NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.290 |
3.258 |
-0.032 |
-1.0% |
3.358 |
| High |
3.298 |
3.375 |
0.077 |
2.3% |
3.424 |
| Low |
3.245 |
3.241 |
-0.004 |
-0.1% |
3.245 |
| Close |
3.253 |
3.353 |
0.100 |
3.1% |
3.253 |
| Range |
0.053 |
0.134 |
0.081 |
152.8% |
0.179 |
| ATR |
0.088 |
0.091 |
0.003 |
3.7% |
0.000 |
| Volume |
8,658 |
6,246 |
-2,412 |
-27.9% |
21,064 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.725 |
3.673 |
3.427 |
|
| R3 |
3.591 |
3.539 |
3.390 |
|
| R2 |
3.457 |
3.457 |
3.378 |
|
| R1 |
3.405 |
3.405 |
3.365 |
3.431 |
| PP |
3.323 |
3.323 |
3.323 |
3.336 |
| S1 |
3.271 |
3.271 |
3.341 |
3.297 |
| S2 |
3.189 |
3.189 |
3.328 |
|
| S3 |
3.055 |
3.137 |
3.316 |
|
| S4 |
2.921 |
3.003 |
3.279 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.844 |
3.728 |
3.351 |
|
| R3 |
3.665 |
3.549 |
3.302 |
|
| R2 |
3.486 |
3.486 |
3.286 |
|
| R1 |
3.370 |
3.370 |
3.269 |
3.339 |
| PP |
3.307 |
3.307 |
3.307 |
3.292 |
| S1 |
3.191 |
3.191 |
3.237 |
3.160 |
| S2 |
3.128 |
3.128 |
3.220 |
|
| S3 |
2.949 |
3.012 |
3.204 |
|
| S4 |
2.770 |
2.833 |
3.155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.424 |
3.241 |
0.183 |
5.5% |
0.092 |
2.8% |
61% |
False |
True |
5,462 |
| 10 |
3.424 |
3.222 |
0.202 |
6.0% |
0.087 |
2.6% |
65% |
False |
False |
5,518 |
| 20 |
3.500 |
3.222 |
0.278 |
8.3% |
0.083 |
2.5% |
47% |
False |
False |
5,599 |
| 40 |
3.763 |
3.222 |
0.541 |
16.1% |
0.086 |
2.6% |
24% |
False |
False |
5,183 |
| 60 |
3.763 |
3.222 |
0.541 |
16.1% |
0.089 |
2.6% |
24% |
False |
False |
4,692 |
| 80 |
3.763 |
3.150 |
0.613 |
18.3% |
0.087 |
2.6% |
33% |
False |
False |
4,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.945 |
|
2.618 |
3.726 |
|
1.618 |
3.592 |
|
1.000 |
3.509 |
|
0.618 |
3.458 |
|
HIGH |
3.375 |
|
0.618 |
3.324 |
|
0.500 |
3.308 |
|
0.382 |
3.292 |
|
LOW |
3.241 |
|
0.618 |
3.158 |
|
1.000 |
3.107 |
|
1.618 |
3.024 |
|
2.618 |
2.890 |
|
4.250 |
2.672 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.338 |
3.342 |
| PP |
3.323 |
3.331 |
| S1 |
3.308 |
3.320 |
|