NYMEX Natural Gas Future April 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 |
3.511 |
3.560 |
0.049 |
1.4% |
3.450 |
| High |
3.552 |
3.650 |
0.098 |
2.8% |
3.519 |
| Low |
3.505 |
3.550 |
0.045 |
1.3% |
3.390 |
| Close |
3.545 |
3.632 |
0.087 |
2.5% |
3.514 |
| Range |
0.047 |
0.100 |
0.053 |
112.8% |
0.129 |
| ATR |
0.085 |
0.086 |
0.001 |
1.7% |
0.000 |
| Volume |
10,072 |
19,788 |
9,716 |
96.5% |
59,560 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.911 |
3.871 |
3.687 |
|
| R3 |
3.811 |
3.771 |
3.660 |
|
| R2 |
3.711 |
3.711 |
3.650 |
|
| R1 |
3.671 |
3.671 |
3.641 |
3.691 |
| PP |
3.611 |
3.611 |
3.611 |
3.621 |
| S1 |
3.571 |
3.571 |
3.623 |
3.591 |
| S2 |
3.511 |
3.511 |
3.614 |
|
| S3 |
3.411 |
3.471 |
3.605 |
|
| S4 |
3.311 |
3.371 |
3.577 |
|
|
| 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 |
4.075 |
|
2.618 |
3.912 |
|
1.618 |
3.812 |
|
1.000 |
3.750 |
|
0.618 |
3.712 |
|
HIGH |
3.650 |
|
0.618 |
3.612 |
|
0.500 |
3.600 |
|
0.382 |
3.588 |
|
LOW |
3.550 |
|
0.618 |
3.488 |
|
1.000 |
3.450 |
|
1.618 |
3.388 |
|
2.618 |
3.288 |
|
4.250 |
3.125 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.621 |
3.605 |
| PP |
3.611 |
3.578 |
| S1 |
3.600 |
3.552 |
|