NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.359 |
3.296 |
-0.063 |
-1.9% |
3.364 |
| High |
3.385 |
3.313 |
-0.072 |
-2.1% |
3.437 |
| Low |
3.327 |
3.275 |
-0.052 |
-1.6% |
3.275 |
| Close |
3.344 |
3.288 |
-0.056 |
-1.7% |
3.288 |
| Range |
0.058 |
0.038 |
-0.020 |
-34.5% |
0.162 |
| ATR |
0.074 |
0.073 |
0.000 |
-0.5% |
0.000 |
| Volume |
2,287 |
2,500 |
213 |
9.3% |
7,848 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.406 |
3.385 |
3.309 |
|
| R3 |
3.368 |
3.347 |
3.298 |
|
| R2 |
3.330 |
3.330 |
3.295 |
|
| R1 |
3.309 |
3.309 |
3.291 |
3.301 |
| PP |
3.292 |
3.292 |
3.292 |
3.288 |
| S1 |
3.271 |
3.271 |
3.285 |
3.263 |
| S2 |
3.254 |
3.254 |
3.281 |
|
| S3 |
3.216 |
3.233 |
3.278 |
|
| S4 |
3.178 |
3.195 |
3.267 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.819 |
3.716 |
3.377 |
|
| R3 |
3.657 |
3.554 |
3.333 |
|
| R2 |
3.495 |
3.495 |
3.318 |
|
| R1 |
3.392 |
3.392 |
3.303 |
3.363 |
| PP |
3.333 |
3.333 |
3.333 |
3.319 |
| S1 |
3.230 |
3.230 |
3.273 |
3.201 |
| S2 |
3.171 |
3.171 |
3.258 |
|
| S3 |
3.009 |
3.068 |
3.243 |
|
| S4 |
2.847 |
2.906 |
3.199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.437 |
3.275 |
0.162 |
4.9% |
0.057 |
1.7% |
8% |
False |
True |
1,861 |
| 10 |
3.505 |
3.250 |
0.255 |
7.8% |
0.070 |
2.1% |
15% |
False |
False |
1,812 |
| 20 |
3.505 |
3.250 |
0.255 |
7.8% |
0.062 |
1.9% |
15% |
False |
False |
1,717 |
| 40 |
3.704 |
3.250 |
0.454 |
13.8% |
0.068 |
2.1% |
8% |
False |
False |
1,409 |
| 60 |
3.704 |
3.170 |
0.534 |
16.2% |
0.070 |
2.1% |
22% |
False |
False |
1,314 |
| 80 |
3.704 |
3.170 |
0.534 |
16.2% |
0.067 |
2.0% |
22% |
False |
False |
1,252 |
| 100 |
3.704 |
3.072 |
0.632 |
19.2% |
0.065 |
2.0% |
34% |
False |
False |
1,186 |
| 120 |
3.704 |
3.072 |
0.632 |
19.2% |
0.061 |
1.9% |
34% |
False |
False |
1,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.475 |
|
2.618 |
3.412 |
|
1.618 |
3.374 |
|
1.000 |
3.351 |
|
0.618 |
3.336 |
|
HIGH |
3.313 |
|
0.618 |
3.298 |
|
0.500 |
3.294 |
|
0.382 |
3.290 |
|
LOW |
3.275 |
|
0.618 |
3.252 |
|
1.000 |
3.237 |
|
1.618 |
3.214 |
|
2.618 |
3.176 |
|
4.250 |
3.114 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.294 |
3.339 |
| PP |
3.292 |
3.322 |
| S1 |
3.290 |
3.305 |
|