NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.465 |
3.471 |
0.006 |
0.2% |
3.486 |
| High |
3.479 |
3.554 |
0.075 |
2.2% |
3.554 |
| Low |
3.453 |
3.460 |
0.007 |
0.2% |
3.450 |
| Close |
3.464 |
3.554 |
0.090 |
2.6% |
3.554 |
| Range |
0.026 |
0.094 |
0.068 |
261.5% |
0.104 |
| ATR |
0.073 |
0.074 |
0.002 |
2.1% |
0.000 |
| Volume |
1,908 |
2,267 |
359 |
18.8% |
9,469 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.805 |
3.773 |
3.606 |
|
| R3 |
3.711 |
3.679 |
3.580 |
|
| R2 |
3.617 |
3.617 |
3.571 |
|
| R1 |
3.585 |
3.585 |
3.563 |
3.601 |
| PP |
3.523 |
3.523 |
3.523 |
3.531 |
| S1 |
3.491 |
3.491 |
3.545 |
3.507 |
| S2 |
3.429 |
3.429 |
3.537 |
|
| S3 |
3.335 |
3.397 |
3.528 |
|
| S4 |
3.241 |
3.303 |
3.502 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.831 |
3.797 |
3.611 |
|
| R3 |
3.727 |
3.693 |
3.583 |
|
| R2 |
3.623 |
3.623 |
3.573 |
|
| R1 |
3.589 |
3.589 |
3.564 |
3.606 |
| PP |
3.519 |
3.519 |
3.519 |
3.528 |
| S1 |
3.485 |
3.485 |
3.544 |
3.502 |
| S2 |
3.415 |
3.415 |
3.535 |
|
| S3 |
3.311 |
3.381 |
3.525 |
|
| S4 |
3.207 |
3.277 |
3.497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.554 |
3.450 |
0.104 |
2.9% |
0.055 |
1.6% |
100% |
True |
False |
1,893 |
| 10 |
3.589 |
3.277 |
0.312 |
8.8% |
0.079 |
2.2% |
89% |
False |
False |
3,826 |
| 20 |
3.589 |
3.250 |
0.339 |
9.5% |
0.074 |
2.1% |
90% |
False |
False |
2,819 |
| 40 |
3.704 |
3.250 |
0.454 |
12.8% |
0.072 |
2.0% |
67% |
False |
False |
2,128 |
| 60 |
3.704 |
3.250 |
0.454 |
12.8% |
0.071 |
2.0% |
67% |
False |
False |
1,789 |
| 80 |
3.704 |
3.170 |
0.534 |
15.0% |
0.069 |
1.9% |
72% |
False |
False |
1,573 |
| 100 |
3.704 |
3.170 |
0.534 |
15.0% |
0.067 |
1.9% |
72% |
False |
False |
1,483 |
| 120 |
3.704 |
3.072 |
0.632 |
17.8% |
0.064 |
1.8% |
76% |
False |
False |
1,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.954 |
|
2.618 |
3.800 |
|
1.618 |
3.706 |
|
1.000 |
3.648 |
|
0.618 |
3.612 |
|
HIGH |
3.554 |
|
0.618 |
3.518 |
|
0.500 |
3.507 |
|
0.382 |
3.496 |
|
LOW |
3.460 |
|
0.618 |
3.402 |
|
1.000 |
3.366 |
|
1.618 |
3.308 |
|
2.618 |
3.214 |
|
4.250 |
3.061 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.538 |
3.537 |
| PP |
3.523 |
3.519 |
| S1 |
3.507 |
3.502 |
|