NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.460 |
3.424 |
-0.036 |
-1.0% |
3.258 |
| High |
3.507 |
3.499 |
-0.008 |
-0.2% |
3.566 |
| Low |
3.432 |
3.413 |
-0.019 |
-0.6% |
3.241 |
| Close |
3.444 |
3.426 |
-0.018 |
-0.5% |
3.477 |
| Range |
0.075 |
0.086 |
0.011 |
14.7% |
0.325 |
| ATR |
0.096 |
0.095 |
-0.001 |
-0.7% |
0.000 |
| Volume |
9,394 |
6,859 |
-2,535 |
-27.0% |
65,422 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.704 |
3.651 |
3.473 |
|
| R3 |
3.618 |
3.565 |
3.450 |
|
| R2 |
3.532 |
3.532 |
3.442 |
|
| R1 |
3.479 |
3.479 |
3.434 |
3.506 |
| PP |
3.446 |
3.446 |
3.446 |
3.459 |
| S1 |
3.393 |
3.393 |
3.418 |
3.420 |
| S2 |
3.360 |
3.360 |
3.410 |
|
| S3 |
3.274 |
3.307 |
3.402 |
|
| S4 |
3.188 |
3.221 |
3.379 |
|
|
| 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 |
3.413 |
0.153 |
4.5% |
0.097 |
2.8% |
8% |
False |
True |
12,826 |
| 10 |
3.566 |
3.241 |
0.325 |
9.5% |
0.099 |
2.9% |
57% |
False |
False |
9,887 |
| 20 |
3.566 |
3.222 |
0.344 |
10.0% |
0.093 |
2.7% |
59% |
False |
False |
7,625 |
| 40 |
3.763 |
3.222 |
0.541 |
15.8% |
0.090 |
2.6% |
38% |
False |
False |
6,475 |
| 60 |
3.763 |
3.222 |
0.541 |
15.8% |
0.091 |
2.6% |
38% |
False |
False |
5,622 |
| 80 |
3.763 |
3.150 |
0.613 |
17.9% |
0.088 |
2.6% |
45% |
False |
False |
4,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.865 |
|
2.618 |
3.724 |
|
1.618 |
3.638 |
|
1.000 |
3.585 |
|
0.618 |
3.552 |
|
HIGH |
3.499 |
|
0.618 |
3.466 |
|
0.500 |
3.456 |
|
0.382 |
3.446 |
|
LOW |
3.413 |
|
0.618 |
3.360 |
|
1.000 |
3.327 |
|
1.618 |
3.274 |
|
2.618 |
3.188 |
|
4.250 |
3.048 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.456 |
3.486 |
| PP |
3.446 |
3.466 |
| S1 |
3.436 |
3.446 |
|