NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.435 |
3.533 |
0.098 |
2.9% |
3.460 |
| High |
3.545 |
3.536 |
-0.009 |
-0.3% |
3.545 |
| Low |
3.423 |
3.469 |
0.046 |
1.3% |
3.400 |
| Close |
3.536 |
3.514 |
-0.022 |
-0.6% |
3.536 |
| Range |
0.122 |
0.067 |
-0.055 |
-45.1% |
0.145 |
| ATR |
0.092 |
0.090 |
-0.002 |
-1.9% |
0.000 |
| Volume |
10,306 |
11,741 |
1,435 |
13.9% |
44,576 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.707 |
3.678 |
3.551 |
|
| R3 |
3.640 |
3.611 |
3.532 |
|
| R2 |
3.573 |
3.573 |
3.526 |
|
| R1 |
3.544 |
3.544 |
3.520 |
3.525 |
| PP |
3.506 |
3.506 |
3.506 |
3.497 |
| S1 |
3.477 |
3.477 |
3.508 |
3.458 |
| S2 |
3.439 |
3.439 |
3.502 |
|
| S3 |
3.372 |
3.410 |
3.496 |
|
| S4 |
3.305 |
3.343 |
3.477 |
|
|
| 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% |
0.077 |
2.2% |
79% |
False |
False |
9,384 |
| 10 |
3.566 |
3.333 |
0.233 |
6.6% |
0.093 |
2.6% |
78% |
False |
False |
11,549 |
| 20 |
3.566 |
3.222 |
0.344 |
9.8% |
0.090 |
2.6% |
85% |
False |
False |
8,533 |
| 40 |
3.763 |
3.222 |
0.541 |
15.4% |
0.091 |
2.6% |
54% |
False |
False |
7,084 |
| 60 |
3.763 |
3.222 |
0.541 |
15.4% |
0.088 |
2.5% |
54% |
False |
False |
6,011 |
| 80 |
3.763 |
3.150 |
0.613 |
17.4% |
0.088 |
2.5% |
59% |
False |
False |
5,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.821 |
|
2.618 |
3.711 |
|
1.618 |
3.644 |
|
1.000 |
3.603 |
|
0.618 |
3.577 |
|
HIGH |
3.536 |
|
0.618 |
3.510 |
|
0.500 |
3.503 |
|
0.382 |
3.495 |
|
LOW |
3.469 |
|
0.618 |
3.428 |
|
1.000 |
3.402 |
|
1.618 |
3.361 |
|
2.618 |
3.294 |
|
4.250 |
3.184 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.510 |
3.500 |
| PP |
3.506 |
3.486 |
| S1 |
3.503 |
3.473 |
|