NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.550 |
3.486 |
-0.064 |
-1.8% |
3.286 |
| High |
3.550 |
3.508 |
-0.042 |
-1.2% |
3.589 |
| Low |
3.483 |
3.467 |
-0.016 |
-0.5% |
3.277 |
| Close |
3.506 |
3.474 |
-0.032 |
-0.9% |
3.506 |
| Range |
0.067 |
0.041 |
-0.026 |
-38.8% |
0.312 |
| ATR |
0.082 |
0.079 |
-0.003 |
-3.6% |
0.000 |
| Volume |
2,778 |
1,421 |
-1,357 |
-48.8% |
28,797 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.606 |
3.581 |
3.497 |
|
| R3 |
3.565 |
3.540 |
3.485 |
|
| R2 |
3.524 |
3.524 |
3.482 |
|
| R1 |
3.499 |
3.499 |
3.478 |
3.491 |
| PP |
3.483 |
3.483 |
3.483 |
3.479 |
| S1 |
3.458 |
3.458 |
3.470 |
3.450 |
| S2 |
3.442 |
3.442 |
3.466 |
|
| S3 |
3.401 |
3.417 |
3.463 |
|
| S4 |
3.360 |
3.376 |
3.451 |
|
|
| 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 |
3.388 |
0.201 |
5.8% |
0.084 |
2.4% |
43% |
False |
False |
5,217 |
| 10 |
3.589 |
3.275 |
0.314 |
9.0% |
0.076 |
2.2% |
63% |
False |
False |
3,806 |
| 20 |
3.589 |
3.250 |
0.339 |
9.8% |
0.077 |
2.2% |
66% |
False |
False |
2,698 |
| 40 |
3.704 |
3.250 |
0.454 |
13.1% |
0.072 |
2.1% |
49% |
False |
False |
2,016 |
| 60 |
3.704 |
3.250 |
0.454 |
13.1% |
0.071 |
2.1% |
49% |
False |
False |
1,700 |
| 80 |
3.704 |
3.170 |
0.534 |
15.4% |
0.069 |
2.0% |
57% |
False |
False |
1,532 |
| 100 |
3.704 |
3.170 |
0.534 |
15.4% |
0.068 |
2.0% |
57% |
False |
False |
1,442 |
| 120 |
3.704 |
3.072 |
0.632 |
18.2% |
0.064 |
1.8% |
64% |
False |
False |
1,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.682 |
|
2.618 |
3.615 |
|
1.618 |
3.574 |
|
1.000 |
3.549 |
|
0.618 |
3.533 |
|
HIGH |
3.508 |
|
0.618 |
3.492 |
|
0.500 |
3.488 |
|
0.382 |
3.483 |
|
LOW |
3.467 |
|
0.618 |
3.442 |
|
1.000 |
3.426 |
|
1.618 |
3.401 |
|
2.618 |
3.360 |
|
4.250 |
3.293 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.488 |
3.526 |
| PP |
3.483 |
3.509 |
| S1 |
3.479 |
3.491 |
|