NYMEX Natural Gas Future June 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 |
3.703 |
3.756 |
0.053 |
1.4% |
3.591 |
| High |
3.760 |
3.794 |
0.034 |
0.9% |
3.794 |
| Low |
3.689 |
3.734 |
0.045 |
1.2% |
3.539 |
| Close |
3.756 |
3.791 |
0.035 |
0.9% |
3.791 |
| Range |
0.071 |
0.060 |
-0.011 |
-15.5% |
0.255 |
| ATR |
0.079 |
0.077 |
-0.001 |
-1.7% |
0.000 |
| Volume |
3,556 |
3,841 |
285 |
8.0% |
12,689 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.953 |
3.932 |
3.824 |
|
| R3 |
3.893 |
3.872 |
3.808 |
|
| R2 |
3.833 |
3.833 |
3.802 |
|
| R1 |
3.812 |
3.812 |
3.797 |
3.823 |
| PP |
3.773 |
3.773 |
3.773 |
3.778 |
| S1 |
3.752 |
3.752 |
3.786 |
3.763 |
| S2 |
3.713 |
3.713 |
3.780 |
|
| S3 |
3.653 |
3.692 |
3.775 |
|
| S4 |
3.593 |
3.632 |
3.758 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.473 |
4.387 |
3.931 |
|
| R3 |
4.218 |
4.132 |
3.861 |
|
| R2 |
3.963 |
3.963 |
3.838 |
|
| R1 |
3.877 |
3.877 |
3.814 |
3.920 |
| PP |
3.708 |
3.708 |
3.708 |
3.730 |
| S1 |
3.622 |
3.622 |
3.768 |
3.665 |
| S2 |
3.453 |
3.453 |
3.744 |
|
| S3 |
3.198 |
3.367 |
3.721 |
|
| S4 |
2.943 |
3.112 |
3.651 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.049 |
|
2.618 |
3.951 |
|
1.618 |
3.891 |
|
1.000 |
3.854 |
|
0.618 |
3.831 |
|
HIGH |
3.794 |
|
0.618 |
3.771 |
|
0.500 |
3.764 |
|
0.382 |
3.757 |
|
LOW |
3.734 |
|
0.618 |
3.697 |
|
1.000 |
3.674 |
|
1.618 |
3.637 |
|
2.618 |
3.577 |
|
4.250 |
3.479 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.782 |
3.765 |
| PP |
3.773 |
3.740 |
| S1 |
3.764 |
3.714 |
|