NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.585 |
3.550 |
-0.035 |
-1.0% |
3.286 |
| High |
3.585 |
3.550 |
-0.035 |
-1.0% |
3.589 |
| Low |
3.499 |
3.483 |
-0.016 |
-0.5% |
3.277 |
| Close |
3.557 |
3.506 |
-0.051 |
-1.4% |
3.506 |
| Range |
0.086 |
0.067 |
-0.019 |
-22.1% |
0.312 |
| ATR |
0.083 |
0.082 |
-0.001 |
-0.8% |
0.000 |
| Volume |
6,721 |
2,778 |
-3,943 |
-58.7% |
28,797 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.714 |
3.677 |
3.543 |
|
| R3 |
3.647 |
3.610 |
3.524 |
|
| R2 |
3.580 |
3.580 |
3.518 |
|
| R1 |
3.543 |
3.543 |
3.512 |
3.528 |
| PP |
3.513 |
3.513 |
3.513 |
3.506 |
| S1 |
3.476 |
3.476 |
3.500 |
3.461 |
| S2 |
3.446 |
3.446 |
3.494 |
|
| S3 |
3.379 |
3.409 |
3.488 |
|
| S4 |
3.312 |
3.342 |
3.469 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.393 |
4.262 |
3.678 |
|
| R3 |
4.081 |
3.950 |
3.592 |
|
| R2 |
3.769 |
3.769 |
3.563 |
|
| R1 |
3.638 |
3.638 |
3.535 |
3.704 |
| PP |
3.457 |
3.457 |
3.457 |
3.490 |
| S1 |
3.326 |
3.326 |
3.477 |
3.392 |
| S2 |
3.145 |
3.145 |
3.449 |
|
| S3 |
2.833 |
3.014 |
3.420 |
|
| S4 |
2.521 |
2.702 |
3.334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.589 |
3.277 |
0.312 |
8.9% |
0.103 |
2.9% |
73% |
False |
False |
5,759 |
| 10 |
3.589 |
3.275 |
0.314 |
9.0% |
0.080 |
2.3% |
74% |
False |
False |
3,810 |
| 20 |
3.589 |
3.250 |
0.339 |
9.7% |
0.077 |
2.2% |
76% |
False |
False |
2,706 |
| 40 |
3.704 |
3.250 |
0.454 |
12.9% |
0.072 |
2.0% |
56% |
False |
False |
1,999 |
| 60 |
3.704 |
3.250 |
0.454 |
12.9% |
0.072 |
2.1% |
56% |
False |
False |
1,688 |
| 80 |
3.704 |
3.170 |
0.534 |
15.2% |
0.069 |
2.0% |
63% |
False |
False |
1,527 |
| 100 |
3.704 |
3.155 |
0.549 |
15.7% |
0.068 |
1.9% |
64% |
False |
False |
1,437 |
| 120 |
3.704 |
3.072 |
0.632 |
18.0% |
0.064 |
1.8% |
69% |
False |
False |
1,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.835 |
|
2.618 |
3.725 |
|
1.618 |
3.658 |
|
1.000 |
3.617 |
|
0.618 |
3.591 |
|
HIGH |
3.550 |
|
0.618 |
3.524 |
|
0.500 |
3.517 |
|
0.382 |
3.509 |
|
LOW |
3.483 |
|
0.618 |
3.442 |
|
1.000 |
3.416 |
|
1.618 |
3.375 |
|
2.618 |
3.308 |
|
4.250 |
3.198 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.517 |
3.536 |
| PP |
3.513 |
3.526 |
| S1 |
3.510 |
3.516 |
|