NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.296 |
3.286 |
-0.010 |
-0.3% |
3.364 |
| High |
3.313 |
3.410 |
0.097 |
2.9% |
3.437 |
| Low |
3.275 |
3.277 |
0.002 |
0.1% |
3.275 |
| Close |
3.288 |
3.391 |
0.103 |
3.1% |
3.288 |
| Range |
0.038 |
0.133 |
0.095 |
250.0% |
0.162 |
| ATR |
0.073 |
0.078 |
0.004 |
5.8% |
0.000 |
| Volume |
2,500 |
4,133 |
1,633 |
65.3% |
7,848 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.758 |
3.708 |
3.464 |
|
| R3 |
3.625 |
3.575 |
3.428 |
|
| R2 |
3.492 |
3.492 |
3.415 |
|
| R1 |
3.442 |
3.442 |
3.403 |
3.467 |
| PP |
3.359 |
3.359 |
3.359 |
3.372 |
| S1 |
3.309 |
3.309 |
3.379 |
3.334 |
| S2 |
3.226 |
3.226 |
3.367 |
|
| S3 |
3.093 |
3.176 |
3.354 |
|
| S4 |
2.960 |
3.043 |
3.318 |
|
|
| 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 |
4.8% |
0.069 |
2.0% |
72% |
False |
False |
2,396 |
| 10 |
3.437 |
3.250 |
0.187 |
5.5% |
0.071 |
2.1% |
75% |
False |
False |
2,012 |
| 20 |
3.505 |
3.250 |
0.255 |
7.5% |
0.067 |
2.0% |
55% |
False |
False |
1,727 |
| 40 |
3.704 |
3.250 |
0.454 |
13.4% |
0.070 |
2.1% |
31% |
False |
False |
1,469 |
| 60 |
3.704 |
3.250 |
0.454 |
13.4% |
0.070 |
2.1% |
31% |
False |
False |
1,375 |
| 80 |
3.704 |
3.170 |
0.534 |
15.7% |
0.068 |
2.0% |
41% |
False |
False |
1,294 |
| 100 |
3.704 |
3.072 |
0.632 |
18.6% |
0.066 |
2.0% |
50% |
False |
False |
1,221 |
| 120 |
3.704 |
3.072 |
0.632 |
18.6% |
0.062 |
1.8% |
50% |
False |
False |
1,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.975 |
|
2.618 |
3.758 |
|
1.618 |
3.625 |
|
1.000 |
3.543 |
|
0.618 |
3.492 |
|
HIGH |
3.410 |
|
0.618 |
3.359 |
|
0.500 |
3.344 |
|
0.382 |
3.328 |
|
LOW |
3.277 |
|
0.618 |
3.195 |
|
1.000 |
3.144 |
|
1.618 |
3.062 |
|
2.618 |
2.929 |
|
4.250 |
2.712 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.375 |
3.375 |
| PP |
3.359 |
3.359 |
| S1 |
3.344 |
3.343 |
|