NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.471 |
3.505 |
0.034 |
1.0% |
3.486 |
| High |
3.554 |
3.551 |
-0.003 |
-0.1% |
3.554 |
| Low |
3.460 |
3.494 |
0.034 |
1.0% |
3.450 |
| Close |
3.554 |
3.537 |
-0.017 |
-0.5% |
3.554 |
| Range |
0.094 |
0.057 |
-0.037 |
-39.4% |
0.104 |
| ATR |
0.074 |
0.073 |
-0.001 |
-1.4% |
0.000 |
| Volume |
2,267 |
5,899 |
3,632 |
160.2% |
9,469 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.698 |
3.675 |
3.568 |
|
| R3 |
3.641 |
3.618 |
3.553 |
|
| R2 |
3.584 |
3.584 |
3.547 |
|
| R1 |
3.561 |
3.561 |
3.542 |
3.573 |
| PP |
3.527 |
3.527 |
3.527 |
3.533 |
| S1 |
3.504 |
3.504 |
3.532 |
3.516 |
| S2 |
3.470 |
3.470 |
3.527 |
|
| S3 |
3.413 |
3.447 |
3.521 |
|
| S4 |
3.356 |
3.390 |
3.506 |
|
|
| 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% |
0.059 |
1.7% |
84% |
False |
False |
2,789 |
| 10 |
3.589 |
3.388 |
0.201 |
5.7% |
0.071 |
2.0% |
74% |
False |
False |
4,003 |
| 20 |
3.589 |
3.250 |
0.339 |
9.6% |
0.071 |
2.0% |
85% |
False |
False |
3,007 |
| 40 |
3.704 |
3.250 |
0.454 |
12.8% |
0.072 |
2.0% |
63% |
False |
False |
2,255 |
| 60 |
3.704 |
3.250 |
0.454 |
12.8% |
0.070 |
2.0% |
63% |
False |
False |
1,854 |
| 80 |
3.704 |
3.170 |
0.534 |
15.1% |
0.068 |
1.9% |
69% |
False |
False |
1,631 |
| 100 |
3.704 |
3.170 |
0.534 |
15.1% |
0.067 |
1.9% |
69% |
False |
False |
1,534 |
| 120 |
3.704 |
3.072 |
0.632 |
17.9% |
0.064 |
1.8% |
74% |
False |
False |
1,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.793 |
|
2.618 |
3.700 |
|
1.618 |
3.643 |
|
1.000 |
3.608 |
|
0.618 |
3.586 |
|
HIGH |
3.551 |
|
0.618 |
3.529 |
|
0.500 |
3.523 |
|
0.382 |
3.516 |
|
LOW |
3.494 |
|
0.618 |
3.459 |
|
1.000 |
3.437 |
|
1.618 |
3.402 |
|
2.618 |
3.345 |
|
4.250 |
3.252 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.532 |
3.526 |
| PP |
3.527 |
3.515 |
| S1 |
3.523 |
3.504 |
|