NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.403 |
3.435 |
0.032 |
0.9% |
3.460 |
| High |
3.448 |
3.545 |
0.097 |
2.8% |
3.545 |
| Low |
3.400 |
3.423 |
0.023 |
0.7% |
3.400 |
| Close |
3.434 |
3.536 |
0.102 |
3.0% |
3.536 |
| Range |
0.048 |
0.122 |
0.074 |
154.2% |
0.145 |
| ATR |
0.090 |
0.092 |
0.002 |
2.6% |
0.000 |
| Volume |
8,996 |
10,306 |
1,310 |
14.6% |
44,576 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.867 |
3.824 |
3.603 |
|
| R3 |
3.745 |
3.702 |
3.570 |
|
| R2 |
3.623 |
3.623 |
3.558 |
|
| R1 |
3.580 |
3.580 |
3.547 |
3.602 |
| PP |
3.501 |
3.501 |
3.501 |
3.512 |
| S1 |
3.458 |
3.458 |
3.525 |
3.480 |
| S2 |
3.379 |
3.379 |
3.514 |
|
| S3 |
3.257 |
3.336 |
3.502 |
|
| S4 |
3.135 |
3.214 |
3.469 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.929 |
3.877 |
3.616 |
|
| R3 |
3.784 |
3.732 |
3.576 |
|
| R2 |
3.639 |
3.639 |
3.563 |
|
| R1 |
3.587 |
3.587 |
3.549 |
3.613 |
| PP |
3.494 |
3.494 |
3.494 |
3.507 |
| S1 |
3.442 |
3.442 |
3.523 |
3.468 |
| S2 |
3.349 |
3.349 |
3.509 |
|
| S3 |
3.204 |
3.297 |
3.496 |
|
| S4 |
3.059 |
3.152 |
3.456 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.545 |
3.400 |
0.145 |
4.1% |
0.078 |
2.2% |
94% |
True |
False |
8,915 |
| 10 |
3.566 |
3.241 |
0.325 |
9.2% |
0.099 |
2.8% |
91% |
False |
False |
10,999 |
| 20 |
3.566 |
3.222 |
0.344 |
9.7% |
0.091 |
2.6% |
91% |
False |
False |
8,270 |
| 40 |
3.763 |
3.222 |
0.541 |
15.3% |
0.090 |
2.5% |
58% |
False |
False |
6,874 |
| 60 |
3.763 |
3.222 |
0.541 |
15.3% |
0.089 |
2.5% |
58% |
False |
False |
5,914 |
| 80 |
3.763 |
3.150 |
0.613 |
17.3% |
0.088 |
2.5% |
63% |
False |
False |
5,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.064 |
|
2.618 |
3.864 |
|
1.618 |
3.742 |
|
1.000 |
3.667 |
|
0.618 |
3.620 |
|
HIGH |
3.545 |
|
0.618 |
3.498 |
|
0.500 |
3.484 |
|
0.382 |
3.470 |
|
LOW |
3.423 |
|
0.618 |
3.348 |
|
1.000 |
3.301 |
|
1.618 |
3.226 |
|
2.618 |
3.104 |
|
4.250 |
2.905 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.519 |
3.515 |
| PP |
3.501 |
3.494 |
| S1 |
3.484 |
3.473 |
|