NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.286 |
3.388 |
0.102 |
3.1% |
3.364 |
| High |
3.410 |
3.510 |
0.100 |
2.9% |
3.437 |
| Low |
3.277 |
3.388 |
0.111 |
3.4% |
3.275 |
| Close |
3.391 |
3.504 |
0.113 |
3.3% |
3.288 |
| Range |
0.133 |
0.122 |
-0.011 |
-8.3% |
0.162 |
| ATR |
0.078 |
0.081 |
0.003 |
4.1% |
0.000 |
| Volume |
4,133 |
3,202 |
-931 |
-22.5% |
7,848 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.833 |
3.791 |
3.571 |
|
| R3 |
3.711 |
3.669 |
3.538 |
|
| R2 |
3.589 |
3.589 |
3.526 |
|
| R1 |
3.547 |
3.547 |
3.515 |
3.568 |
| PP |
3.467 |
3.467 |
3.467 |
3.478 |
| S1 |
3.425 |
3.425 |
3.493 |
3.446 |
| S2 |
3.345 |
3.345 |
3.482 |
|
| S3 |
3.223 |
3.303 |
3.470 |
|
| S4 |
3.101 |
3.181 |
3.437 |
|
|
| 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 |
3.510 |
3.275 |
0.235 |
6.7% |
0.078 |
2.2% |
97% |
True |
False |
2,815 |
| 10 |
3.510 |
3.250 |
0.260 |
7.4% |
0.074 |
2.1% |
98% |
True |
False |
2,194 |
| 20 |
3.510 |
3.250 |
0.260 |
7.4% |
0.071 |
2.0% |
98% |
True |
False |
1,816 |
| 40 |
3.704 |
3.250 |
0.454 |
13.0% |
0.071 |
2.0% |
56% |
False |
False |
1,536 |
| 60 |
3.704 |
3.250 |
0.454 |
13.0% |
0.071 |
2.0% |
56% |
False |
False |
1,401 |
| 80 |
3.704 |
3.170 |
0.534 |
15.2% |
0.068 |
1.9% |
63% |
False |
False |
1,313 |
| 100 |
3.704 |
3.072 |
0.632 |
18.0% |
0.067 |
1.9% |
68% |
False |
False |
1,250 |
| 120 |
3.704 |
3.072 |
0.632 |
18.0% |
0.062 |
1.8% |
68% |
False |
False |
1,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.029 |
|
2.618 |
3.829 |
|
1.618 |
3.707 |
|
1.000 |
3.632 |
|
0.618 |
3.585 |
|
HIGH |
3.510 |
|
0.618 |
3.463 |
|
0.500 |
3.449 |
|
0.382 |
3.435 |
|
LOW |
3.388 |
|
0.618 |
3.313 |
|
1.000 |
3.266 |
|
1.618 |
3.191 |
|
2.618 |
3.069 |
|
4.250 |
2.870 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.486 |
3.467 |
| PP |
3.467 |
3.430 |
| S1 |
3.449 |
3.393 |
|