NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.634 |
3.703 |
0.069 |
1.9% |
3.569 |
| High |
3.707 |
3.760 |
0.053 |
1.4% |
3.602 |
| Low |
3.634 |
3.689 |
0.055 |
1.5% |
3.479 |
| Close |
3.703 |
3.756 |
0.053 |
1.4% |
3.598 |
| Range |
0.073 |
0.071 |
-0.002 |
-2.7% |
0.123 |
| ATR |
0.000 |
0.079 |
0.079 |
|
0.000 |
| Volume |
1,572 |
3,556 |
1,984 |
126.2% |
7,006 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.948 |
3.923 |
3.795 |
|
| R3 |
3.877 |
3.852 |
3.776 |
|
| R2 |
3.806 |
3.806 |
3.769 |
|
| R1 |
3.781 |
3.781 |
3.763 |
3.794 |
| PP |
3.735 |
3.735 |
3.735 |
3.741 |
| S1 |
3.710 |
3.710 |
3.749 |
3.723 |
| S2 |
3.664 |
3.664 |
3.743 |
|
| S3 |
3.593 |
3.639 |
3.736 |
|
| S4 |
3.522 |
3.568 |
3.717 |
|
|
| 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 |
4.062 |
|
2.618 |
3.946 |
|
1.618 |
3.875 |
|
1.000 |
3.831 |
|
0.618 |
3.804 |
|
HIGH |
3.760 |
|
0.618 |
3.733 |
|
0.500 |
3.725 |
|
0.382 |
3.716 |
|
LOW |
3.689 |
|
0.618 |
3.645 |
|
1.000 |
3.618 |
|
1.618 |
3.574 |
|
2.618 |
3.503 |
|
4.250 |
3.387 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.746 |
3.730 |
| PP |
3.735 |
3.703 |
| S1 |
3.725 |
3.677 |
|