NYMEX Natural Gas Future June 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 |
3.602 |
3.634 |
0.032 |
0.9% |
3.569 |
| High |
3.631 |
3.707 |
0.076 |
2.1% |
3.602 |
| Low |
3.594 |
3.634 |
0.040 |
1.1% |
3.479 |
| Close |
3.625 |
3.703 |
0.078 |
2.2% |
3.598 |
| Range |
0.037 |
0.073 |
0.036 |
97.3% |
0.123 |
| ATR |
|
|
|
|
|
| Volume |
1,459 |
1,572 |
113 |
7.7% |
7,006 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.900 |
3.875 |
3.743 |
|
| R3 |
3.827 |
3.802 |
3.723 |
|
| R2 |
3.754 |
3.754 |
3.716 |
|
| R1 |
3.729 |
3.729 |
3.710 |
3.742 |
| PP |
3.681 |
3.681 |
3.681 |
3.688 |
| S1 |
3.656 |
3.656 |
3.696 |
3.669 |
| S2 |
3.608 |
3.608 |
3.690 |
|
| S3 |
3.535 |
3.583 |
3.683 |
|
| S4 |
3.462 |
3.510 |
3.663 |
|
|
| 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 |
4.017 |
|
2.618 |
3.898 |
|
1.618 |
3.825 |
|
1.000 |
3.780 |
|
0.618 |
3.752 |
|
HIGH |
3.707 |
|
0.618 |
3.679 |
|
0.500 |
3.671 |
|
0.382 |
3.662 |
|
LOW |
3.634 |
|
0.618 |
3.589 |
|
1.000 |
3.561 |
|
1.618 |
3.516 |
|
2.618 |
3.443 |
|
4.250 |
3.324 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.692 |
3.676 |
| PP |
3.681 |
3.650 |
| S1 |
3.671 |
3.623 |
|