NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.550 |
3.616 |
0.066 |
1.9% |
3.486 |
| High |
3.590 |
3.701 |
0.111 |
3.1% |
3.554 |
| Low |
3.550 |
3.592 |
0.042 |
1.2% |
3.450 |
| Close |
3.584 |
3.665 |
0.081 |
2.3% |
3.554 |
| Range |
0.040 |
0.109 |
0.069 |
172.5% |
0.104 |
| ATR |
0.072 |
0.075 |
0.003 |
4.5% |
0.000 |
| Volume |
1,896 |
1,993 |
97 |
5.1% |
9,469 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.980 |
3.931 |
3.725 |
|
| R3 |
3.871 |
3.822 |
3.695 |
|
| R2 |
3.762 |
3.762 |
3.685 |
|
| R1 |
3.713 |
3.713 |
3.675 |
3.738 |
| PP |
3.653 |
3.653 |
3.653 |
3.665 |
| S1 |
3.604 |
3.604 |
3.655 |
3.629 |
| S2 |
3.544 |
3.544 |
3.645 |
|
| S3 |
3.435 |
3.495 |
3.635 |
|
| S4 |
3.326 |
3.386 |
3.605 |
|
|
| 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 |
3.701 |
3.453 |
0.248 |
6.8% |
0.065 |
1.8% |
85% |
True |
False |
2,792 |
| 10 |
3.701 |
3.450 |
0.251 |
6.8% |
0.064 |
1.7% |
86% |
True |
False |
2,875 |
| 20 |
3.701 |
3.250 |
0.451 |
12.3% |
0.071 |
1.9% |
92% |
True |
False |
3,061 |
| 40 |
3.701 |
3.250 |
0.451 |
12.3% |
0.072 |
2.0% |
92% |
True |
False |
2,293 |
| 60 |
3.704 |
3.250 |
0.454 |
12.4% |
0.071 |
1.9% |
91% |
False |
False |
1,858 |
| 80 |
3.704 |
3.170 |
0.534 |
14.6% |
0.069 |
1.9% |
93% |
False |
False |
1,654 |
| 100 |
3.704 |
3.170 |
0.534 |
14.6% |
0.068 |
1.8% |
93% |
False |
False |
1,549 |
| 120 |
3.704 |
3.072 |
0.632 |
17.2% |
0.065 |
1.8% |
94% |
False |
False |
1,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.164 |
|
2.618 |
3.986 |
|
1.618 |
3.877 |
|
1.000 |
3.810 |
|
0.618 |
3.768 |
|
HIGH |
3.701 |
|
0.618 |
3.659 |
|
0.500 |
3.647 |
|
0.382 |
3.634 |
|
LOW |
3.592 |
|
0.618 |
3.525 |
|
1.000 |
3.483 |
|
1.618 |
3.416 |
|
2.618 |
3.307 |
|
4.250 |
3.129 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.659 |
3.643 |
| PP |
3.653 |
3.620 |
| S1 |
3.647 |
3.598 |
|