NYMEX Natural Gas Future February 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 |
3.555 |
3.460 |
-0.095 |
-2.7% |
3.258 |
| High |
3.558 |
3.507 |
-0.051 |
-1.4% |
3.566 |
| Low |
3.452 |
3.432 |
-0.020 |
-0.6% |
3.241 |
| Close |
3.477 |
3.444 |
-0.033 |
-0.9% |
3.477 |
| Range |
0.106 |
0.075 |
-0.031 |
-29.2% |
0.325 |
| ATR |
0.098 |
0.096 |
-0.002 |
-1.7% |
0.000 |
| Volume |
15,705 |
9,394 |
-6,311 |
-40.2% |
65,422 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.686 |
3.640 |
3.485 |
|
| R3 |
3.611 |
3.565 |
3.465 |
|
| R2 |
3.536 |
3.536 |
3.458 |
|
| R1 |
3.490 |
3.490 |
3.451 |
3.476 |
| PP |
3.461 |
3.461 |
3.461 |
3.454 |
| S1 |
3.415 |
3.415 |
3.437 |
3.401 |
| S2 |
3.386 |
3.386 |
3.430 |
|
| S3 |
3.311 |
3.340 |
3.423 |
|
| S4 |
3.236 |
3.265 |
3.403 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.403 |
4.265 |
3.656 |
|
| R3 |
4.078 |
3.940 |
3.566 |
|
| R2 |
3.753 |
3.753 |
3.537 |
|
| R1 |
3.615 |
3.615 |
3.507 |
3.684 |
| PP |
3.428 |
3.428 |
3.428 |
3.463 |
| S1 |
3.290 |
3.290 |
3.447 |
3.359 |
| S2 |
3.103 |
3.103 |
3.417 |
|
| S3 |
2.778 |
2.965 |
3.388 |
|
| S4 |
2.453 |
2.640 |
3.298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.566 |
3.333 |
0.233 |
6.8% |
0.108 |
3.1% |
48% |
False |
False |
13,714 |
| 10 |
3.566 |
3.241 |
0.325 |
9.4% |
0.100 |
2.9% |
62% |
False |
False |
9,588 |
| 20 |
3.566 |
3.222 |
0.344 |
10.0% |
0.093 |
2.7% |
65% |
False |
False |
7,516 |
| 40 |
3.763 |
3.222 |
0.541 |
15.7% |
0.090 |
2.6% |
41% |
False |
False |
6,416 |
| 60 |
3.763 |
3.222 |
0.541 |
15.7% |
0.091 |
2.6% |
41% |
False |
False |
5,562 |
| 80 |
3.763 |
3.150 |
0.613 |
17.8% |
0.088 |
2.6% |
48% |
False |
False |
4,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.826 |
|
2.618 |
3.703 |
|
1.618 |
3.628 |
|
1.000 |
3.582 |
|
0.618 |
3.553 |
|
HIGH |
3.507 |
|
0.618 |
3.478 |
|
0.500 |
3.470 |
|
0.382 |
3.461 |
|
LOW |
3.432 |
|
0.618 |
3.386 |
|
1.000 |
3.357 |
|
1.618 |
3.311 |
|
2.618 |
3.236 |
|
4.250 |
3.113 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.470 |
3.499 |
| PP |
3.461 |
3.481 |
| S1 |
3.453 |
3.462 |
|