NYMEX Natural Gas Future June 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 |
3.527 |
3.591 |
0.064 |
1.8% |
3.569 |
| High |
3.602 |
3.599 |
-0.003 |
-0.1% |
3.602 |
| Low |
3.503 |
3.539 |
0.036 |
1.0% |
3.479 |
| Close |
3.598 |
3.581 |
-0.017 |
-0.5% |
3.598 |
| Range |
0.099 |
0.060 |
-0.039 |
-39.4% |
0.123 |
| ATR |
|
|
|
|
|
| Volume |
1,784 |
2,261 |
477 |
26.7% |
7,006 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.753 |
3.727 |
3.614 |
|
| R3 |
3.693 |
3.667 |
3.598 |
|
| R2 |
3.633 |
3.633 |
3.592 |
|
| R1 |
3.607 |
3.607 |
3.587 |
3.590 |
| PP |
3.573 |
3.573 |
3.573 |
3.565 |
| S1 |
3.547 |
3.547 |
3.576 |
3.530 |
| S2 |
3.513 |
3.513 |
3.570 |
|
| S3 |
3.453 |
3.487 |
3.565 |
|
| S4 |
3.393 |
3.427 |
3.548 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.929 |
3.886 |
3.666 |
|
| R3 |
3.806 |
3.763 |
3.632 |
|
| R2 |
3.683 |
3.683 |
3.621 |
|
| R1 |
3.640 |
3.640 |
3.609 |
3.662 |
| PP |
3.560 |
3.560 |
3.560 |
3.570 |
| S1 |
3.517 |
3.517 |
3.587 |
3.539 |
| S2 |
3.437 |
3.437 |
3.575 |
|
| S3 |
3.314 |
3.394 |
3.564 |
|
| S4 |
3.191 |
3.271 |
3.530 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.854 |
|
2.618 |
3.756 |
|
1.618 |
3.696 |
|
1.000 |
3.659 |
|
0.618 |
3.636 |
|
HIGH |
3.599 |
|
0.618 |
3.576 |
|
0.500 |
3.569 |
|
0.382 |
3.562 |
|
LOW |
3.539 |
|
0.618 |
3.502 |
|
1.000 |
3.479 |
|
1.618 |
3.442 |
|
2.618 |
3.382 |
|
4.250 |
3.284 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.577 |
3.569 |
| PP |
3.573 |
3.556 |
| S1 |
3.569 |
3.544 |
|