NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.320 |
3.277 |
-0.043 |
-1.3% |
3.356 |
| High |
3.370 |
3.278 |
-0.092 |
-2.7% |
3.408 |
| Low |
3.267 |
3.200 |
-0.067 |
-2.1% |
3.200 |
| Close |
3.293 |
3.225 |
-0.068 |
-2.1% |
3.225 |
| Range |
0.103 |
0.078 |
-0.025 |
-24.3% |
0.208 |
| ATR |
0.098 |
0.097 |
0.000 |
-0.3% |
0.000 |
| Volume |
34,900 |
37,714 |
2,814 |
8.1% |
120,528 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.468 |
3.425 |
3.268 |
|
| R3 |
3.390 |
3.347 |
3.246 |
|
| R2 |
3.312 |
3.312 |
3.239 |
|
| R1 |
3.269 |
3.269 |
3.232 |
3.252 |
| PP |
3.234 |
3.234 |
3.234 |
3.226 |
| S1 |
3.191 |
3.191 |
3.218 |
3.174 |
| S2 |
3.156 |
3.156 |
3.211 |
|
| S3 |
3.078 |
3.113 |
3.204 |
|
| S4 |
3.000 |
3.035 |
3.182 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.902 |
3.771 |
3.339 |
|
| R3 |
3.694 |
3.563 |
3.282 |
|
| R2 |
3.486 |
3.486 |
3.263 |
|
| R1 |
3.355 |
3.355 |
3.244 |
3.317 |
| PP |
3.278 |
3.278 |
3.278 |
3.258 |
| S1 |
3.147 |
3.147 |
3.206 |
3.109 |
| S2 |
3.070 |
3.070 |
3.187 |
|
| S3 |
2.862 |
2.939 |
3.168 |
|
| S4 |
2.654 |
2.731 |
3.111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.408 |
3.200 |
0.208 |
6.4% |
0.088 |
2.7% |
12% |
False |
True |
29,522 |
| 10 |
3.477 |
3.200 |
0.277 |
8.6% |
0.094 |
2.9% |
9% |
False |
True |
28,290 |
| 20 |
3.552 |
3.200 |
0.352 |
10.9% |
0.091 |
2.8% |
7% |
False |
True |
28,370 |
| 40 |
3.750 |
3.200 |
0.550 |
17.1% |
0.097 |
3.0% |
5% |
False |
True |
26,125 |
| 60 |
3.750 |
3.114 |
0.636 |
19.7% |
0.103 |
3.2% |
17% |
False |
False |
24,098 |
| 80 |
3.750 |
3.114 |
0.636 |
19.7% |
0.098 |
3.1% |
17% |
False |
False |
22,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.610 |
|
2.618 |
3.482 |
|
1.618 |
3.404 |
|
1.000 |
3.356 |
|
0.618 |
3.326 |
|
HIGH |
3.278 |
|
0.618 |
3.248 |
|
0.500 |
3.239 |
|
0.382 |
3.230 |
|
LOW |
3.200 |
|
0.618 |
3.152 |
|
1.000 |
3.122 |
|
1.618 |
3.074 |
|
2.618 |
2.996 |
|
4.250 |
2.869 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.239 |
3.296 |
| PP |
3.234 |
3.272 |
| S1 |
3.230 |
3.249 |
|