NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.515 |
3.585 |
0.070 |
2.0% |
3.364 |
| High |
3.589 |
3.585 |
-0.004 |
-0.1% |
3.437 |
| Low |
3.484 |
3.499 |
0.015 |
0.4% |
3.275 |
| Close |
3.589 |
3.557 |
-0.032 |
-0.9% |
3.288 |
| Range |
0.105 |
0.086 |
-0.019 |
-18.1% |
0.162 |
| ATR |
0.083 |
0.083 |
0.001 |
0.6% |
0.000 |
| Volume |
11,963 |
6,721 |
-5,242 |
-43.8% |
7,848 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.805 |
3.767 |
3.604 |
|
| R3 |
3.719 |
3.681 |
3.581 |
|
| R2 |
3.633 |
3.633 |
3.573 |
|
| R1 |
3.595 |
3.595 |
3.565 |
3.571 |
| PP |
3.547 |
3.547 |
3.547 |
3.535 |
| S1 |
3.509 |
3.509 |
3.549 |
3.485 |
| S2 |
3.461 |
3.461 |
3.541 |
|
| S3 |
3.375 |
3.423 |
3.533 |
|
| S4 |
3.289 |
3.337 |
3.510 |
|
|
| 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 |
3.589 |
3.275 |
0.314 |
8.8% |
0.097 |
2.7% |
90% |
False |
False |
5,703 |
| 10 |
3.589 |
3.275 |
0.314 |
8.8% |
0.080 |
2.3% |
90% |
False |
False |
3,748 |
| 20 |
3.589 |
3.250 |
0.339 |
9.5% |
0.076 |
2.1% |
91% |
False |
False |
2,610 |
| 40 |
3.704 |
3.250 |
0.454 |
12.8% |
0.071 |
2.0% |
68% |
False |
False |
1,975 |
| 60 |
3.704 |
3.250 |
0.454 |
12.8% |
0.072 |
2.0% |
68% |
False |
False |
1,669 |
| 80 |
3.704 |
3.170 |
0.534 |
15.0% |
0.069 |
1.9% |
72% |
False |
False |
1,511 |
| 100 |
3.704 |
3.124 |
0.580 |
16.3% |
0.068 |
1.9% |
75% |
False |
False |
1,419 |
| 120 |
3.704 |
3.072 |
0.632 |
17.8% |
0.064 |
1.8% |
77% |
False |
False |
1,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.951 |
|
2.618 |
3.810 |
|
1.618 |
3.724 |
|
1.000 |
3.671 |
|
0.618 |
3.638 |
|
HIGH |
3.585 |
|
0.618 |
3.552 |
|
0.500 |
3.542 |
|
0.382 |
3.532 |
|
LOW |
3.499 |
|
0.618 |
3.446 |
|
1.000 |
3.413 |
|
1.618 |
3.360 |
|
2.618 |
3.274 |
|
4.250 |
3.134 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.552 |
3.534 |
| PP |
3.547 |
3.511 |
| S1 |
3.542 |
3.489 |
|