NYMEX Natural Gas Future January 2013
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.545 |
3.620 |
0.075 |
2.1% |
3.447 |
| High |
3.650 |
3.730 |
0.080 |
2.2% |
3.518 |
| Low |
3.530 |
3.617 |
0.087 |
2.5% |
3.359 |
| Close |
3.638 |
3.723 |
0.085 |
2.3% |
3.509 |
| Range |
0.120 |
0.113 |
-0.007 |
-5.8% |
0.159 |
| ATR |
0.098 |
0.099 |
0.001 |
1.1% |
0.000 |
| Volume |
37,320 |
38,011 |
691 |
1.9% |
168,684 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.029 |
3.989 |
3.785 |
|
| R3 |
3.916 |
3.876 |
3.754 |
|
| R2 |
3.803 |
3.803 |
3.744 |
|
| R1 |
3.763 |
3.763 |
3.733 |
3.783 |
| PP |
3.690 |
3.690 |
3.690 |
3.700 |
| S1 |
3.650 |
3.650 |
3.713 |
3.670 |
| S2 |
3.577 |
3.577 |
3.702 |
|
| S3 |
3.464 |
3.537 |
3.692 |
|
| S4 |
3.351 |
3.424 |
3.661 |
|
|
| 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 |
3.730 |
3.390 |
0.340 |
9.1% |
0.099 |
2.7% |
98% |
True |
False |
36,831 |
| 10 |
3.730 |
3.359 |
0.371 |
10.0% |
0.092 |
2.5% |
98% |
True |
False |
35,575 |
| 20 |
3.730 |
3.200 |
0.530 |
14.2% |
0.099 |
2.7% |
99% |
True |
False |
35,466 |
| 40 |
3.730 |
3.200 |
0.530 |
14.2% |
0.100 |
2.7% |
99% |
True |
False |
31,551 |
| 60 |
3.750 |
3.200 |
0.550 |
14.8% |
0.101 |
2.7% |
95% |
False |
False |
28,115 |
| 80 |
3.750 |
3.114 |
0.636 |
17.1% |
0.101 |
2.7% |
96% |
False |
False |
25,952 |
| 100 |
3.750 |
3.114 |
0.636 |
17.1% |
0.098 |
2.6% |
96% |
False |
False |
24,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.210 |
|
2.618 |
4.026 |
|
1.618 |
3.913 |
|
1.000 |
3.843 |
|
0.618 |
3.800 |
|
HIGH |
3.730 |
|
0.618 |
3.687 |
|
0.500 |
3.674 |
|
0.382 |
3.660 |
|
LOW |
3.617 |
|
0.618 |
3.547 |
|
1.000 |
3.504 |
|
1.618 |
3.434 |
|
2.618 |
3.321 |
|
4.250 |
3.137 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.707 |
3.685 |
| PP |
3.690 |
3.648 |
| S1 |
3.674 |
3.610 |
|