826 |
|
HIGH |
3.777 |
|
0.618 |
3.747 |
|
0.500 |
3.738 |
|
0.382 |
3.728 |
|
LOW |
3.698 |
|
0.618 |
3.649 |
|
1.000 |
3.619 |
|
1.618 |
3.570 |
|
2.618 |
3.491 |
|
4.250 |
3.362 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.757 |
3.729 |
| PP |
3.747 |
3.691 |
| S1 |
3.738 |
3.654 |
|