NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.541 |
3.514 |
-0.027 |
-0.8% |
3.200 |
| High |
3.542 |
3.550 |
0.008 |
0.2% |
3.550 |
| Low |
3.441 |
3.425 |
-0.016 |
-0.5% |
3.200 |
| Close |
3.514 |
3.456 |
-0.058 |
-1.7% |
3.456 |
| Range |
0.101 |
0.125 |
0.024 |
23.8% |
0.350 |
| ATR |
0.105 |
0.107 |
0.001 |
1.3% |
0.000 |
| Volume |
41,880 |
39,605 |
-2,275 |
-5.4% |
217,390 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.852 |
3.779 |
3.525 |
|
| R3 |
3.727 |
3.654 |
3.490 |
|
| R2 |
3.602 |
3.602 |
3.479 |
|
| R1 |
3.529 |
3.529 |
3.467 |
3.503 |
| PP |
3.477 |
3.477 |
3.477 |
3.464 |
| S1 |
3.404 |
3.404 |
3.445 |
3.378 |
| S2 |
3.352 |
3.352 |
3.433 |
|
| S3 |
3.227 |
3.279 |
3.422 |
|
| S4 |
3.102 |
3.154 |
3.387 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.452 |
4.304 |
3.649 |
|
| R3 |
4.102 |
3.954 |
3.552 |
|
| R2 |
3.752 |
3.752 |
3.520 |
|
| R1 |
3.604 |
3.604 |
3.488 |
3.678 |
| PP |
3.402 |
3.402 |
3.402 |
3.439 |
| S1 |
3.254 |
3.254 |
3.424 |
3.328 |
| S2 |
3.052 |
3.052 |
3.392 |
|
| S3 |
2.702 |
2.904 |
3.360 |
|
| S4 |
2.352 |
2.554 |
3.264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.550 |
3.200 |
0.350 |
10.1% |
0.129 |
3.7% |
73% |
True |
False |
43,478 |
| 10 |
3.550 |
3.200 |
0.350 |
10.1% |
0.108 |
3.1% |
73% |
True |
False |
36,500 |
| 20 |
3.550 |
3.200 |
0.350 |
10.1% |
0.102 |
3.0% |
73% |
True |
False |
31,740 |
| 40 |
3.750 |
3.200 |
0.550 |
15.9% |
0.100 |
2.9% |
47% |
False |
False |
29,278 |
| 60 |
3.750 |
3.200 |
0.550 |
15.9% |
0.103 |
3.0% |
47% |
False |
False |
25,854 |
| 80 |
3.750 |
3.114 |
0.636 |
18.4% |
0.100 |
2.9% |
54% |
False |
False |
23,917 |
| 100 |
3.750 |
3.114 |
0.636 |
18.4% |
0.098 |
2.8% |
54% |
False |
False |
22,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.081 |
|
2.618 |
3.877 |
|
1.618 |
3.752 |
|
1.000 |
3.675 |
|
0.618 |
3.627 |
|
HIGH |
3.550 |
|
0.618 |
3.502 |
|
0.500 |
3.488 |
|
0.382 |
3.473 |
|
LOW |
3.425 |
|
0.618 |
3.348 |
|
1.000 |
3.300 |
|
1.618 |
3.223 |
|
2.618 |
3.098 |
|
4.250 |
2.894 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.488 |
3.488 |
| PP |
3.477 |
3.477 |
| S1 |
3.467 |
3.467 |
|