NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.258 |
3.355 |
0.097 |
3.0% |
3.358 |
| High |
3.375 |
3.478 |
0.103 |
3.1% |
3.424 |
| Low |
3.241 |
3.333 |
0.092 |
2.8% |
3.245 |
| Close |
3.353 |
3.472 |
0.119 |
3.5% |
3.253 |
| Range |
0.134 |
0.145 |
0.011 |
8.2% |
0.179 |
| ATR |
0.091 |
0.095 |
0.004 |
4.2% |
0.000 |
| Volume |
6,246 |
11,295 |
5,049 |
80.8% |
21,064 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.863 |
3.812 |
3.552 |
|
| R3 |
3.718 |
3.667 |
3.512 |
|
| R2 |
3.573 |
3.573 |
3.499 |
|
| R1 |
3.522 |
3.522 |
3.485 |
3.548 |
| PP |
3.428 |
3.428 |
3.428 |
3.440 |
| S1 |
3.377 |
3.377 |
3.459 |
3.403 |
| S2 |
3.283 |
3.283 |
3.445 |
|
| S3 |
3.138 |
3.232 |
3.432 |
|
| S4 |
2.993 |
3.087 |
3.392 |
|
|
| 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 |
3.478 |
3.241 |
0.237 |
6.8% |
0.102 |
2.9% |
97% |
True |
False |
6,948 |
| 10 |
3.478 |
3.222 |
0.256 |
7.4% |
0.092 |
2.6% |
98% |
True |
False |
6,151 |
| 20 |
3.500 |
3.222 |
0.278 |
8.0% |
0.088 |
2.5% |
90% |
False |
False |
5,838 |
| 40 |
3.763 |
3.222 |
0.541 |
15.6% |
0.087 |
2.5% |
46% |
False |
False |
5,346 |
| 60 |
3.763 |
3.222 |
0.541 |
15.6% |
0.090 |
2.6% |
46% |
False |
False |
4,803 |
| 80 |
3.763 |
3.150 |
0.613 |
17.7% |
0.087 |
2.5% |
53% |
False |
False |
4,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.094 |
|
2.618 |
3.858 |
|
1.618 |
3.713 |
|
1.000 |
3.623 |
|
0.618 |
3.568 |
|
HIGH |
3.478 |
|
0.618 |
3.423 |
|
0.500 |
3.406 |
|
0.382 |
3.388 |
|
LOW |
3.333 |
|
0.618 |
3.243 |
|
1.000 |
3.188 |
|
1.618 |
3.098 |
|
2.618 |
2.953 |
|
4.250 |
2.717 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.450 |
3.435 |
| PP |
3.428 |
3.397 |
| S1 |
3.406 |
3.360 |
|