NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.422 |
3.394 |
-0.028 |
-0.8% |
3.200 |
| High |
3.475 |
3.435 |
-0.040 |
-1.2% |
3.550 |
| Low |
3.380 |
3.359 |
-0.021 |
-0.6% |
3.200 |
| Close |
3.393 |
3.388 |
-0.005 |
-0.1% |
3.456 |
| Range |
0.095 |
0.076 |
-0.019 |
-20.0% |
0.350 |
| ATR |
0.105 |
0.102 |
-0.002 |
-1.9% |
0.000 |
| Volume |
24,801 |
40,632 |
15,831 |
63.8% |
217,390 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.622 |
3.581 |
3.430 |
|
| R3 |
3.546 |
3.505 |
3.409 |
|
| R2 |
3.470 |
3.470 |
3.402 |
|
| R1 |
3.429 |
3.429 |
3.395 |
3.412 |
| PP |
3.394 |
3.394 |
3.394 |
3.385 |
| S1 |
3.353 |
3.353 |
3.381 |
3.336 |
| S2 |
3.318 |
3.318 |
3.374 |
|
| S3 |
3.242 |
3.277 |
3.367 |
|
| S4 |
3.166 |
3.201 |
3.346 |
|
|
| 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 |
3.359 |
0.191 |
5.6% |
0.097 |
2.9% |
15% |
False |
True |
36,381 |
| 10 |
3.550 |
3.200 |
0.350 |
10.3% |
0.108 |
3.2% |
54% |
False |
False |
39,042 |
| 20 |
3.550 |
3.200 |
0.350 |
10.3% |
0.101 |
3.0% |
54% |
False |
False |
33,267 |
| 40 |
3.750 |
3.200 |
0.550 |
16.2% |
0.100 |
3.0% |
34% |
False |
False |
29,654 |
| 60 |
3.750 |
3.200 |
0.550 |
16.2% |
0.103 |
3.0% |
34% |
False |
False |
26,490 |
| 80 |
3.750 |
3.114 |
0.636 |
18.8% |
0.101 |
3.0% |
43% |
False |
False |
24,397 |
| 100 |
3.750 |
3.114 |
0.636 |
18.8% |
0.098 |
2.9% |
43% |
False |
False |
22,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.758 |
|
2.618 |
3.634 |
|
1.618 |
3.558 |
|
1.000 |
3.511 |
|
0.618 |
3.482 |
|
HIGH |
3.435 |
|
0.618 |
3.406 |
|
0.500 |
3.397 |
|
0.382 |
3.388 |
|
LOW |
3.359 |
|
0.618 |
3.312 |
|
1.000 |
3.283 |
|
1.618 |
3.236 |
|
2.618 |
3.160 |
|
4.250 |
3.036 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.397 |
3.426 |
| PP |
3.394 |
3.413 |
| S1 |
3.391 |
3.401 |
|