NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.428 |
3.426 |
-0.002 |
-0.1% |
3.450 |
| High |
3.438 |
3.519 |
0.081 |
2.4% |
3.519 |
| Low |
3.390 |
3.412 |
0.022 |
0.6% |
3.390 |
| Close |
3.421 |
3.514 |
0.093 |
2.7% |
3.514 |
| Range |
0.048 |
0.107 |
0.059 |
122.9% |
0.129 |
| ATR |
0.088 |
0.089 |
0.001 |
1.6% |
0.000 |
| Volume |
12,142 |
10,825 |
-1,317 |
-10.8% |
59,560 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.803 |
3.765 |
3.573 |
|
| R3 |
3.696 |
3.658 |
3.543 |
|
| R2 |
3.589 |
3.589 |
3.534 |
|
| R1 |
3.551 |
3.551 |
3.524 |
3.570 |
| PP |
3.482 |
3.482 |
3.482 |
3.491 |
| S1 |
3.444 |
3.444 |
3.504 |
3.463 |
| S2 |
3.375 |
3.375 |
3.494 |
|
| S3 |
3.268 |
3.337 |
3.485 |
|
| S4 |
3.161 |
3.230 |
3.455 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.861 |
3.817 |
3.585 |
|
| R3 |
3.732 |
3.688 |
3.549 |
|
| R2 |
3.603 |
3.603 |
3.538 |
|
| R1 |
3.559 |
3.559 |
3.526 |
3.581 |
| PP |
3.474 |
3.474 |
3.474 |
3.486 |
| S1 |
3.430 |
3.430 |
3.502 |
3.452 |
| S2 |
3.345 |
3.345 |
3.490 |
|
| S3 |
3.216 |
3.301 |
3.479 |
|
| S4 |
3.087 |
3.172 |
3.443 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.974 |
|
2.618 |
3.799 |
|
1.618 |
3.692 |
|
1.000 |
3.626 |
|
0.618 |
3.585 |
|
HIGH |
3.519 |
|
0.618 |
3.478 |
|
0.500 |
3.466 |
|
0.382 |
3.453 |
|
LOW |
3.412 |
|
0.618 |
3.346 |
|
1.000 |
3.305 |
|
1.618 |
3.239 |
|
2.618 |
3.132 |
|
4.250 |
2.957 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.498 |
3.494 |
| PP |
3.482 |
3.474 |
| S1 |
3.466 |
3.455 |
|