NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.355 |
3.510 |
0.155 |
4.6% |
3.358 |
| High |
3.478 |
3.561 |
0.083 |
2.4% |
3.424 |
| Low |
3.333 |
3.449 |
0.116 |
3.5% |
3.245 |
| Close |
3.472 |
3.560 |
0.088 |
2.5% |
3.253 |
| Range |
0.145 |
0.112 |
-0.033 |
-22.8% |
0.179 |
| ATR |
0.095 |
0.096 |
0.001 |
1.3% |
0.000 |
| Volume |
11,295 |
19,673 |
8,378 |
74.2% |
21,064 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.859 |
3.822 |
3.622 |
|
| R3 |
3.747 |
3.710 |
3.591 |
|
| R2 |
3.635 |
3.635 |
3.581 |
|
| R1 |
3.598 |
3.598 |
3.570 |
3.617 |
| PP |
3.523 |
3.523 |
3.523 |
3.533 |
| S1 |
3.486 |
3.486 |
3.550 |
3.505 |
| S2 |
3.411 |
3.411 |
3.539 |
|
| S3 |
3.299 |
3.374 |
3.529 |
|
| S4 |
3.187 |
3.262 |
3.498 |
|
|
| 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 |
3.561 |
3.241 |
0.320 |
9.0% |
0.111 |
3.1% |
100% |
True |
False |
10,012 |
| 10 |
3.561 |
3.222 |
0.339 |
9.5% |
0.097 |
2.7% |
100% |
True |
False |
7,535 |
| 20 |
3.561 |
3.222 |
0.339 |
9.5% |
0.090 |
2.5% |
100% |
True |
False |
6,635 |
| 40 |
3.763 |
3.222 |
0.541 |
15.2% |
0.089 |
2.5% |
62% |
False |
False |
5,767 |
| 60 |
3.763 |
3.222 |
0.541 |
15.2% |
0.090 |
2.5% |
62% |
False |
False |
5,089 |
| 80 |
3.763 |
3.150 |
0.613 |
17.2% |
0.088 |
2.5% |
67% |
False |
False |
4,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.037 |
|
2.618 |
3.854 |
|
1.618 |
3.742 |
|
1.000 |
3.673 |
|
0.618 |
3.630 |
|
HIGH |
3.561 |
|
0.618 |
3.518 |
|
0.500 |
3.505 |
|
0.382 |
3.492 |
|
LOW |
3.449 |
|
0.618 |
3.380 |
|
1.000 |
3.337 |
|
1.618 |
3.268 |
|
2.618 |
3.156 |
|
4.250 |
2.973 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.542 |
3.507 |
| PP |
3.523 |
3.454 |
| S1 |
3.505 |
3.401 |
|