NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.404 |
3.508 |
0.104 |
3.1% |
3.447 |
| High |
3.518 |
3.510 |
-0.008 |
-0.2% |
3.518 |
| Low |
3.390 |
3.438 |
0.048 |
1.4% |
3.359 |
| Close |
3.509 |
3.484 |
-0.025 |
-0.7% |
3.509 |
| Range |
0.128 |
0.072 |
-0.056 |
-43.8% |
0.159 |
| ATR |
0.101 |
0.099 |
-0.002 |
-2.0% |
0.000 |
| Volume |
36,690 |
38,929 |
2,239 |
6.1% |
168,684 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.693 |
3.661 |
3.524 |
|
| R3 |
3.621 |
3.589 |
3.504 |
|
| R2 |
3.549 |
3.549 |
3.497 |
|
| R1 |
3.517 |
3.517 |
3.491 |
3.497 |
| PP |
3.477 |
3.477 |
3.477 |
3.468 |
| S1 |
3.445 |
3.445 |
3.477 |
3.425 |
| S2 |
3.405 |
3.405 |
3.471 |
|
| S3 |
3.333 |
3.373 |
3.464 |
|
| S4 |
3.261 |
3.301 |
3.444 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.939 |
3.883 |
3.596 |
|
| R3 |
3.780 |
3.724 |
3.553 |
|
| R2 |
3.621 |
3.621 |
3.538 |
|
| R1 |
3.565 |
3.565 |
3.524 |
3.593 |
| PP |
3.462 |
3.462 |
3.462 |
3.476 |
| S1 |
3.406 |
3.406 |
3.494 |
3.434 |
| S2 |
3.303 |
3.303 |
3.480 |
|
| S3 |
3.144 |
3.247 |
3.465 |
|
| S4 |
2.985 |
3.088 |
3.422 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.518 |
3.359 |
0.159 |
4.6% |
0.083 |
2.4% |
79% |
False |
False |
34,525 |
| 10 |
3.550 |
3.305 |
0.245 |
7.0% |
0.100 |
2.9% |
73% |
False |
False |
39,210 |
| 20 |
3.550 |
3.200 |
0.350 |
10.0% |
0.098 |
2.8% |
81% |
False |
False |
33,668 |
| 40 |
3.750 |
3.200 |
0.550 |
15.8% |
0.100 |
2.9% |
52% |
False |
False |
30,736 |
| 60 |
3.750 |
3.200 |
0.550 |
15.8% |
0.100 |
2.9% |
52% |
False |
False |
27,188 |
| 80 |
3.750 |
3.114 |
0.636 |
18.3% |
0.100 |
2.9% |
58% |
False |
False |
25,222 |
| 100 |
3.750 |
3.114 |
0.636 |
18.3% |
0.098 |
2.8% |
58% |
False |
False |
23,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.816 |
|
2.618 |
3.698 |
|
1.618 |
3.626 |
|
1.000 |
3.582 |
|
0.618 |
3.554 |
|
HIGH |
3.510 |
|
0.618 |
3.482 |
|
0.500 |
3.474 |
|
0.382 |
3.466 |
|
LOW |
3.438 |
|
0.618 |
3.394 |
|
1.000 |
3.366 |
|
1.618 |
3.322 |
|
2.618 |
3.250 |
|
4.250 |
3.132 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.481 |
3.471 |
| PP |
3.477 |
3.457 |
| S1 |
3.474 |
3.444 |
|