NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
3.533 |
3.532 |
-0.001 |
0.0% |
3.460 |
| High |
3.536 |
3.573 |
0.037 |
1.0% |
3.545 |
| Low |
3.469 |
3.521 |
0.052 |
1.5% |
3.400 |
| Close |
3.514 |
3.567 |
0.053 |
1.5% |
3.536 |
| Range |
0.067 |
0.052 |
-0.015 |
-22.4% |
0.145 |
| ATR |
0.090 |
0.088 |
-0.002 |
-2.5% |
0.000 |
| Volume |
11,741 |
9,233 |
-2,508 |
-21.4% |
44,576 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.710 |
3.690 |
3.596 |
|
| R3 |
3.658 |
3.638 |
3.581 |
|
| R2 |
3.606 |
3.606 |
3.577 |
|
| R1 |
3.586 |
3.586 |
3.572 |
3.596 |
| PP |
3.554 |
3.554 |
3.554 |
3.559 |
| S1 |
3.534 |
3.534 |
3.562 |
3.544 |
| S2 |
3.502 |
3.502 |
3.557 |
|
| S3 |
3.450 |
3.482 |
3.553 |
|
| S4 |
3.398 |
3.430 |
3.538 |
|
|
| 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 |
3.573 |
3.400 |
0.173 |
4.9% |
0.070 |
2.0% |
97% |
True |
False |
9,859 |
| 10 |
3.573 |
3.400 |
0.173 |
4.9% |
0.083 |
2.3% |
97% |
True |
False |
11,343 |
| 20 |
3.573 |
3.222 |
0.351 |
9.8% |
0.088 |
2.5% |
98% |
True |
False |
8,747 |
| 40 |
3.763 |
3.222 |
0.541 |
15.2% |
0.089 |
2.5% |
64% |
False |
False |
7,220 |
| 60 |
3.763 |
3.222 |
0.541 |
15.2% |
0.088 |
2.5% |
64% |
False |
False |
6,086 |
| 80 |
3.763 |
3.150 |
0.613 |
17.2% |
0.088 |
2.5% |
68% |
False |
False |
5,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.794 |
|
2.618 |
3.709 |
|
1.618 |
3.657 |
|
1.000 |
3.625 |
|
0.618 |
3.605 |
|
HIGH |
3.573 |
|
0.618 |
3.553 |
|
0.500 |
3.547 |
|
0.382 |
3.541 |
|
LOW |
3.521 |
|
0.618 |
3.489 |
|
1.000 |
3.469 |
|
1.618 |
3.437 |
|
2.618 |
3.385 |
|
4.250 |
3.300 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.560 |
3.544 |
| PP |
3.554 |
3.521 |
| S1 |
3.547 |
3.498 |
|