NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.499 |
3.545 |
0.046 |
1.3% |
3.447 |
| High |
3.551 |
3.650 |
0.099 |
2.8% |
3.518 |
| Low |
3.490 |
3.530 |
0.040 |
1.1% |
3.359 |
| Close |
3.538 |
3.638 |
0.100 |
2.8% |
3.509 |
| Range |
0.061 |
0.120 |
0.059 |
96.7% |
0.159 |
| ATR |
0.096 |
0.098 |
0.002 |
1.8% |
0.000 |
| Volume |
33,206 |
37,320 |
4,114 |
12.4% |
168,684 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.966 |
3.922 |
3.704 |
|
| R3 |
3.846 |
3.802 |
3.671 |
|
| R2 |
3.726 |
3.726 |
3.660 |
|
| R1 |
3.682 |
3.682 |
3.649 |
3.704 |
| PP |
3.606 |
3.606 |
3.606 |
3.617 |
| S1 |
3.562 |
3.562 |
3.627 |
3.584 |
| S2 |
3.486 |
3.486 |
3.616 |
|
| S3 |
3.366 |
3.442 |
3.605 |
|
| S4 |
3.246 |
3.322 |
3.572 |
|
|
| 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 |
3.650 |
3.370 |
0.280 |
7.7% |
0.085 |
2.3% |
96% |
True |
False |
35,543 |
| 10 |
3.650 |
3.359 |
0.291 |
8.0% |
0.091 |
2.5% |
96% |
True |
False |
35,962 |
| 20 |
3.650 |
3.200 |
0.450 |
12.4% |
0.098 |
2.7% |
97% |
True |
False |
34,775 |
| 40 |
3.706 |
3.200 |
0.506 |
13.9% |
0.100 |
2.7% |
87% |
False |
False |
31,385 |
| 60 |
3.750 |
3.200 |
0.550 |
15.1% |
0.101 |
2.8% |
80% |
False |
False |
27,646 |
| 80 |
3.750 |
3.114 |
0.636 |
17.5% |
0.100 |
2.8% |
82% |
False |
False |
25,605 |
| 100 |
3.750 |
3.114 |
0.636 |
17.5% |
0.098 |
2.7% |
82% |
False |
False |
23,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.160 |
|
2.618 |
3.964 |
|
1.618 |
3.844 |
|
1.000 |
3.770 |
|
0.618 |
3.724 |
|
HIGH |
3.650 |
|
0.618 |
3.604 |
|
0.500 |
3.590 |
|
0.382 |
3.576 |
|
LOW |
3.530 |
|
0.618 |
3.456 |
|
1.000 |
3.410 |
|
1.618 |
3.336 |
|
2.618 |
3.216 |
|
4.250 |
3.020 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.622 |
3.607 |
| PP |
3.606 |
3.575 |
| S1 |
3.590 |
3.544 |
|