NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.200 |
3.322 |
0.122 |
3.8% |
3.356 |
| High |
3.346 |
3.465 |
0.119 |
3.6% |
3.408 |
| Low |
3.200 |
3.305 |
0.105 |
3.3% |
3.200 |
| Close |
3.325 |
3.450 |
0.125 |
3.8% |
3.225 |
| Range |
0.146 |
0.160 |
0.014 |
9.6% |
0.208 |
| ATR |
0.101 |
0.105 |
0.004 |
4.2% |
0.000 |
| Volume |
32,897 |
31,171 |
-1,726 |
-5.2% |
120,528 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.887 |
3.828 |
3.538 |
|
| R3 |
3.727 |
3.668 |
3.494 |
|
| R2 |
3.567 |
3.567 |
3.479 |
|
| R1 |
3.508 |
3.508 |
3.465 |
3.538 |
| PP |
3.407 |
3.407 |
3.407 |
3.421 |
| S1 |
3.348 |
3.348 |
3.435 |
3.378 |
| S2 |
3.247 |
3.247 |
3.421 |
|
| S3 |
3.087 |
3.188 |
3.406 |
|
| S4 |
2.927 |
3.028 |
3.362 |
|
|
| 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 |
3.465 |
3.200 |
0.265 |
7.7% |
0.113 |
3.3% |
94% |
True |
False |
32,817 |
| 10 |
3.465 |
3.200 |
0.265 |
7.7% |
0.101 |
2.9% |
94% |
True |
False |
28,787 |
| 20 |
3.482 |
3.200 |
0.282 |
8.2% |
0.098 |
2.8% |
89% |
False |
False |
27,306 |
| 40 |
3.750 |
3.200 |
0.550 |
15.9% |
0.100 |
2.9% |
45% |
False |
False |
26,718 |
| 60 |
3.750 |
3.200 |
0.550 |
15.9% |
0.103 |
3.0% |
45% |
False |
False |
24,355 |
| 80 |
3.750 |
3.114 |
0.636 |
18.4% |
0.100 |
2.9% |
53% |
False |
False |
22,883 |
| 100 |
3.750 |
3.062 |
0.688 |
19.9% |
0.096 |
2.8% |
56% |
False |
False |
20,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.145 |
|
2.618 |
3.884 |
|
1.618 |
3.724 |
|
1.000 |
3.625 |
|
0.618 |
3.564 |
|
HIGH |
3.465 |
|
0.618 |
3.404 |
|
0.500 |
3.385 |
|
0.382 |
3.366 |
|
LOW |
3.305 |
|
0.618 |
3.206 |
|
1.000 |
3.145 |
|
1.618 |
3.046 |
|
2.618 |
2.886 |
|
4.250 |
2.625 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.428 |
3.411 |
| PP |
3.407 |
3.372 |
| S1 |
3.385 |
3.333 |
|