NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.675 |
3.741 |
0.066 |
1.8% |
3.505 |
| High |
3.724 |
3.760 |
0.036 |
1.0% |
3.760 |
| Low |
3.653 |
3.699 |
0.046 |
1.3% |
3.494 |
| Close |
3.721 |
3.756 |
0.035 |
0.9% |
3.756 |
| Range |
0.071 |
0.061 |
-0.010 |
-14.1% |
0.266 |
| ATR |
0.075 |
0.074 |
-0.001 |
-1.3% |
0.000 |
| Volume |
6,683 |
7,234 |
551 |
8.2% |
23,705 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.921 |
3.900 |
3.790 |
|
| R3 |
3.860 |
3.839 |
3.773 |
|
| R2 |
3.799 |
3.799 |
3.767 |
|
| R1 |
3.778 |
3.778 |
3.762 |
3.789 |
| PP |
3.738 |
3.738 |
3.738 |
3.744 |
| S1 |
3.717 |
3.717 |
3.750 |
3.728 |
| S2 |
3.677 |
3.677 |
3.745 |
|
| S3 |
3.616 |
3.656 |
3.739 |
|
| S4 |
3.555 |
3.595 |
3.722 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.468 |
4.378 |
3.902 |
|
| R3 |
4.202 |
4.112 |
3.829 |
|
| R2 |
3.936 |
3.936 |
3.805 |
|
| R1 |
3.846 |
3.846 |
3.780 |
3.891 |
| PP |
3.670 |
3.670 |
3.670 |
3.693 |
| S1 |
3.580 |
3.580 |
3.732 |
3.625 |
| S2 |
3.404 |
3.404 |
3.707 |
|
| S3 |
3.138 |
3.314 |
3.683 |
|
| S4 |
2.872 |
3.048 |
3.610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.760 |
3.494 |
0.266 |
7.1% |
0.068 |
1.8% |
98% |
True |
False |
4,741 |
| 10 |
3.760 |
3.450 |
0.310 |
8.3% |
0.062 |
1.6% |
99% |
True |
False |
3,317 |
| 20 |
3.760 |
3.275 |
0.485 |
12.9% |
0.071 |
1.9% |
99% |
True |
False |
3,563 |
| 40 |
3.760 |
3.250 |
0.510 |
13.6% |
0.071 |
1.9% |
99% |
True |
False |
2,562 |
| 60 |
3.760 |
3.250 |
0.510 |
13.6% |
0.071 |
1.9% |
99% |
True |
False |
2,076 |
| 80 |
3.760 |
3.170 |
0.590 |
15.7% |
0.070 |
1.9% |
99% |
True |
False |
1,812 |
| 100 |
3.760 |
3.170 |
0.590 |
15.7% |
0.068 |
1.8% |
99% |
True |
False |
1,677 |
| 120 |
3.760 |
3.072 |
0.688 |
18.3% |
0.065 |
1.7% |
99% |
True |
False |
1,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.019 |
|
2.618 |
3.920 |
|
1.618 |
3.859 |
|
1.000 |
3.821 |
|
0.618 |
3.798 |
|
HIGH |
3.760 |
|
0.618 |
3.737 |
|
0.500 |
3.730 |
|
0.382 |
3.722 |
|
LOW |
3.699 |
|
0.618 |
3.661 |
|
1.000 |
3.638 |
|
1.618 |
3.600 |
|
2.618 |
3.539 |
|
4.250 |
3.440 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.747 |
3.729 |
| PP |
3.738 |
3.703 |
| S1 |
3.730 |
3.676 |
|