NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.532 |
3.574 |
0.042 |
1.2% |
3.460 |
| High |
3.573 |
3.670 |
0.097 |
2.7% |
3.545 |
| Low |
3.521 |
3.570 |
0.049 |
1.4% |
3.400 |
| Close |
3.567 |
3.659 |
0.092 |
2.6% |
3.536 |
| Range |
0.052 |
0.100 |
0.048 |
92.3% |
0.145 |
| ATR |
0.088 |
0.089 |
0.001 |
1.2% |
0.000 |
| Volume |
9,233 |
7,248 |
-1,985 |
-21.5% |
44,576 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.933 |
3.896 |
3.714 |
|
| R3 |
3.833 |
3.796 |
3.687 |
|
| R2 |
3.733 |
3.733 |
3.677 |
|
| R1 |
3.696 |
3.696 |
3.668 |
3.715 |
| PP |
3.633 |
3.633 |
3.633 |
3.642 |
| S1 |
3.596 |
3.596 |
3.650 |
3.615 |
| S2 |
3.533 |
3.533 |
3.641 |
|
| S3 |
3.433 |
3.496 |
3.632 |
|
| S4 |
3.333 |
3.396 |
3.604 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.929 |
3.877 |
3.616 |
|
| R3 |
3.784 |
3.732 |
3.576 |
|
| R2 |
3.639 |
3.639 |
3.563 |
|
| R1 |
3.587 |
3.587 |
3.549 |
3.613 |
| PP |
3.494 |
3.494 |
3.494 |
3.507 |
| S1 |
3.442 |
3.442 |
3.523 |
3.468 |
| S2 |
3.349 |
3.349 |
3.509 |
|
| S3 |
3.204 |
3.297 |
3.496 |
|
| S4 |
3.059 |
3.152 |
3.456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.670 |
3.400 |
0.270 |
7.4% |
0.078 |
2.1% |
96% |
True |
False |
9,504 |
| 10 |
3.670 |
3.400 |
0.270 |
7.4% |
0.082 |
2.2% |
96% |
True |
False |
10,100 |
| 20 |
3.670 |
3.222 |
0.448 |
12.2% |
0.089 |
2.4% |
98% |
True |
False |
8,817 |
| 40 |
3.715 |
3.222 |
0.493 |
13.5% |
0.089 |
2.4% |
89% |
False |
False |
7,233 |
| 60 |
3.763 |
3.222 |
0.541 |
14.8% |
0.088 |
2.4% |
81% |
False |
False |
6,129 |
| 80 |
3.763 |
3.150 |
0.613 |
16.8% |
0.088 |
2.4% |
83% |
False |
False |
5,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.095 |
|
2.618 |
3.932 |
|
1.618 |
3.832 |
|
1.000 |
3.770 |
|
0.618 |
3.732 |
|
HIGH |
3.670 |
|
0.618 |
3.632 |
|
0.500 |
3.620 |
|
0.382 |
3.608 |
|
LOW |
3.570 |
|
0.618 |
3.508 |
|
1.000 |
3.470 |
|
1.618 |
3.408 |
|
2.618 |
3.308 |
|
4.250 |
3.145 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.646 |
3.629 |
| PP |
3.633 |
3.599 |
| S1 |
3.620 |
3.570 |
|