NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.447 |
3.422 |
-0.025 |
-0.7% |
3.200 |
| High |
3.493 |
3.475 |
-0.018 |
-0.5% |
3.550 |
| Low |
3.406 |
3.380 |
-0.026 |
-0.8% |
3.200 |
| Close |
3.417 |
3.393 |
-0.024 |
-0.7% |
3.456 |
| Range |
0.087 |
0.095 |
0.008 |
9.2% |
0.350 |
| ATR |
0.105 |
0.105 |
-0.001 |
-0.7% |
0.000 |
| Volume |
34,987 |
24,801 |
-10,186 |
-29.1% |
217,390 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.701 |
3.642 |
3.445 |
|
| R3 |
3.606 |
3.547 |
3.419 |
|
| R2 |
3.511 |
3.511 |
3.410 |
|
| R1 |
3.452 |
3.452 |
3.402 |
3.434 |
| PP |
3.416 |
3.416 |
3.416 |
3.407 |
| S1 |
3.357 |
3.357 |
3.384 |
3.339 |
| S2 |
3.321 |
3.321 |
3.376 |
|
| S3 |
3.226 |
3.262 |
3.367 |
|
| S4 |
3.131 |
3.167 |
3.341 |
|
|
| 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 |
3.380 |
0.170 |
5.0% |
0.104 |
3.1% |
8% |
False |
True |
42,622 |
| 10 |
3.550 |
3.200 |
0.350 |
10.3% |
0.109 |
3.2% |
55% |
False |
False |
37,719 |
| 20 |
3.550 |
3.200 |
0.350 |
10.3% |
0.104 |
3.1% |
55% |
False |
False |
32,182 |
| 40 |
3.750 |
3.200 |
0.550 |
16.2% |
0.100 |
3.0% |
35% |
False |
False |
29,207 |
| 60 |
3.750 |
3.200 |
0.550 |
16.2% |
0.103 |
3.0% |
35% |
False |
False |
26,062 |
| 80 |
3.750 |
3.114 |
0.636 |
18.7% |
0.101 |
3.0% |
44% |
False |
False |
24,124 |
| 100 |
3.750 |
3.114 |
0.636 |
18.7% |
0.098 |
2.9% |
44% |
False |
False |
22,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.879 |
|
2.618 |
3.724 |
|
1.618 |
3.629 |
|
1.000 |
3.570 |
|
0.618 |
3.534 |
|
HIGH |
3.475 |
|
0.618 |
3.439 |
|
0.500 |
3.428 |
|
0.382 |
3.416 |
|
LOW |
3.380 |
|
0.618 |
3.321 |
|
1.000 |
3.285 |
|
1.618 |
3.226 |
|
2.618 |
3.131 |
|
4.250 |
2.976 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.428 |
3.465 |
| PP |
3.416 |
3.441 |
| S1 |
3.405 |
3.417 |
|