NYMEX Natural Gas Future April 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 |
3.560 |
3.634 |
0.074 |
2.1% |
3.450 |
| High |
3.650 |
3.697 |
0.047 |
1.3% |
3.519 |
| Low |
3.550 |
3.622 |
0.072 |
2.0% |
3.390 |
| Close |
3.632 |
3.693 |
0.061 |
1.7% |
3.514 |
| Range |
0.100 |
0.075 |
-0.025 |
-25.0% |
0.129 |
| ATR |
0.086 |
0.086 |
-0.001 |
-0.9% |
0.000 |
| Volume |
19,788 |
25,952 |
6,164 |
31.2% |
59,560 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.896 |
3.869 |
3.734 |
|
| R3 |
3.821 |
3.794 |
3.714 |
|
| R2 |
3.746 |
3.746 |
3.707 |
|
| R1 |
3.719 |
3.719 |
3.700 |
3.733 |
| PP |
3.671 |
3.671 |
3.671 |
3.677 |
| S1 |
3.644 |
3.644 |
3.686 |
3.658 |
| S2 |
3.596 |
3.596 |
3.679 |
|
| S3 |
3.521 |
3.569 |
3.672 |
|
| S4 |
3.446 |
3.494 |
3.652 |
|
|
| 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 |
4.016 |
|
2.618 |
3.893 |
|
1.618 |
3.818 |
|
1.000 |
3.772 |
|
0.618 |
3.743 |
|
HIGH |
3.697 |
|
0.618 |
3.668 |
|
0.500 |
3.660 |
|
0.382 |
3.651 |
|
LOW |
3.622 |
|
0.618 |
3.576 |
|
1.000 |
3.547 |
|
1.618 |
3.501 |
|
2.618 |
3.426 |
|
4.250 |
3.303 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.682 |
3.662 |
| PP |
3.671 |
3.632 |
| S1 |
3.660 |
3.601 |
|