NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.574 |
3.651 |
0.077 |
2.2% |
3.460 |
| High |
3.670 |
3.743 |
0.073 |
2.0% |
3.545 |
| Low |
3.570 |
3.651 |
0.081 |
2.3% |
3.400 |
| Close |
3.659 |
3.738 |
0.079 |
2.2% |
3.536 |
| Range |
0.100 |
0.092 |
-0.008 |
-8.0% |
0.145 |
| ATR |
0.089 |
0.089 |
0.000 |
0.2% |
0.000 |
| Volume |
7,248 |
14,049 |
6,801 |
93.8% |
44,576 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.987 |
3.954 |
3.789 |
|
| R3 |
3.895 |
3.862 |
3.763 |
|
| R2 |
3.803 |
3.803 |
3.755 |
|
| R1 |
3.770 |
3.770 |
3.746 |
3.787 |
| PP |
3.711 |
3.711 |
3.711 |
3.719 |
| S1 |
3.678 |
3.678 |
3.730 |
3.695 |
| S2 |
3.619 |
3.619 |
3.721 |
|
| S3 |
3.527 |
3.586 |
3.713 |
|
| S4 |
3.435 |
3.494 |
3.687 |
|
|
| 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 |
3.743 |
3.423 |
0.320 |
8.6% |
0.087 |
2.3% |
98% |
True |
False |
10,515 |
| 10 |
3.743 |
3.400 |
0.343 |
9.2% |
0.081 |
2.2% |
99% |
True |
False |
10,255 |
| 20 |
3.743 |
3.241 |
0.502 |
13.4% |
0.090 |
2.4% |
99% |
True |
False |
9,189 |
| 40 |
3.743 |
3.222 |
0.521 |
13.9% |
0.089 |
2.4% |
99% |
True |
False |
7,405 |
| 60 |
3.763 |
3.222 |
0.541 |
14.5% |
0.089 |
2.4% |
95% |
False |
False |
6,326 |
| 80 |
3.763 |
3.150 |
0.613 |
16.4% |
0.088 |
2.4% |
96% |
False |
False |
5,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.134 |
|
2.618 |
3.984 |
|
1.618 |
3.892 |
|
1.000 |
3.835 |
|
0.618 |
3.800 |
|
HIGH |
3.743 |
|
0.618 |
3.708 |
|
0.500 |
3.697 |
|
0.382 |
3.686 |
|
LOW |
3.651 |
|
0.618 |
3.594 |
|
1.000 |
3.559 |
|
1.618 |
3.502 |
|
2.618 |
3.410 |
|
4.250 |
3.260 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.724 |
3.703 |
| PP |
3.711 |
3.667 |
| S1 |
3.697 |
3.632 |
|