NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.553 |
3.555 |
0.002 |
0.1% |
3.258 |
| High |
3.566 |
3.558 |
-0.008 |
-0.2% |
3.566 |
| Low |
3.462 |
3.452 |
-0.010 |
-0.3% |
3.241 |
| Close |
3.533 |
3.477 |
-0.056 |
-1.6% |
3.477 |
| Range |
0.104 |
0.106 |
0.002 |
1.9% |
0.325 |
| ATR |
0.097 |
0.098 |
0.001 |
0.7% |
0.000 |
| Volume |
12,503 |
15,705 |
3,202 |
25.6% |
65,422 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.814 |
3.751 |
3.535 |
|
| R3 |
3.708 |
3.645 |
3.506 |
|
| R2 |
3.602 |
3.602 |
3.496 |
|
| R1 |
3.539 |
3.539 |
3.487 |
3.518 |
| PP |
3.496 |
3.496 |
3.496 |
3.485 |
| S1 |
3.433 |
3.433 |
3.467 |
3.412 |
| S2 |
3.390 |
3.390 |
3.458 |
|
| S3 |
3.284 |
3.327 |
3.448 |
|
| S4 |
3.178 |
3.221 |
3.419 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.403 |
4.265 |
3.656 |
|
| R3 |
4.078 |
3.940 |
3.566 |
|
| R2 |
3.753 |
3.753 |
3.537 |
|
| R1 |
3.615 |
3.615 |
3.507 |
3.684 |
| PP |
3.428 |
3.428 |
3.428 |
3.463 |
| S1 |
3.290 |
3.290 |
3.447 |
3.359 |
| S2 |
3.103 |
3.103 |
3.417 |
|
| S3 |
2.778 |
2.965 |
3.388 |
|
| S4 |
2.453 |
2.640 |
3.298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.566 |
3.241 |
0.325 |
9.3% |
0.120 |
3.5% |
73% |
False |
False |
13,084 |
| 10 |
3.566 |
3.241 |
0.325 |
9.3% |
0.101 |
2.9% |
73% |
False |
False |
9,197 |
| 20 |
3.566 |
3.222 |
0.344 |
9.9% |
0.092 |
2.6% |
74% |
False |
False |
7,485 |
| 40 |
3.763 |
3.222 |
0.541 |
15.6% |
0.090 |
2.6% |
47% |
False |
False |
6,313 |
| 60 |
3.763 |
3.222 |
0.541 |
15.6% |
0.091 |
2.6% |
47% |
False |
False |
5,429 |
| 80 |
3.763 |
3.150 |
0.613 |
17.6% |
0.088 |
2.5% |
53% |
False |
False |
4,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.009 |
|
2.618 |
3.836 |
|
1.618 |
3.730 |
|
1.000 |
3.664 |
|
0.618 |
3.624 |
|
HIGH |
3.558 |
|
0.618 |
3.518 |
|
0.500 |
3.505 |
|
0.382 |
3.492 |
|
LOW |
3.452 |
|
0.618 |
3.386 |
|
1.000 |
3.346 |
|
1.618 |
3.280 |
|
2.618 |
3.174 |
|
4.250 |
3.002 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.505 |
3.508 |
| PP |
3.496 |
3.497 |
| S1 |
3.486 |
3.487 |
|